| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,568.00 |
14,465.00 |
-103.00 |
-0.7% |
13,960.00 |
| High |
14,603.00 |
14,699.00 |
96.00 |
0.7% |
14,538.75 |
| Low |
14,424.25 |
14,420.00 |
-4.25 |
0.0% |
13,726.25 |
| Close |
14,470.25 |
14,643.50 |
173.25 |
1.2% |
14,503.00 |
| Range |
178.75 |
279.00 |
100.25 |
56.1% |
812.50 |
| ATR |
225.94 |
229.73 |
3.79 |
1.7% |
0.00 |
| Volume |
4,177 |
4,182 |
5 |
0.1% |
13,876 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,424.50 |
15,313.00 |
14,797.00 |
|
| R3 |
15,145.50 |
15,034.00 |
14,720.25 |
|
| R2 |
14,866.50 |
14,866.50 |
14,694.75 |
|
| R1 |
14,755.00 |
14,755.00 |
14,669.00 |
14,810.75 |
| PP |
14,587.50 |
14,587.50 |
14,587.50 |
14,615.50 |
| S1 |
14,476.00 |
14,476.00 |
14,618.00 |
14,531.75 |
| S2 |
14,308.50 |
14,308.50 |
14,592.25 |
|
| S3 |
14,029.50 |
14,197.00 |
14,566.75 |
|
| S4 |
13,750.50 |
13,918.00 |
14,490.00 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,693.50 |
16,410.75 |
14,950.00 |
|
| R3 |
15,881.00 |
15,598.25 |
14,726.50 |
|
| R2 |
15,068.50 |
15,068.50 |
14,652.00 |
|
| R1 |
14,785.75 |
14,785.75 |
14,577.50 |
14,927.00 |
| PP |
14,256.00 |
14,256.00 |
14,256.00 |
14,326.75 |
| S1 |
13,973.25 |
13,973.25 |
14,428.50 |
14,114.50 |
| S2 |
13,443.50 |
13,443.50 |
14,354.00 |
|
| S3 |
12,631.00 |
13,160.75 |
14,279.50 |
|
| S4 |
11,818.50 |
12,348.25 |
14,056.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,741.75 |
13,965.50 |
776.25 |
5.3% |
273.25 |
1.9% |
87% |
False |
False |
4,586 |
| 10 |
14,741.75 |
13,726.25 |
1,015.50 |
6.9% |
248.00 |
1.7% |
90% |
False |
False |
3,141 |
| 20 |
14,741.75 |
13,146.50 |
1,595.25 |
10.9% |
206.25 |
1.4% |
94% |
False |
False |
2,064 |
| 40 |
14,741.75 |
12,944.50 |
1,797.25 |
12.3% |
200.25 |
1.4% |
95% |
False |
False |
1,289 |
| 60 |
14,741.75 |
11,929.25 |
2,812.50 |
19.2% |
221.75 |
1.5% |
97% |
False |
False |
1,028 |
| 80 |
14,741.75 |
11,929.25 |
2,812.50 |
19.2% |
219.00 |
1.5% |
97% |
False |
False |
777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,884.75 |
|
2.618 |
15,429.50 |
|
1.618 |
15,150.50 |
|
1.000 |
14,978.00 |
|
0.618 |
14,871.50 |
|
HIGH |
14,699.00 |
|
0.618 |
14,592.50 |
|
0.500 |
14,559.50 |
|
0.382 |
14,526.50 |
|
LOW |
14,420.00 |
|
0.618 |
14,247.50 |
|
1.000 |
14,141.00 |
|
1.618 |
13,968.50 |
|
2.618 |
13,689.50 |
|
4.250 |
13,234.25 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,615.50 |
14,622.50 |
| PP |
14,587.50 |
14,601.75 |
| S1 |
14,559.50 |
14,581.00 |
|