Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
14,665.25 |
14,767.00 |
101.75 |
0.7% |
14,574.50 |
High |
14,800.00 |
14,869.50 |
69.50 |
0.5% |
14,800.00 |
Low |
14,642.75 |
14,684.50 |
41.75 |
0.3% |
14,420.00 |
Close |
14,749.00 |
14,763.50 |
14.50 |
0.1% |
14,749.00 |
Range |
157.25 |
185.00 |
27.75 |
17.6% |
380.00 |
ATR |
224.56 |
221.73 |
-2.83 |
-1.3% |
0.00 |
Volume |
4,940 |
13,451 |
8,511 |
172.3% |
19,776 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,327.50 |
15,230.50 |
14,865.25 |
|
R3 |
15,142.50 |
15,045.50 |
14,814.50 |
|
R2 |
14,957.50 |
14,957.50 |
14,797.50 |
|
R1 |
14,860.50 |
14,860.50 |
14,780.50 |
14,816.50 |
PP |
14,772.50 |
14,772.50 |
14,772.50 |
14,750.50 |
S1 |
14,675.50 |
14,675.50 |
14,746.50 |
14,631.50 |
S2 |
14,587.50 |
14,587.50 |
14,729.50 |
|
S3 |
14,402.50 |
14,490.50 |
14,712.50 |
|
S4 |
14,217.50 |
14,305.50 |
14,661.75 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,796.25 |
15,652.75 |
14,958.00 |
|
R3 |
15,416.25 |
15,272.75 |
14,853.50 |
|
R2 |
15,036.25 |
15,036.25 |
14,818.75 |
|
R1 |
14,892.75 |
14,892.75 |
14,783.75 |
14,964.50 |
PP |
14,656.25 |
14,656.25 |
14,656.25 |
14,692.25 |
S1 |
14,512.75 |
14,512.75 |
14,714.25 |
14,584.50 |
S2 |
14,276.25 |
14,276.25 |
14,679.25 |
|
S3 |
13,896.25 |
14,132.75 |
14,644.50 |
|
S4 |
13,516.25 |
13,752.75 |
14,540.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,869.50 |
14,420.00 |
449.50 |
3.0% |
206.25 |
1.4% |
76% |
True |
False |
6,645 |
10 |
14,869.50 |
13,726.25 |
1,143.25 |
7.7% |
239.00 |
1.6% |
91% |
True |
False |
4,710 |
20 |
14,869.50 |
13,354.25 |
1,515.25 |
10.3% |
200.00 |
1.4% |
93% |
True |
False |
2,884 |
40 |
14,869.50 |
12,944.50 |
1,925.00 |
13.0% |
201.50 |
1.4% |
94% |
True |
False |
1,733 |
60 |
14,869.50 |
11,929.25 |
2,940.25 |
19.9% |
216.50 |
1.5% |
96% |
True |
False |
1,331 |
80 |
14,869.50 |
11,929.25 |
2,940.25 |
19.9% |
216.00 |
1.5% |
96% |
True |
False |
1,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,655.75 |
2.618 |
15,353.75 |
1.618 |
15,168.75 |
1.000 |
15,054.50 |
0.618 |
14,983.75 |
HIGH |
14,869.50 |
0.618 |
14,798.75 |
0.500 |
14,777.00 |
0.382 |
14,755.25 |
LOW |
14,684.50 |
0.618 |
14,570.25 |
1.000 |
14,499.50 |
1.618 |
14,385.25 |
2.618 |
14,200.25 |
4.250 |
13,898.25 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,777.00 |
14,724.00 |
PP |
14,772.50 |
14,684.25 |
S1 |
14,768.00 |
14,644.75 |
|