| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,767.00 |
14,753.75 |
-13.25 |
-0.1% |
14,574.50 |
| High |
14,869.50 |
14,799.50 |
-70.00 |
-0.5% |
14,800.00 |
| Low |
14,684.50 |
14,679.75 |
-4.75 |
0.0% |
14,420.00 |
| Close |
14,763.50 |
14,762.25 |
-1.25 |
0.0% |
14,749.00 |
| Range |
185.00 |
119.75 |
-65.25 |
-35.3% |
380.00 |
| ATR |
221.73 |
214.45 |
-7.28 |
-3.3% |
0.00 |
| Volume |
13,451 |
12,735 |
-716 |
-5.3% |
19,776 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,106.50 |
15,054.00 |
14,828.00 |
|
| R3 |
14,986.75 |
14,934.25 |
14,795.25 |
|
| R2 |
14,867.00 |
14,867.00 |
14,784.25 |
|
| R1 |
14,814.50 |
14,814.50 |
14,773.25 |
14,840.75 |
| PP |
14,747.25 |
14,747.25 |
14,747.25 |
14,760.25 |
| S1 |
14,694.75 |
14,694.75 |
14,751.25 |
14,721.00 |
| S2 |
14,627.50 |
14,627.50 |
14,740.25 |
|
| S3 |
14,507.75 |
14,575.00 |
14,729.25 |
|
| S4 |
14,388.00 |
14,455.25 |
14,696.50 |
|
|
| 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% |
184.00 |
1.2% |
76% |
False |
False |
7,897 |
| 10 |
14,869.50 |
13,726.25 |
1,143.25 |
7.7% |
236.50 |
1.6% |
91% |
False |
False |
5,890 |
| 20 |
14,869.50 |
13,354.25 |
1,515.25 |
10.3% |
200.50 |
1.4% |
93% |
False |
False |
3,491 |
| 40 |
14,869.50 |
12,944.50 |
1,925.00 |
13.0% |
199.00 |
1.3% |
94% |
False |
False |
2,041 |
| 60 |
14,869.50 |
12,181.25 |
2,688.25 |
18.2% |
211.75 |
1.4% |
96% |
False |
False |
1,542 |
| 80 |
14,869.50 |
11,929.25 |
2,940.25 |
19.9% |
215.50 |
1.5% |
96% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,308.50 |
|
2.618 |
15,113.00 |
|
1.618 |
14,993.25 |
|
1.000 |
14,919.25 |
|
0.618 |
14,873.50 |
|
HIGH |
14,799.50 |
|
0.618 |
14,753.75 |
|
0.500 |
14,739.50 |
|
0.382 |
14,725.50 |
|
LOW |
14,679.75 |
|
0.618 |
14,605.75 |
|
1.000 |
14,560.00 |
|
1.618 |
14,486.00 |
|
2.618 |
14,366.25 |
|
4.250 |
14,170.75 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,754.75 |
14,760.25 |
| PP |
14,747.25 |
14,758.25 |
| S1 |
14,739.50 |
14,756.00 |
|