Trading Metrics calculated at close of trading on 07-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
14,753.75 |
14,771.00 |
17.25 |
0.1% |
14,574.50 |
High |
14,799.50 |
14,850.75 |
51.25 |
0.3% |
14,800.00 |
Low |
14,679.75 |
14,477.50 |
-202.25 |
-1.4% |
14,420.00 |
Close |
14,762.25 |
14,503.25 |
-259.00 |
-1.8% |
14,749.00 |
Range |
119.75 |
373.25 |
253.50 |
211.7% |
380.00 |
ATR |
214.45 |
225.79 |
11.34 |
5.3% |
0.00 |
Volume |
12,735 |
26,197 |
13,462 |
105.7% |
19,776 |
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,730.25 |
15,490.00 |
14,708.50 |
|
R3 |
15,357.00 |
15,116.75 |
14,606.00 |
|
R2 |
14,983.75 |
14,983.75 |
14,571.75 |
|
R1 |
14,743.50 |
14,743.50 |
14,537.50 |
14,677.00 |
PP |
14,610.50 |
14,610.50 |
14,610.50 |
14,577.25 |
S1 |
14,370.25 |
14,370.25 |
14,469.00 |
14,303.75 |
S2 |
14,237.25 |
14,237.25 |
14,434.75 |
|
S3 |
13,864.00 |
13,997.00 |
14,400.50 |
|
S4 |
13,490.75 |
13,623.75 |
14,298.00 |
|
|
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 |
3.1% |
222.75 |
1.5% |
19% |
False |
False |
12,301 |
10 |
14,869.50 |
13,726.25 |
1,143.25 |
7.9% |
247.50 |
1.7% |
68% |
False |
False |
8,311 |
20 |
14,869.50 |
13,354.25 |
1,515.25 |
10.4% |
214.75 |
1.5% |
76% |
False |
False |
4,786 |
40 |
14,869.50 |
12,944.50 |
1,925.00 |
13.3% |
204.50 |
1.4% |
81% |
False |
False |
2,686 |
60 |
14,869.50 |
12,228.00 |
2,641.50 |
18.2% |
212.75 |
1.5% |
86% |
False |
False |
1,973 |
80 |
14,869.50 |
11,929.25 |
2,940.25 |
20.3% |
217.00 |
1.5% |
88% |
False |
False |
1,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,437.00 |
2.618 |
15,828.00 |
1.618 |
15,454.75 |
1.000 |
15,224.00 |
0.618 |
15,081.50 |
HIGH |
14,850.75 |
0.618 |
14,708.25 |
0.500 |
14,664.00 |
0.382 |
14,620.00 |
LOW |
14,477.50 |
0.618 |
14,246.75 |
1.000 |
14,104.25 |
1.618 |
13,873.50 |
2.618 |
13,500.25 |
4.250 |
12,891.25 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,664.00 |
14,673.50 |
PP |
14,610.50 |
14,616.75 |
S1 |
14,557.00 |
14,560.00 |
|