| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,771.00 |
14,489.75 |
-281.25 |
-1.9% |
14,574.50 |
| High |
14,850.75 |
14,702.75 |
-148.00 |
-1.0% |
14,800.00 |
| Low |
14,477.50 |
14,425.00 |
-52.50 |
-0.4% |
14,420.00 |
| Close |
14,503.25 |
14,678.75 |
175.50 |
1.2% |
14,749.00 |
| Range |
373.25 |
277.75 |
-95.50 |
-25.6% |
380.00 |
| ATR |
225.79 |
229.50 |
3.71 |
1.6% |
0.00 |
| Volume |
26,197 |
52,336 |
26,139 |
99.8% |
19,776 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,435.50 |
15,334.75 |
14,831.50 |
|
| R3 |
15,157.75 |
15,057.00 |
14,755.25 |
|
| R2 |
14,880.00 |
14,880.00 |
14,729.75 |
|
| R1 |
14,779.25 |
14,779.25 |
14,704.25 |
14,829.50 |
| PP |
14,602.25 |
14,602.25 |
14,602.25 |
14,627.25 |
| S1 |
14,501.50 |
14,501.50 |
14,653.25 |
14,552.00 |
| S2 |
14,324.50 |
14,324.50 |
14,627.75 |
|
| S3 |
14,046.75 |
14,223.75 |
14,602.25 |
|
| S4 |
13,769.00 |
13,946.00 |
14,526.00 |
|
|
| 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 |
14,425.00 |
444.50 |
3.0% |
222.50 |
1.5% |
57% |
False |
True |
21,931 |
| 10 |
14,869.50 |
13,965.50 |
904.00 |
6.2% |
248.00 |
1.7% |
79% |
False |
False |
13,259 |
| 20 |
14,869.50 |
13,460.50 |
1,409.00 |
9.6% |
216.50 |
1.5% |
86% |
False |
False |
7,324 |
| 40 |
14,869.50 |
12,944.50 |
1,925.00 |
13.1% |
204.00 |
1.4% |
90% |
False |
False |
3,975 |
| 60 |
14,869.50 |
12,438.00 |
2,431.50 |
16.6% |
212.50 |
1.4% |
92% |
False |
False |
2,834 |
| 80 |
14,869.50 |
11,929.25 |
2,940.25 |
20.0% |
217.00 |
1.5% |
94% |
False |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,883.25 |
|
2.618 |
15,430.00 |
|
1.618 |
15,152.25 |
|
1.000 |
14,980.50 |
|
0.618 |
14,874.50 |
|
HIGH |
14,702.75 |
|
0.618 |
14,596.75 |
|
0.500 |
14,564.00 |
|
0.382 |
14,531.00 |
|
LOW |
14,425.00 |
|
0.618 |
14,253.25 |
|
1.000 |
14,147.25 |
|
1.618 |
13,975.50 |
|
2.618 |
13,697.75 |
|
4.250 |
13,244.50 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,640.50 |
14,665.00 |
| PP |
14,602.25 |
14,651.50 |
| S1 |
14,564.00 |
14,638.00 |
|