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 |
27,545 |
27,425 |
-120 |
-0.4% |
27,535 |
High |
27,545 |
27,860 |
315 |
1.1% |
28,115 |
Low |
27,475 |
27,215 |
-260 |
-0.9% |
26,570 |
Close |
27,545 |
27,425 |
-120 |
-0.4% |
27,340 |
Range |
70 |
645 |
575 |
821.4% |
1,545 |
ATR |
994 |
969 |
-25 |
-2.5% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,435 |
29,075 |
27,780 |
|
R3 |
28,790 |
28,430 |
27,602 |
|
R2 |
28,145 |
28,145 |
27,543 |
|
R1 |
27,785 |
27,785 |
27,484 |
27,748 |
PP |
27,500 |
27,500 |
27,500 |
27,481 |
S1 |
27,140 |
27,140 |
27,366 |
27,103 |
S2 |
26,855 |
26,855 |
27,307 |
|
S3 |
26,210 |
26,495 |
27,248 |
|
S4 |
25,565 |
25,850 |
27,070 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,977 |
31,203 |
28,190 |
|
R3 |
30,432 |
29,658 |
27,765 |
|
R2 |
28,887 |
28,887 |
27,623 |
|
R1 |
28,113 |
28,113 |
27,482 |
27,728 |
PP |
27,342 |
27,342 |
27,342 |
27,149 |
S1 |
26,568 |
26,568 |
27,198 |
26,183 |
S2 |
25,797 |
25,797 |
27,057 |
|
S3 |
24,252 |
25,023 |
26,915 |
|
S4 |
22,707 |
23,478 |
26,490 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,080 |
26,570 |
2,510 |
9.2% |
525 |
1.9% |
34% |
False |
False |
|
10 |
29,080 |
26,570 |
2,510 |
9.2% |
564 |
2.1% |
34% |
False |
False |
1 |
20 |
30,365 |
26,430 |
3,935 |
14.3% |
630 |
2.3% |
25% |
False |
False |
1 |
40 |
31,735 |
26,430 |
5,305 |
19.3% |
680 |
2.5% |
19% |
False |
False |
1 |
60 |
31,735 |
19,935 |
11,800 |
43.0% |
829 |
3.0% |
63% |
False |
False |
1 |
80 |
31,735 |
19,935 |
11,800 |
43.0% |
805 |
2.9% |
63% |
False |
False |
1 |
100 |
31,735 |
17,350 |
14,385 |
52.5% |
683 |
2.5% |
70% |
False |
False |
1 |
120 |
31,735 |
16,435 |
15,300 |
55.8% |
572 |
2.1% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,601 |
2.618 |
29,549 |
1.618 |
28,904 |
1.000 |
28,505 |
0.618 |
28,259 |
HIGH |
27,860 |
0.618 |
27,614 |
0.500 |
27,538 |
0.382 |
27,461 |
LOW |
27,215 |
0.618 |
26,816 |
1.000 |
26,570 |
1.618 |
26,171 |
2.618 |
25,526 |
4.250 |
24,474 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
27,538 |
28,148 |
PP |
27,500 |
27,907 |
S1 |
27,463 |
27,666 |
|