| 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 |
2,016.0 |
2,018.4 |
2.4 |
0.1% |
1,998.8 |
| High |
2,021.2 |
2,024.6 |
3.4 |
0.2% |
2,039.0 |
| Low |
2,009.7 |
1,994.9 |
-14.8 |
-0.7% |
1,988.6 |
| Close |
2,020.0 |
1,997.1 |
-22.9 |
-1.1% |
2,008.0 |
| Range |
11.5 |
29.7 |
18.2 |
158.3% |
50.4 |
| ATR |
26.0 |
26.3 |
0.3 |
1.0% |
0.0 |
| Volume |
2,590 |
3,311 |
721 |
27.8% |
10,742 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.6 |
2,075.6 |
2,013.4 |
|
| R3 |
2,064.9 |
2,045.9 |
2,005.3 |
|
| R2 |
2,035.2 |
2,035.2 |
2,002.5 |
|
| R1 |
2,016.2 |
2,016.2 |
1,999.8 |
2,010.9 |
| PP |
2,005.5 |
2,005.5 |
2,005.5 |
2,002.9 |
| S1 |
1,986.5 |
1,986.5 |
1,994.4 |
1,981.2 |
| S2 |
1,975.8 |
1,975.8 |
1,991.7 |
|
| S3 |
1,946.1 |
1,956.8 |
1,988.9 |
|
| S4 |
1,916.4 |
1,927.1 |
1,980.8 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.1 |
2,135.9 |
2,035.7 |
|
| R3 |
2,112.7 |
2,085.5 |
2,021.9 |
|
| R2 |
2,062.3 |
2,062.3 |
2,017.2 |
|
| R1 |
2,035.1 |
2,035.1 |
2,012.6 |
2,048.7 |
| PP |
2,011.9 |
2,011.9 |
2,011.9 |
2,018.7 |
| S1 |
1,984.7 |
1,984.7 |
2,003.4 |
1,998.3 |
| S2 |
1,961.5 |
1,961.5 |
1,998.8 |
|
| S3 |
1,911.1 |
1,934.3 |
1,994.1 |
|
| S4 |
1,860.7 |
1,883.9 |
1,980.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.0 |
1,992.7 |
46.3 |
2.3% |
26.9 |
1.3% |
10% |
False |
False |
2,895 |
| 10 |
2,043.2 |
1,988.6 |
54.6 |
2.7% |
26.1 |
1.3% |
16% |
False |
False |
2,852 |
| 20 |
2,112.4 |
1,988.6 |
123.8 |
6.2% |
25.2 |
1.3% |
7% |
False |
False |
2,648 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.1% |
27.3 |
1.4% |
6% |
False |
False |
2,354 |
| 60 |
2,129.7 |
1,957.2 |
172.5 |
8.6% |
28.9 |
1.4% |
23% |
False |
False |
2,185 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
26.9 |
1.3% |
46% |
False |
False |
1,825 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
26.5 |
1.3% |
46% |
False |
False |
1,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.8 |
|
2.618 |
2,102.4 |
|
1.618 |
2,072.7 |
|
1.000 |
2,054.3 |
|
0.618 |
2,043.0 |
|
HIGH |
2,024.6 |
|
0.618 |
2,013.3 |
|
0.500 |
2,009.8 |
|
0.382 |
2,006.2 |
|
LOW |
1,994.9 |
|
0.618 |
1,976.5 |
|
1.000 |
1,965.2 |
|
1.618 |
1,946.8 |
|
2.618 |
1,917.1 |
|
4.250 |
1,868.7 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.8 |
2,008.7 |
| PP |
2,005.5 |
2,004.8 |
| S1 |
2,001.3 |
2,001.0 |
|