| 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 |
2,018.4 |
1,995.0 |
-23.4 |
-1.2% |
1,998.8 |
| High |
2,024.6 |
2,024.0 |
-0.6 |
0.0% |
2,039.0 |
| Low |
1,994.9 |
1,994.0 |
-0.9 |
0.0% |
1,988.6 |
| Close |
1,997.1 |
2,017.2 |
20.1 |
1.0% |
2,008.0 |
| Range |
29.7 |
30.0 |
0.3 |
1.0% |
50.4 |
| ATR |
26.3 |
26.5 |
0.3 |
1.0% |
0.0 |
| Volume |
3,311 |
3,925 |
614 |
18.5% |
10,742 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.7 |
2,089.5 |
2,033.7 |
|
| R3 |
2,071.7 |
2,059.5 |
2,025.5 |
|
| R2 |
2,041.7 |
2,041.7 |
2,022.7 |
|
| R1 |
2,029.5 |
2,029.5 |
2,020.0 |
2,035.6 |
| PP |
2,011.7 |
2,011.7 |
2,011.7 |
2,014.8 |
| S1 |
1,999.5 |
1,999.5 |
2,014.5 |
2,005.6 |
| S2 |
1,981.7 |
1,981.7 |
2,011.7 |
|
| S3 |
1,951.7 |
1,969.5 |
2,009.0 |
|
| S4 |
1,921.7 |
1,939.5 |
2,000.7 |
|
|
| 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 |
2,038.9 |
1,992.7 |
46.2 |
2.3% |
26.8 |
1.3% |
53% |
False |
False |
3,146 |
| 10 |
2,039.0 |
1,988.6 |
50.4 |
2.5% |
26.2 |
1.3% |
57% |
False |
False |
2,918 |
| 20 |
2,103.6 |
1,988.6 |
115.0 |
5.7% |
25.4 |
1.3% |
25% |
False |
False |
2,638 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
27.4 |
1.4% |
20% |
False |
False |
2,379 |
| 60 |
2,129.7 |
1,957.2 |
172.5 |
8.6% |
29.1 |
1.4% |
35% |
False |
False |
2,226 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.1 |
1.3% |
54% |
False |
False |
1,871 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.5 |
1.3% |
54% |
False |
False |
1,681 |
| 120 |
2,129.7 |
1,862.0 |
267.7 |
13.3% |
24.9 |
1.2% |
58% |
False |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.5 |
|
2.618 |
2,102.5 |
|
1.618 |
2,072.5 |
|
1.000 |
2,054.0 |
|
0.618 |
2,042.5 |
|
HIGH |
2,024.0 |
|
0.618 |
2,012.5 |
|
0.500 |
2,009.0 |
|
0.382 |
2,005.5 |
|
LOW |
1,994.0 |
|
0.618 |
1,975.5 |
|
1.000 |
1,964.0 |
|
1.618 |
1,945.5 |
|
2.618 |
1,915.5 |
|
4.250 |
1,866.5 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.5 |
2,014.6 |
| PP |
2,011.7 |
2,011.9 |
| S1 |
2,009.0 |
2,009.3 |
|