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 |
27,925 |
27,275 |
-650 |
-2.3% |
28,715 |
High |
27,955 |
28,090 |
135 |
0.5% |
29,295 |
Low |
26,265 |
27,155 |
890 |
3.4% |
27,480 |
Close |
27,925 |
27,275 |
-650 |
-2.3% |
28,040 |
Range |
1,690 |
935 |
-755 |
-44.7% |
1,815 |
ATR |
965 |
963 |
-2 |
-0.2% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,312 |
29,728 |
27,789 |
|
R3 |
29,377 |
28,793 |
27,532 |
|
R2 |
28,442 |
28,442 |
27,446 |
|
R1 |
27,858 |
27,858 |
27,361 |
27,743 |
PP |
27,507 |
27,507 |
27,507 |
27,449 |
S1 |
26,923 |
26,923 |
27,189 |
26,808 |
S2 |
26,572 |
26,572 |
27,104 |
|
S3 |
25,637 |
25,988 |
27,018 |
|
S4 |
24,702 |
25,053 |
26,761 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,717 |
32,693 |
29,038 |
|
R3 |
31,902 |
30,878 |
28,539 |
|
R2 |
30,087 |
30,087 |
28,373 |
|
R1 |
29,063 |
29,063 |
28,206 |
28,668 |
PP |
28,272 |
28,272 |
28,272 |
28,074 |
S1 |
27,248 |
27,248 |
27,874 |
26,853 |
S2 |
26,457 |
26,457 |
27,707 |
|
S3 |
24,642 |
25,433 |
27,541 |
|
S4 |
22,827 |
23,618 |
27,042 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,215 |
26,255 |
1,960 |
7.2% |
1,137 |
4.2% |
52% |
False |
False |
|
10 |
29,295 |
26,255 |
3,040 |
11.1% |
771 |
2.8% |
34% |
False |
False |
2 |
20 |
29,295 |
26,255 |
3,040 |
11.1% |
608 |
2.2% |
34% |
False |
False |
1 |
40 |
31,700 |
26,255 |
5,445 |
20.0% |
463 |
1.7% |
19% |
False |
False |
|
60 |
31,700 |
25,070 |
6,630 |
24.3% |
389 |
1.4% |
33% |
False |
False |
|
80 |
31,700 |
20,265 |
11,435 |
41.9% |
369 |
1.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,064 |
2.618 |
30,538 |
1.618 |
29,603 |
1.000 |
29,025 |
0.618 |
28,668 |
HIGH |
28,090 |
0.618 |
27,733 |
0.500 |
27,623 |
0.382 |
27,512 |
LOW |
27,155 |
0.618 |
26,577 |
1.000 |
26,220 |
1.618 |
25,642 |
2.618 |
24,707 |
4.250 |
23,181 |
|
|
Fisher Pivots for day following 07-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
27,623 |
27,262 |
PP |
27,507 |
27,248 |
S1 |
27,391 |
27,235 |
|