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 |
14,293.68 |
14,266.34 |
-27.34 |
-0.2% |
13,805.33 |
High |
14,368.40 |
14,493.31 |
124.91 |
0.9% |
14,329.49 |
Low |
14,216.16 |
14,223.85 |
7.69 |
0.1% |
13,520.92 |
Close |
14,254.09 |
14,441.51 |
187.42 |
1.3% |
14,298.41 |
Range |
152.24 |
269.46 |
117.22 |
77.0% |
808.57 |
ATR |
196.73 |
201.92 |
5.20 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,194.60 |
15,087.52 |
14,589.71 |
|
R3 |
14,925.14 |
14,818.06 |
14,515.61 |
|
R2 |
14,655.68 |
14,655.68 |
14,490.91 |
|
R1 |
14,548.60 |
14,548.60 |
14,466.21 |
14,602.14 |
PP |
14,386.22 |
14,386.22 |
14,386.22 |
14,413.00 |
S1 |
14,279.14 |
14,279.14 |
14,416.81 |
14,332.68 |
S2 |
14,116.76 |
14,116.76 |
14,392.11 |
|
S3 |
13,847.30 |
14,009.68 |
14,367.41 |
|
S4 |
13,577.84 |
13,740.22 |
14,293.31 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,475.32 |
16,195.43 |
14,743.12 |
|
R3 |
15,666.75 |
15,386.86 |
14,520.77 |
|
R2 |
14,858.18 |
14,858.18 |
14,446.65 |
|
R1 |
14,578.29 |
14,578.29 |
14,372.53 |
14,718.24 |
PP |
14,049.61 |
14,049.61 |
14,049.61 |
14,119.58 |
S1 |
13,769.72 |
13,769.72 |
14,224.29 |
13,909.67 |
S2 |
13,241.04 |
13,241.04 |
14,150.17 |
|
S3 |
12,432.47 |
12,961.15 |
14,076.05 |
|
S4 |
11,623.90 |
12,152.58 |
13,853.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,518.71 |
13,814.16 |
704.55 |
4.9% |
231.87 |
1.6% |
89% |
False |
False |
|
10 |
14,518.71 |
13,520.92 |
997.79 |
6.9% |
190.54 |
1.3% |
92% |
False |
False |
|
20 |
14,518.71 |
12,938.45 |
1,580.26 |
10.9% |
165.23 |
1.1% |
95% |
False |
False |
|
40 |
14,518.71 |
12,724.62 |
1,794.09 |
12.4% |
168.89 |
1.2% |
96% |
False |
False |
|
60 |
14,518.71 |
11,695.41 |
2,823.30 |
19.5% |
186.44 |
1.3% |
97% |
False |
False |
|
80 |
14,518.71 |
11,695.41 |
2,823.30 |
19.5% |
190.60 |
1.3% |
97% |
False |
False |
|
100 |
14,518.71 |
11,050.68 |
3,468.03 |
24.0% |
197.94 |
1.4% |
98% |
False |
False |
|
120 |
14,518.71 |
10,671.19 |
3,847.52 |
26.6% |
203.45 |
1.4% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,638.52 |
2.618 |
15,198.76 |
1.618 |
14,929.30 |
1.000 |
14,762.77 |
0.618 |
14,659.84 |
HIGH |
14,493.31 |
0.618 |
14,390.38 |
0.500 |
14,358.58 |
0.382 |
14,326.78 |
LOW |
14,223.85 |
0.618 |
14,057.32 |
1.000 |
13,954.39 |
1.618 |
13,787.86 |
2.618 |
13,518.40 |
4.250 |
13,078.65 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,413.87 |
14,416.82 |
PP |
14,386.22 |
14,392.13 |
S1 |
14,358.58 |
14,367.44 |
|