Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
14,533.40 |
14,557.81 |
24.41 |
0.2% |
14,471.68 |
High |
14,595.81 |
14,662.95 |
67.14 |
0.5% |
14,595.81 |
Low |
14,444.22 |
14,516.88 |
72.66 |
0.5% |
14,216.16 |
Close |
14,546.64 |
14,556.50 |
9.86 |
0.1% |
14,546.64 |
Range |
151.59 |
146.07 |
-5.52 |
-3.6% |
379.65 |
ATR |
198.52 |
194.77 |
-3.75 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,016.99 |
14,932.81 |
14,636.84 |
|
R3 |
14,870.92 |
14,786.74 |
14,596.67 |
|
R2 |
14,724.85 |
14,724.85 |
14,583.28 |
|
R1 |
14,640.67 |
14,640.67 |
14,569.89 |
14,609.73 |
PP |
14,578.78 |
14,578.78 |
14,578.78 |
14,563.30 |
S1 |
14,494.60 |
14,494.60 |
14,543.11 |
14,463.66 |
S2 |
14,432.71 |
14,432.71 |
14,529.72 |
|
S3 |
14,286.64 |
14,348.53 |
14,516.33 |
|
S4 |
14,140.57 |
14,202.46 |
14,476.16 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,591.82 |
15,448.88 |
14,755.45 |
|
R3 |
15,212.17 |
15,069.23 |
14,651.04 |
|
R2 |
14,832.52 |
14,832.52 |
14,616.24 |
|
R1 |
14,689.58 |
14,689.58 |
14,581.44 |
14,761.05 |
PP |
14,452.87 |
14,452.87 |
14,452.87 |
14,488.61 |
S1 |
14,309.93 |
14,309.93 |
14,511.84 |
14,381.40 |
S2 |
14,073.22 |
14,073.22 |
14,477.04 |
|
S3 |
13,693.57 |
13,930.28 |
14,442.24 |
|
S4 |
13,313.92 |
13,550.63 |
14,337.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,662.95 |
14,216.16 |
446.79 |
3.1% |
187.40 |
1.3% |
76% |
True |
False |
|
10 |
14,662.95 |
13,520.92 |
1,142.03 |
7.8% |
185.68 |
1.3% |
91% |
True |
False |
|
20 |
14,662.95 |
13,193.08 |
1,469.87 |
10.1% |
162.27 |
1.1% |
93% |
True |
False |
|
40 |
14,662.95 |
12,724.62 |
1,938.33 |
13.3% |
166.27 |
1.1% |
95% |
True |
False |
|
60 |
14,662.95 |
11,695.41 |
2,967.54 |
20.4% |
183.02 |
1.3% |
96% |
True |
False |
|
80 |
14,662.95 |
11,695.41 |
2,967.54 |
20.4% |
186.94 |
1.3% |
96% |
True |
False |
|
100 |
14,662.95 |
11,220.75 |
3,442.20 |
23.6% |
197.15 |
1.4% |
97% |
True |
False |
|
120 |
14,662.95 |
10,671.19 |
3,991.76 |
27.4% |
202.96 |
1.4% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,283.75 |
2.618 |
15,045.36 |
1.618 |
14,899.29 |
1.000 |
14,809.02 |
0.618 |
14,753.22 |
HIGH |
14,662.95 |
0.618 |
14,607.15 |
0.500 |
14,589.92 |
0.382 |
14,572.68 |
LOW |
14,516.88 |
0.618 |
14,426.61 |
1.000 |
14,370.81 |
1.618 |
14,280.54 |
2.618 |
14,134.47 |
4.250 |
13,896.08 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,589.92 |
14,518.80 |
PP |
14,578.78 |
14,481.10 |
S1 |
14,567.64 |
14,443.40 |
|