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 |
32,948.71 |
32,929.85 |
-18.86 |
-0.1% |
33,408.54 |
High |
32,984.83 |
33,167.75 |
182.92 |
0.6% |
33,512.30 |
Low |
32,739.73 |
32,704.51 |
-35.22 |
-0.1% |
32,586.56 |
Close |
32,908.27 |
33,061.57 |
153.30 |
0.5% |
33,093.34 |
Range |
245.10 |
463.24 |
218.14 |
89.0% |
925.74 |
ATR |
337.24 |
346.24 |
9.00 |
2.7% |
0.00 |
Volume |
695,134,384 |
349,463,389 |
-345,670,995 |
-49.7% |
1,524,113,475 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,367.66 |
34,177.86 |
33,316.35 |
|
R3 |
33,904.42 |
33,714.62 |
33,188.96 |
|
R2 |
33,441.18 |
33,441.18 |
33,146.50 |
|
R1 |
33,251.38 |
33,251.38 |
33,104.03 |
33,346.28 |
PP |
32,977.94 |
32,977.94 |
32,977.94 |
33,025.40 |
S1 |
32,788.14 |
32,788.14 |
33,019.11 |
32,883.04 |
S2 |
32,514.70 |
32,514.70 |
32,976.64 |
|
S3 |
32,051.46 |
32,324.90 |
32,934.18 |
|
S4 |
31,588.22 |
31,861.66 |
32,806.79 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,841.29 |
35,393.05 |
33,602.50 |
|
R3 |
34,915.55 |
34,467.31 |
33,347.92 |
|
R2 |
33,989.81 |
33,989.81 |
33,263.06 |
|
R1 |
33,541.57 |
33,541.57 |
33,178.20 |
33,302.82 |
PP |
33,064.07 |
33,064.07 |
33,064.07 |
32,944.69 |
S1 |
32,615.83 |
32,615.83 |
33,008.48 |
32,377.08 |
S2 |
32,138.33 |
32,138.33 |
32,923.62 |
|
S3 |
31,212.59 |
31,690.09 |
32,838.76 |
|
S4 |
30,286.85 |
30,764.35 |
32,584.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,167.75 |
32,586.56 |
581.19 |
1.8% |
319.50 |
1.0% |
82% |
True |
False |
414,775,395 |
10 |
33,652.90 |
32,586.56 |
1,066.34 |
3.2% |
316.22 |
1.0% |
45% |
False |
False |
354,121,791 |
20 |
33,772.09 |
32,586.56 |
1,185.53 |
3.6% |
325.00 |
1.0% |
40% |
False |
False |
311,754,151 |
40 |
34,257.83 |
32,586.56 |
1,671.27 |
5.1% |
308.92 |
0.9% |
28% |
False |
False |
295,818,163 |
60 |
34,257.83 |
31,429.82 |
2,828.01 |
8.6% |
357.71 |
1.1% |
58% |
False |
False |
317,231,312 |
80 |
34,331.47 |
31,429.82 |
2,901.65 |
8.8% |
366.49 |
1.1% |
56% |
False |
False |
314,839,931 |
100 |
34,342.32 |
31,429.82 |
2,912.50 |
8.8% |
377.06 |
1.1% |
56% |
False |
False |
320,952,618 |
120 |
34,712.28 |
31,429.82 |
3,282.46 |
9.9% |
394.21 |
1.2% |
50% |
False |
False |
324,751,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,136.52 |
2.618 |
34,380.51 |
1.618 |
33,917.27 |
1.000 |
33,630.99 |
0.618 |
33,454.03 |
HIGH |
33,167.75 |
0.618 |
32,990.79 |
0.500 |
32,936.13 |
0.382 |
32,881.47 |
LOW |
32,704.51 |
0.618 |
32,418.23 |
1.000 |
32,241.27 |
1.618 |
31,954.99 |
2.618 |
31,491.75 |
4.250 |
30,735.74 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
33,019.76 |
33,019.76 |
PP |
32,977.94 |
32,977.94 |
S1 |
32,936.13 |
32,936.13 |
|