| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,865.8020 |
1,870.1730 |
4.3710 |
0.2% |
1,892.3790 |
| High |
1,888.0590 |
1,910.0940 |
22.0350 |
1.2% |
1,916.4340 |
| Low |
1,843.1550 |
1,851.9600 |
8.8050 |
0.5% |
1,843.1550 |
| Close |
1,870.1730 |
1,905.2190 |
35.0460 |
1.9% |
1,905.2190 |
| Range |
44.9040 |
58.1340 |
13.2300 |
29.5% |
73.2790 |
| ATR |
66.0345 |
65.4701 |
-0.5643 |
-0.9% |
0.0000 |
| Volume |
176,554 |
1,743 |
-174,811 |
-99.0% |
505,461 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,063.4930 |
2,042.4900 |
1,937.1927 |
|
| R3 |
2,005.3590 |
1,984.3560 |
1,921.2059 |
|
| R2 |
1,947.2250 |
1,947.2250 |
1,915.8769 |
|
| R1 |
1,926.2220 |
1,926.2220 |
1,910.5480 |
1,936.7235 |
| PP |
1,889.0910 |
1,889.0910 |
1,889.0910 |
1,894.3418 |
| S1 |
1,868.0880 |
1,868.0880 |
1,899.8901 |
1,878.5895 |
| S2 |
1,830.9570 |
1,830.9570 |
1,894.5611 |
|
| S3 |
1,772.8230 |
1,809.9540 |
1,889.2322 |
|
| S4 |
1,714.6890 |
1,751.8200 |
1,873.2453 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.1063 |
2,079.9417 |
1,945.5225 |
|
| R3 |
2,034.8273 |
2,006.6627 |
1,925.3707 |
|
| R2 |
1,961.5483 |
1,961.5483 |
1,918.6535 |
|
| R1 |
1,933.3837 |
1,933.3837 |
1,911.9362 |
1,947.4660 |
| PP |
1,888.2693 |
1,888.2693 |
1,888.2693 |
1,895.3105 |
| S1 |
1,860.1047 |
1,860.1047 |
1,898.5018 |
1,874.1870 |
| S2 |
1,814.9903 |
1,814.9903 |
1,891.7845 |
|
| S3 |
1,741.7113 |
1,786.8257 |
1,885.0673 |
|
| S4 |
1,668.4323 |
1,713.5467 |
1,864.9156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.4340 |
1,798.2190 |
118.2150 |
6.2% |
47.4008 |
2.5% |
91% |
False |
False |
127,506 |
| 10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.0% |
48.3297 |
2.5% |
93% |
False |
False |
94,594 |
| 20 |
2,016.1780 |
1,742.1740 |
274.0040 |
14.4% |
63.0242 |
3.3% |
60% |
False |
False |
142,691 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
20.8% |
74.0342 |
3.9% |
41% |
False |
False |
188,799 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.1% |
83.5334 |
4.4% |
70% |
False |
False |
213,869 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.1% |
81.1622 |
4.3% |
70% |
False |
False |
224,999 |
| 100 |
2,137.7700 |
1,315.6060 |
822.1640 |
43.2% |
78.8099 |
4.1% |
72% |
False |
False |
252,144 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
51.7% |
72.8798 |
3.8% |
76% |
False |
False |
279,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.1635 |
|
2.618 |
2,062.2888 |
|
1.618 |
2,004.1548 |
|
1.000 |
1,968.2280 |
|
0.618 |
1,946.0208 |
|
HIGH |
1,910.0940 |
|
0.618 |
1,887.8868 |
|
0.500 |
1,881.0270 |
|
0.382 |
1,874.1672 |
|
LOW |
1,851.9600 |
|
0.618 |
1,816.0332 |
|
1.000 |
1,793.8260 |
|
1.618 |
1,757.8992 |
|
2.618 |
1,699.7652 |
|
4.250 |
1,604.8905 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.1550 |
1,896.3260 |
| PP |
1,889.0910 |
1,887.4330 |
| S1 |
1,881.0270 |
1,878.5400 |
|