| 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 |
1,870.1730 |
1,905.2290 |
35.0560 |
1.9% |
1,892.3790 |
| High |
1,910.0940 |
1,912.3630 |
2.2690 |
0.1% |
1,916.4340 |
| Low |
1,851.9600 |
1,782.5800 |
-69.3800 |
-3.7% |
1,843.1550 |
| Close |
1,905.2190 |
1,805.0850 |
-100.1340 |
-5.3% |
1,905.2190 |
| Range |
58.1340 |
129.7830 |
71.6490 |
123.2% |
73.2790 |
| ATR |
65.4701 |
70.0639 |
4.5938 |
7.0% |
0.0000 |
| Volume |
1,743 |
28 |
-1,715 |
-98.4% |
505,461 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.6917 |
2,143.6713 |
1,876.4657 |
|
| R3 |
2,092.9087 |
2,013.8883 |
1,840.7753 |
|
| R2 |
1,963.1257 |
1,963.1257 |
1,828.8786 |
|
| R1 |
1,884.1053 |
1,884.1053 |
1,816.9818 |
1,858.7240 |
| PP |
1,833.3427 |
1,833.3427 |
1,833.3427 |
1,820.6520 |
| S1 |
1,754.3223 |
1,754.3223 |
1,793.1882 |
1,728.9410 |
| S2 |
1,703.5597 |
1,703.5597 |
1,781.2915 |
|
| S3 |
1,573.7767 |
1,624.5393 |
1,769.3947 |
|
| S4 |
1,443.9937 |
1,494.7563 |
1,733.7044 |
|
|
| 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 |
1,782.5800 |
133.8540 |
7.4% |
65.5004 |
3.6% |
17% |
False |
True |
101,097 |
| 10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.4% |
58.2785 |
3.2% |
27% |
False |
False |
81,629 |
| 20 |
2,016.1780 |
1,742.1740 |
274.0040 |
15.2% |
63.1908 |
3.5% |
23% |
False |
False |
127,076 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.9% |
75.8601 |
4.2% |
16% |
False |
False |
184,036 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.4% |
83.4227 |
4.6% |
57% |
False |
False |
207,412 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.4% |
82.0246 |
4.5% |
57% |
False |
False |
221,264 |
| 100 |
2,137.7700 |
1,321.8800 |
815.8900 |
45.2% |
79.8202 |
4.4% |
59% |
False |
False |
247,467 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
54.6% |
73.6661 |
4.1% |
66% |
False |
False |
275,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.9408 |
|
2.618 |
2,252.1349 |
|
1.618 |
2,122.3519 |
|
1.000 |
2,042.1460 |
|
0.618 |
1,992.5689 |
|
HIGH |
1,912.3630 |
|
0.618 |
1,862.7859 |
|
0.500 |
1,847.4715 |
|
0.382 |
1,832.1571 |
|
LOW |
1,782.5800 |
|
0.618 |
1,702.3741 |
|
1.000 |
1,652.7970 |
|
1.618 |
1,572.5911 |
|
2.618 |
1,442.8081 |
|
4.250 |
1,231.0023 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,847.4715 |
1,847.4715 |
| PP |
1,833.3427 |
1,833.3427 |
| S1 |
1,819.2138 |
1,819.2138 |
|