| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,905.2290 |
1,805.1690 |
-100.0600 |
-5.3% |
1,892.3790 |
| High |
1,912.3630 |
1,897.2140 |
-15.1490 |
-0.8% |
1,916.4340 |
| Low |
1,782.5800 |
1,797.3580 |
14.7780 |
0.8% |
1,843.1550 |
| Close |
1,805.0850 |
1,877.0720 |
71.9870 |
4.0% |
1,905.2190 |
| Range |
129.7830 |
99.8560 |
-29.9270 |
-23.1% |
73.2790 |
| ATR |
70.0639 |
72.1919 |
2.1280 |
3.0% |
0.0000 |
| Volume |
28 |
2,659 |
2,631 |
9,396.4% |
505,461 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.7827 |
2,116.7833 |
1,931.9928 |
|
| R3 |
2,056.9267 |
2,016.9273 |
1,904.5324 |
|
| R2 |
1,957.0707 |
1,957.0707 |
1,895.3789 |
|
| R1 |
1,917.0713 |
1,917.0713 |
1,886.2255 |
1,937.0710 |
| PP |
1,857.2147 |
1,857.2147 |
1,857.2147 |
1,867.2145 |
| S1 |
1,817.2153 |
1,817.2153 |
1,867.9185 |
1,837.2150 |
| S2 |
1,757.3587 |
1,757.3587 |
1,858.7651 |
|
| S3 |
1,657.5027 |
1,717.3593 |
1,849.6116 |
|
| S4 |
1,557.6467 |
1,617.5033 |
1,822.1512 |
|
|
| 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 |
1,913.9250 |
1,782.5800 |
131.3450 |
7.0% |
78.8102 |
4.2% |
72% |
False |
False |
71,600 |
| 10 |
1,916.4340 |
1,764.5670 |
151.8670 |
8.1% |
64.6790 |
3.4% |
74% |
False |
False |
81,776 |
| 20 |
1,916.4340 |
1,742.1740 |
174.2600 |
9.3% |
58.2140 |
3.1% |
77% |
False |
False |
127,026 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.1% |
76.3938 |
4.1% |
34% |
False |
False |
184,055 |
| 60 |
2,137.7700 |
1,421.5580 |
716.2120 |
38.2% |
83.8547 |
4.5% |
64% |
False |
False |
198,388 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.7% |
81.7033 |
4.4% |
66% |
False |
False |
216,473 |
| 100 |
2,137.7700 |
1,341.3310 |
796.4390 |
42.4% |
80.5880 |
4.3% |
67% |
False |
False |
243,470 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
52.5% |
74.1525 |
4.0% |
74% |
False |
False |
275,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,321.6020 |
|
2.618 |
2,158.6370 |
|
1.618 |
2,058.7810 |
|
1.000 |
1,997.0700 |
|
0.618 |
1,958.9250 |
|
HIGH |
1,897.2140 |
|
0.618 |
1,859.0690 |
|
0.500 |
1,847.2860 |
|
0.382 |
1,835.5030 |
|
LOW |
1,797.3580 |
|
0.618 |
1,735.6470 |
|
1.000 |
1,697.5020 |
|
1.618 |
1,635.7910 |
|
2.618 |
1,535.9350 |
|
4.250 |
1,372.9700 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.1433 |
1,867.2052 |
| PP |
1,857.2147 |
1,857.3383 |
| S1 |
1,847.2860 |
1,847.4715 |
|