| Trading Metrics calculated at close of trading on 07-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2023 |
07-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,961.76 |
1,963.29 |
1.53 |
0.1% |
1,943.25 |
| High |
1,965.57 |
1,968.62 |
3.05 |
0.2% |
1,983.19 |
| Low |
1,956.33 |
1,940.12 |
-16.21 |
-0.8% |
1,932.85 |
| Close |
1,963.25 |
1,940.12 |
-23.13 |
-1.2% |
1,948.11 |
| Range |
9.24 |
28.50 |
19.26 |
208.4% |
50.34 |
| ATR |
23.85 |
24.18 |
0.33 |
1.4% |
0.00 |
| Volume |
5,748 |
5,712 |
-36 |
-0.6% |
22,532 |
|
| Daily Pivots for day following 07-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.12 |
2,016.12 |
1,955.80 |
|
| R3 |
2,006.62 |
1,987.62 |
1,947.96 |
|
| R2 |
1,978.12 |
1,978.12 |
1,945.35 |
|
| R1 |
1,959.12 |
1,959.12 |
1,942.73 |
1,954.37 |
| PP |
1,949.62 |
1,949.62 |
1,949.62 |
1,947.25 |
| S1 |
1,930.62 |
1,930.62 |
1,937.51 |
1,925.87 |
| S2 |
1,921.12 |
1,921.12 |
1,934.90 |
|
| S3 |
1,892.62 |
1,902.12 |
1,932.28 |
|
| S4 |
1,864.12 |
1,873.62 |
1,924.45 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.74 |
2,077.26 |
1,975.80 |
|
| R3 |
2,055.40 |
2,026.92 |
1,961.95 |
|
| R2 |
2,005.06 |
2,005.06 |
1,957.34 |
|
| R1 |
1,976.58 |
1,976.58 |
1,952.72 |
1,990.82 |
| PP |
1,954.72 |
1,954.72 |
1,954.72 |
1,961.84 |
| S1 |
1,926.24 |
1,926.24 |
1,943.50 |
1,940.48 |
| S2 |
1,904.38 |
1,904.38 |
1,938.88 |
|
| S3 |
1,854.04 |
1,875.90 |
1,934.27 |
|
| S4 |
1,803.70 |
1,825.56 |
1,920.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,983.19 |
1,938.90 |
44.29 |
2.3% |
25.17 |
1.3% |
3% |
False |
False |
5,672 |
| 10 |
1,983.28 |
1,932.85 |
50.43 |
2.6% |
24.33 |
1.3% |
14% |
False |
False |
5,636 |
| 20 |
2,046.46 |
1,932.85 |
113.61 |
5.9% |
23.15 |
1.2% |
6% |
False |
False |
5,595 |
| 40 |
2,059.31 |
1,932.85 |
126.46 |
6.5% |
25.06 |
1.3% |
6% |
False |
False |
5,494 |
| 60 |
2,059.31 |
1,886.99 |
172.32 |
8.9% |
26.87 |
1.4% |
31% |
False |
False |
5,433 |
| 80 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
25.45 |
1.3% |
53% |
False |
False |
5,457 |
| 100 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
25.24 |
1.3% |
53% |
False |
False |
5,464 |
| 120 |
2,059.31 |
1,774.92 |
284.39 |
14.7% |
24.66 |
1.3% |
58% |
False |
False |
6,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.75 |
|
2.618 |
2,043.23 |
|
1.618 |
2,014.73 |
|
1.000 |
1,997.12 |
|
0.618 |
1,986.23 |
|
HIGH |
1,968.62 |
|
0.618 |
1,957.73 |
|
0.500 |
1,954.37 |
|
0.382 |
1,951.01 |
|
LOW |
1,940.12 |
|
0.618 |
1,922.51 |
|
1.000 |
1,911.62 |
|
1.618 |
1,894.01 |
|
2.618 |
1,865.51 |
|
4.250 |
1,819.00 |
|
|
| Fisher Pivots for day following 07-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,954.37 |
1,953.76 |
| PP |
1,949.62 |
1,949.21 |
| S1 |
1,944.87 |
1,944.67 |
|