| 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 |
4,241.0 |
4,270.0 |
29.0 |
0.7% |
4,320.0 |
| High |
4,278.0 |
4,337.0 |
59.0 |
1.4% |
4,346.0 |
| Low |
4,230.0 |
4,270.0 |
40.0 |
0.9% |
4,216.0 |
| Close |
4,264.0 |
4,333.0 |
69.0 |
1.6% |
4,333.0 |
| Range |
48.0 |
67.0 |
19.0 |
39.6% |
130.0 |
| ATR |
58.8 |
59.8 |
1.0 |
1.7% |
0.0 |
| Volume |
902,796 |
902,796 |
0 |
0.0% |
3,859,911 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,514.3 |
4,490.7 |
4,369.9 |
|
| R3 |
4,447.3 |
4,423.7 |
4,351.4 |
|
| R2 |
4,380.3 |
4,380.3 |
4,345.3 |
|
| R1 |
4,356.7 |
4,356.7 |
4,339.1 |
4,368.5 |
| PP |
4,313.3 |
4,313.3 |
4,313.3 |
4,319.3 |
| S1 |
4,289.7 |
4,289.7 |
4,326.9 |
4,301.5 |
| S2 |
4,246.3 |
4,246.3 |
4,320.7 |
|
| S3 |
4,179.3 |
4,222.7 |
4,314.6 |
|
| S4 |
4,112.3 |
4,155.7 |
4,296.2 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,688.3 |
4,640.7 |
4,404.5 |
|
| R3 |
4,558.3 |
4,510.7 |
4,368.8 |
|
| R2 |
4,428.3 |
4,428.3 |
4,356.8 |
|
| R1 |
4,380.7 |
4,380.7 |
4,344.9 |
4,404.5 |
| PP |
4,298.3 |
4,298.3 |
4,298.3 |
4,310.3 |
| S1 |
4,250.7 |
4,250.7 |
4,321.1 |
4,274.5 |
| S2 |
4,168.3 |
4,168.3 |
4,309.2 |
|
| S3 |
4,038.3 |
4,120.7 |
4,297.3 |
|
| S4 |
3,908.3 |
3,990.7 |
4,261.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,350.0 |
4,216.0 |
134.0 |
3.1% |
69.0 |
1.6% |
87% |
False |
False |
942,481 |
| 10 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
60.1 |
1.4% |
61% |
False |
False |
877,757 |
| 20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
53.5 |
1.2% |
61% |
False |
False |
770,804 |
| 40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
49.1 |
1.1% |
61% |
False |
False |
755,868 |
| 60 |
4,409.0 |
3,914.0 |
495.0 |
11.4% |
62.5 |
1.4% |
85% |
False |
False |
834,660 |
| 80 |
4,409.0 |
3,914.0 |
495.0 |
11.4% |
59.4 |
1.4% |
85% |
False |
False |
629,950 |
| 100 |
4,409.0 |
3,914.0 |
495.0 |
11.4% |
54.4 |
1.3% |
85% |
False |
False |
505,663 |
| 120 |
4,409.0 |
3,725.0 |
684.0 |
15.8% |
53.5 |
1.2% |
89% |
False |
False |
421,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,621.8 |
|
2.618 |
4,512.4 |
|
1.618 |
4,445.4 |
|
1.000 |
4,404.0 |
|
0.618 |
4,378.4 |
|
HIGH |
4,337.0 |
|
0.618 |
4,311.4 |
|
0.500 |
4,303.5 |
|
0.382 |
4,295.6 |
|
LOW |
4,270.0 |
|
0.618 |
4,228.6 |
|
1.000 |
4,203.0 |
|
1.618 |
4,161.6 |
|
2.618 |
4,094.6 |
|
4.250 |
3,985.3 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,323.2 |
4,314.2 |
| PP |
4,313.3 |
4,295.3 |
| S1 |
4,303.5 |
4,276.5 |
|