| 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 |
4,328.0 |
4,286.0 |
-42.0 |
-1.0% |
4,320.0 |
| High |
4,342.0 |
4,312.0 |
-30.0 |
-0.7% |
4,346.0 |
| Low |
4,285.0 |
4,279.0 |
-6.0 |
-0.1% |
4,216.0 |
| Close |
4,297.0 |
4,300.0 |
3.0 |
0.1% |
4,333.0 |
| Range |
57.0 |
33.0 |
-24.0 |
-42.1% |
130.0 |
| ATR |
59.6 |
57.7 |
-1.9 |
-3.2% |
0.0 |
| Volume |
752,781 |
643,366 |
-109,415 |
-14.5% |
3,859,911 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,396.0 |
4,381.0 |
4,318.2 |
|
| R3 |
4,363.0 |
4,348.0 |
4,309.1 |
|
| R2 |
4,330.0 |
4,330.0 |
4,306.1 |
|
| R1 |
4,315.0 |
4,315.0 |
4,303.0 |
4,322.5 |
| PP |
4,297.0 |
4,297.0 |
4,297.0 |
4,300.8 |
| S1 |
4,282.0 |
4,282.0 |
4,297.0 |
4,289.5 |
| S2 |
4,264.0 |
4,264.0 |
4,294.0 |
|
| S3 |
4,231.0 |
4,249.0 |
4,290.9 |
|
| S4 |
4,198.0 |
4,216.0 |
4,281.9 |
|
|
| 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 |
4,342.0 |
4,216.0 |
126.0 |
2.9% |
57.4 |
1.3% |
67% |
False |
False |
895,817 |
| 10 |
4,402.0 |
4,216.0 |
186.0 |
4.3% |
63.2 |
1.5% |
45% |
False |
False |
867,750 |
| 20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
53.2 |
1.2% |
44% |
False |
False |
778,619 |
| 40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
49.3 |
1.1% |
44% |
False |
False |
751,648 |
| 60 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
62.4 |
1.5% |
78% |
False |
False |
853,902 |
| 80 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
59.7 |
1.4% |
78% |
False |
False |
647,195 |
| 100 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
54.5 |
1.3% |
78% |
False |
False |
519,344 |
| 120 |
4,409.0 |
3,725.0 |
684.0 |
15.9% |
53.8 |
1.3% |
84% |
False |
False |
433,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,452.3 |
|
2.618 |
4,398.4 |
|
1.618 |
4,365.4 |
|
1.000 |
4,345.0 |
|
0.618 |
4,332.4 |
|
HIGH |
4,312.0 |
|
0.618 |
4,299.4 |
|
0.500 |
4,295.5 |
|
0.382 |
4,291.6 |
|
LOW |
4,279.0 |
|
0.618 |
4,258.6 |
|
1.000 |
4,246.0 |
|
1.618 |
4,225.6 |
|
2.618 |
4,192.6 |
|
4.250 |
4,138.8 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,298.5 |
4,306.0 |
| PP |
4,297.0 |
4,304.0 |
| S1 |
4,295.5 |
4,302.0 |
|