| Trading Metrics calculated at close of trading on 01-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,543.0 |
7,470.0 |
-73.0 |
-1.0% |
7,782.0 |
| High |
7,545.0 |
7,515.0 |
-30.0 |
-0.4% |
7,809.0 |
| Low |
7,442.0 |
7,450.5 |
8.5 |
0.1% |
7,561.0 |
| Close |
7,452.0 |
7,505.5 |
53.5 |
0.7% |
7,637.0 |
| Range |
103.0 |
64.5 |
-38.5 |
-37.4% |
248.0 |
| ATR |
82.2 |
80.9 |
-1.3 |
-1.5% |
0.0 |
| Volume |
155,161 |
117,531 |
-37,630 |
-24.3% |
517,110 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,684.0 |
7,659.0 |
7,541.0 |
|
| R3 |
7,619.5 |
7,594.5 |
7,523.0 |
|
| R2 |
7,555.0 |
7,555.0 |
7,517.5 |
|
| R1 |
7,530.0 |
7,530.0 |
7,511.5 |
7,542.5 |
| PP |
7,490.5 |
7,490.5 |
7,490.5 |
7,496.5 |
| S1 |
7,465.5 |
7,465.5 |
7,499.5 |
7,478.0 |
| S2 |
7,426.0 |
7,426.0 |
7,493.5 |
|
| S3 |
7,361.5 |
7,401.0 |
7,488.0 |
|
| S4 |
7,297.0 |
7,336.5 |
7,470.0 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,413.0 |
8,273.0 |
7,773.5 |
|
| R3 |
8,165.0 |
8,025.0 |
7,705.0 |
|
| R2 |
7,917.0 |
7,917.0 |
7,682.5 |
|
| R1 |
7,777.0 |
7,777.0 |
7,659.5 |
7,723.0 |
| PP |
7,669.0 |
7,669.0 |
7,669.0 |
7,642.0 |
| S1 |
7,529.0 |
7,529.0 |
7,614.5 |
7,475.0 |
| S2 |
7,421.0 |
7,421.0 |
7,591.5 |
|
| S3 |
7,173.0 |
7,281.0 |
7,569.0 |
|
| S4 |
6,925.0 |
7,033.0 |
7,500.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,650.5 |
7,442.0 |
208.5 |
2.8% |
92.0 |
1.2% |
30% |
False |
False |
115,958 |
| 10 |
7,809.0 |
7,442.0 |
367.0 |
4.9% |
82.0 |
1.1% |
17% |
False |
False |
107,547 |
| 20 |
7,810.0 |
7,442.0 |
368.0 |
4.9% |
74.0 |
1.0% |
17% |
False |
False |
89,219 |
| 40 |
7,935.5 |
7,442.0 |
493.5 |
6.6% |
70.0 |
0.9% |
13% |
False |
False |
76,285 |
| 60 |
7,954.0 |
7,198.0 |
756.0 |
10.1% |
89.5 |
1.2% |
41% |
False |
False |
82,539 |
| 80 |
7,980.0 |
7,198.0 |
782.0 |
10.4% |
75.5 |
1.0% |
39% |
False |
False |
61,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,789.0 |
|
2.618 |
7,684.0 |
|
1.618 |
7,619.5 |
|
1.000 |
7,579.5 |
|
0.618 |
7,555.0 |
|
HIGH |
7,515.0 |
|
0.618 |
7,490.5 |
|
0.500 |
7,483.0 |
|
0.382 |
7,475.0 |
|
LOW |
7,450.5 |
|
0.618 |
7,410.5 |
|
1.000 |
7,386.0 |
|
1.618 |
7,346.0 |
|
2.618 |
7,281.5 |
|
4.250 |
7,176.5 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,498.0 |
7,544.0 |
| PP |
7,490.5 |
7,531.0 |
| S1 |
7,483.0 |
7,518.5 |
|