| Trading Metrics calculated at close of trading on 05-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,508.5 |
7,629.5 |
121.0 |
1.6% |
7,636.0 |
| High |
7,635.5 |
7,661.0 |
25.5 |
0.3% |
7,646.0 |
| Low |
7,498.5 |
7,586.5 |
88.0 |
1.2% |
7,442.0 |
| Close |
7,619.5 |
7,603.0 |
-16.5 |
-0.2% |
7,619.5 |
| Range |
137.0 |
74.5 |
-62.5 |
-45.6% |
204.0 |
| ATR |
84.9 |
84.2 |
-0.7 |
-0.9% |
0.0 |
| Volume |
110,904 |
88,938 |
-21,966 |
-19.8% |
483,707 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,840.5 |
7,796.0 |
7,644.0 |
|
| R3 |
7,766.0 |
7,721.5 |
7,623.5 |
|
| R2 |
7,691.5 |
7,691.5 |
7,616.5 |
|
| R1 |
7,647.0 |
7,647.0 |
7,610.0 |
7,632.0 |
| PP |
7,617.0 |
7,617.0 |
7,617.0 |
7,609.0 |
| S1 |
7,572.5 |
7,572.5 |
7,596.0 |
7,557.5 |
| S2 |
7,542.5 |
7,542.5 |
7,589.5 |
|
| S3 |
7,468.0 |
7,498.0 |
7,582.5 |
|
| S4 |
7,393.5 |
7,423.5 |
7,562.0 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,181.0 |
8,104.5 |
7,731.5 |
|
| R3 |
7,977.0 |
7,900.5 |
7,675.5 |
|
| R2 |
7,773.0 |
7,773.0 |
7,657.0 |
|
| R1 |
7,696.5 |
7,696.5 |
7,638.0 |
7,633.0 |
| PP |
7,569.0 |
7,569.0 |
7,569.0 |
7,537.5 |
| S1 |
7,492.5 |
7,492.5 |
7,601.0 |
7,429.0 |
| S2 |
7,365.0 |
7,365.0 |
7,582.0 |
|
| S3 |
7,161.0 |
7,288.5 |
7,563.5 |
|
| S4 |
6,957.0 |
7,084.5 |
7,507.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,661.0 |
7,442.0 |
219.0 |
2.9% |
101.0 |
1.3% |
74% |
True |
False |
114,529 |
| 10 |
7,809.0 |
7,442.0 |
367.0 |
4.8% |
93.0 |
1.2% |
44% |
False |
False |
108,975 |
| 20 |
7,810.0 |
7,442.0 |
368.0 |
4.8% |
75.5 |
1.0% |
44% |
False |
False |
89,617 |
| 40 |
7,935.5 |
7,442.0 |
493.5 |
6.5% |
71.5 |
0.9% |
33% |
False |
False |
79,182 |
| 60 |
7,940.0 |
7,198.0 |
742.0 |
9.8% |
91.5 |
1.2% |
55% |
False |
False |
85,709 |
| 80 |
7,980.0 |
7,198.0 |
782.0 |
10.3% |
77.5 |
1.0% |
52% |
False |
False |
64,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,977.5 |
|
2.618 |
7,856.0 |
|
1.618 |
7,781.5 |
|
1.000 |
7,735.5 |
|
0.618 |
7,707.0 |
|
HIGH |
7,661.0 |
|
0.618 |
7,632.5 |
|
0.500 |
7,624.0 |
|
0.382 |
7,615.0 |
|
LOW |
7,586.5 |
|
0.618 |
7,540.5 |
|
1.000 |
7,512.0 |
|
1.618 |
7,466.0 |
|
2.618 |
7,391.5 |
|
4.250 |
7,270.0 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,624.0 |
7,587.0 |
| PP |
7,617.0 |
7,571.5 |
| S1 |
7,610.0 |
7,556.0 |
|