| 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 |
27,335 |
25,665 |
-1,670 |
-6.1% |
27,915 |
| High |
27,615 |
27,375 |
-240 |
-0.9% |
28,665 |
| Low |
25,390 |
25,315 |
-75 |
-0.3% |
26,560 |
| Close |
25,640 |
27,265 |
1,625 |
6.3% |
27,385 |
| Range |
2,225 |
2,060 |
-165 |
-7.4% |
2,105 |
| ATR |
1,148 |
1,213 |
65 |
5.7% |
0 |
| Volume |
14,010 |
14,581 |
571 |
4.1% |
31,915 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,832 |
32,108 |
28,398 |
|
| R3 |
30,772 |
30,048 |
27,832 |
|
| R2 |
28,712 |
28,712 |
27,643 |
|
| R1 |
27,988 |
27,988 |
27,454 |
28,350 |
| PP |
26,652 |
26,652 |
26,652 |
26,833 |
| S1 |
25,928 |
25,928 |
27,076 |
26,290 |
| S2 |
24,592 |
24,592 |
26,887 |
|
| S3 |
22,532 |
23,868 |
26,699 |
|
| S4 |
20,472 |
21,808 |
26,132 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,852 |
32,723 |
28,543 |
|
| R3 |
31,747 |
30,618 |
27,964 |
|
| R2 |
29,642 |
29,642 |
27,771 |
|
| R1 |
28,513 |
28,513 |
27,578 |
28,025 |
| PP |
27,537 |
27,537 |
27,537 |
27,293 |
| S1 |
26,408 |
26,408 |
27,192 |
25,920 |
| S2 |
25,432 |
25,432 |
26,999 |
|
| S3 |
23,327 |
24,303 |
26,806 |
|
| S4 |
21,222 |
22,198 |
26,227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,040 |
25,315 |
2,725 |
10.0% |
1,412 |
5.2% |
72% |
False |
True |
10,057 |
| 10 |
28,665 |
25,315 |
3,350 |
12.3% |
1,141 |
4.2% |
58% |
False |
True |
8,396 |
| 20 |
28,665 |
25,315 |
3,350 |
12.3% |
1,021 |
3.7% |
58% |
False |
True |
4,631 |
| 40 |
31,470 |
25,315 |
6,155 |
22.6% |
1,100 |
4.0% |
32% |
False |
True |
2,531 |
| 60 |
31,470 |
22,110 |
9,360 |
34.3% |
1,172 |
4.3% |
55% |
False |
False |
1,699 |
| 80 |
31,470 |
19,815 |
11,655 |
42.7% |
1,057 |
3.9% |
64% |
False |
False |
1,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,130 |
|
2.618 |
32,768 |
|
1.618 |
30,708 |
|
1.000 |
29,435 |
|
0.618 |
28,648 |
|
HIGH |
27,375 |
|
0.618 |
26,588 |
|
0.500 |
26,345 |
|
0.382 |
26,102 |
|
LOW |
25,315 |
|
0.618 |
24,042 |
|
1.000 |
23,255 |
|
1.618 |
21,982 |
|
2.618 |
19,922 |
|
4.250 |
16,560 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
26,958 |
26,998 |
| PP |
26,652 |
26,732 |
| S1 |
26,345 |
26,465 |
|