| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,980.0 |
1,956.2 |
-23.8 |
-1.2% |
1,961.3 |
| High |
1,986.5 |
1,985.7 |
-0.8 |
0.0% |
2,000.7 |
| Low |
1,955.4 |
1,955.2 |
-0.2 |
0.0% |
1,949.6 |
| Close |
1,958.4 |
1,978.6 |
20.2 |
1.0% |
1,969.6 |
| Range |
31.1 |
30.5 |
-0.6 |
-1.9% |
51.1 |
| ATR |
27.2 |
27.5 |
0.2 |
0.9% |
0.0 |
| Volume |
189,529 |
191,843 |
2,314 |
1.2% |
858,731 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.7 |
2,052.1 |
1,995.4 |
|
| R3 |
2,034.2 |
2,021.6 |
1,987.0 |
|
| R2 |
2,003.7 |
2,003.7 |
1,984.2 |
|
| R1 |
1,991.1 |
1,991.1 |
1,981.4 |
1,997.4 |
| PP |
1,973.2 |
1,973.2 |
1,973.2 |
1,976.3 |
| S1 |
1,960.6 |
1,960.6 |
1,975.8 |
1,966.9 |
| S2 |
1,942.7 |
1,942.7 |
1,973.0 |
|
| S3 |
1,912.2 |
1,930.1 |
1,970.2 |
|
| S4 |
1,881.7 |
1,899.6 |
1,961.8 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.6 |
2,099.2 |
1,997.7 |
|
| R3 |
2,075.5 |
2,048.1 |
1,983.7 |
|
| R2 |
2,024.4 |
2,024.4 |
1,979.0 |
|
| R1 |
1,997.0 |
1,997.0 |
1,974.3 |
2,010.7 |
| PP |
1,973.3 |
1,973.3 |
1,973.3 |
1,980.2 |
| S1 |
1,945.9 |
1,945.9 |
1,964.9 |
1,959.6 |
| S2 |
1,922.2 |
1,922.2 |
1,960.2 |
|
| S3 |
1,871.1 |
1,894.8 |
1,955.5 |
|
| S4 |
1,820.0 |
1,843.7 |
1,941.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,000.5 |
1,953.8 |
46.7 |
2.4% |
27.5 |
1.4% |
53% |
False |
False |
181,409 |
| 10 |
2,000.7 |
1,949.6 |
51.1 |
2.6% |
26.9 |
1.4% |
57% |
False |
False |
179,884 |
| 20 |
2,066.8 |
1,949.6 |
117.2 |
5.9% |
26.1 |
1.3% |
25% |
False |
False |
112,347 |
| 40 |
2,102.2 |
1,949.6 |
152.6 |
7.7% |
28.7 |
1.4% |
19% |
False |
False |
65,425 |
| 60 |
2,102.2 |
1,924.2 |
178.0 |
9.0% |
30.3 |
1.5% |
31% |
False |
False |
44,866 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.3 |
1.4% |
52% |
False |
False |
34,200 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.8 |
1.4% |
52% |
False |
False |
27,664 |
| 120 |
2,102.2 |
1,828.8 |
273.4 |
13.8% |
26.7 |
1.3% |
55% |
False |
False |
23,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.3 |
|
2.618 |
2,065.5 |
|
1.618 |
2,035.0 |
|
1.000 |
2,016.2 |
|
0.618 |
2,004.5 |
|
HIGH |
1,985.7 |
|
0.618 |
1,974.0 |
|
0.500 |
1,970.5 |
|
0.382 |
1,966.9 |
|
LOW |
1,955.2 |
|
0.618 |
1,936.4 |
|
1.000 |
1,924.7 |
|
1.618 |
1,905.9 |
|
2.618 |
1,875.4 |
|
4.250 |
1,825.6 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.9 |
1,976.0 |
| PP |
1,973.2 |
1,973.4 |
| S1 |
1,970.5 |
1,970.9 |
|