| 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 |
2,015.5 |
2,019.1 |
3.6 |
0.2% |
2,039.3 |
| High |
2,031.2 |
2,039.0 |
7.8 |
0.4% |
2,043.2 |
| Low |
2,010.6 |
2,008.6 |
-2.0 |
-0.1% |
1,992.7 |
| Close |
2,020.4 |
2,034.0 |
13.6 |
0.7% |
2,001.4 |
| Range |
20.6 |
30.4 |
9.8 |
47.6% |
50.5 |
| ATR |
26.2 |
26.5 |
0.3 |
1.2% |
0.0 |
| Volume |
2,957 |
2,673 |
-284 |
-9.6% |
11,900 |
|
| Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.4 |
2,106.6 |
2,050.7 |
|
| R3 |
2,088.0 |
2,076.2 |
2,042.4 |
|
| R2 |
2,057.6 |
2,057.6 |
2,039.6 |
|
| R1 |
2,045.8 |
2,045.8 |
2,036.8 |
2,051.7 |
| PP |
2,027.2 |
2,027.2 |
2,027.2 |
2,030.2 |
| S1 |
2,015.4 |
2,015.4 |
2,031.2 |
2,021.3 |
| S2 |
1,996.8 |
1,996.8 |
2,028.4 |
|
| S3 |
1,966.4 |
1,985.0 |
2,025.6 |
|
| S4 |
1,936.0 |
1,954.6 |
2,017.3 |
|
|
| Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.9 |
2,133.2 |
2,029.2 |
|
| R3 |
2,113.4 |
2,082.7 |
2,015.3 |
|
| R2 |
2,062.9 |
2,062.9 |
2,010.7 |
|
| R1 |
2,032.2 |
2,032.2 |
2,006.0 |
2,022.3 |
| PP |
2,012.4 |
2,012.4 |
2,012.4 |
2,007.5 |
| S1 |
1,981.7 |
1,981.7 |
1,996.8 |
1,971.8 |
| S2 |
1,961.9 |
1,961.9 |
1,992.1 |
|
| S3 |
1,911.4 |
1,931.2 |
1,987.5 |
|
| S4 |
1,860.9 |
1,880.7 |
1,973.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.0 |
1,988.6 |
50.4 |
2.5% |
25.7 |
1.3% |
90% |
True |
False |
2,691 |
| 10 |
2,043.6 |
1,988.6 |
55.0 |
2.7% |
25.5 |
1.3% |
83% |
False |
False |
2,452 |
| 20 |
2,129.7 |
1,988.6 |
141.1 |
6.9% |
26.0 |
1.3% |
32% |
False |
False |
2,880 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
6.9% |
26.8 |
1.3% |
32% |
False |
False |
2,357 |
| 60 |
2,129.7 |
1,885.2 |
244.5 |
12.0% |
29.1 |
1.4% |
61% |
False |
False |
2,096 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.1% |
26.6 |
1.3% |
61% |
False |
False |
1,691 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.1% |
26.1 |
1.3% |
61% |
False |
False |
1,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.2 |
|
2.618 |
2,118.6 |
|
1.618 |
2,088.2 |
|
1.000 |
2,069.4 |
|
0.618 |
2,057.8 |
|
HIGH |
2,039.0 |
|
0.618 |
2,027.4 |
|
0.500 |
2,023.8 |
|
0.382 |
2,020.2 |
|
LOW |
2,008.6 |
|
0.618 |
1,989.8 |
|
1.000 |
1,978.2 |
|
1.618 |
1,959.4 |
|
2.618 |
1,929.0 |
|
4.250 |
1,879.4 |
|
|
| Fisher Pivots for day following 01-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.6 |
2,027.3 |
| PP |
2,027.2 |
2,020.5 |
| S1 |
2,023.8 |
2,013.8 |
|