| Trading Metrics calculated at close of trading on 02-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2023 |
02-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2,019.1 |
2,032.0 |
12.9 |
0.6% |
1,998.8 |
| High |
2,039.0 |
2,038.9 |
-0.1 |
0.0% |
2,039.0 |
| Low |
2,008.6 |
2,002.1 |
-6.5 |
-0.3% |
1,988.6 |
| Close |
2,034.0 |
2,008.0 |
-26.0 |
-1.3% |
2,008.0 |
| Range |
30.4 |
36.8 |
6.4 |
21.1% |
50.4 |
| ATR |
26.5 |
27.2 |
0.7 |
2.8% |
0.0 |
| Volume |
2,673 |
2,650 |
-23 |
-0.9% |
10,742 |
|
| Daily Pivots for day following 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.7 |
2,104.2 |
2,028.2 |
|
| R3 |
2,089.9 |
2,067.4 |
2,018.1 |
|
| R2 |
2,053.1 |
2,053.1 |
2,014.7 |
|
| R1 |
2,030.6 |
2,030.6 |
2,011.4 |
2,023.5 |
| PP |
2,016.3 |
2,016.3 |
2,016.3 |
2,012.8 |
| S1 |
1,993.8 |
1,993.8 |
2,004.6 |
1,986.7 |
| S2 |
1,979.5 |
1,979.5 |
2,001.3 |
|
| S3 |
1,942.7 |
1,957.0 |
1,997.9 |
|
| S4 |
1,905.9 |
1,920.2 |
1,987.8 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.1 |
2,135.9 |
2,035.7 |
|
| R3 |
2,112.7 |
2,085.5 |
2,021.9 |
|
| R2 |
2,062.3 |
2,062.3 |
2,017.2 |
|
| R1 |
2,035.1 |
2,035.1 |
2,012.6 |
2,048.7 |
| PP |
2,011.9 |
2,011.9 |
2,011.9 |
2,018.7 |
| S1 |
1,984.7 |
1,984.7 |
2,003.4 |
1,998.3 |
| S2 |
1,961.5 |
1,961.5 |
1,998.8 |
|
| S3 |
1,911.1 |
1,934.3 |
1,994.1 |
|
| S4 |
1,860.7 |
1,883.9 |
1,980.3 |
|
|
| 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% |
28.0 |
1.4% |
38% |
False |
False |
2,570 |
| 10 |
2,043.2 |
1,988.6 |
54.6 |
2.7% |
25.9 |
1.3% |
36% |
False |
False |
2,469 |
| 20 |
2,116.1 |
1,988.6 |
127.5 |
6.3% |
26.1 |
1.3% |
15% |
False |
False |
2,818 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
27.1 |
1.4% |
14% |
False |
False |
2,334 |
| 60 |
2,129.7 |
1,888.8 |
240.9 |
12.0% |
29.4 |
1.5% |
49% |
False |
False |
2,124 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.8 |
1.3% |
51% |
False |
False |
1,720 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.3 |
1.3% |
51% |
False |
False |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.3 |
|
2.618 |
2,135.2 |
|
1.618 |
2,098.4 |
|
1.000 |
2,075.7 |
|
0.618 |
2,061.6 |
|
HIGH |
2,038.9 |
|
0.618 |
2,024.8 |
|
0.500 |
2,020.5 |
|
0.382 |
2,016.2 |
|
LOW |
2,002.1 |
|
0.618 |
1,979.4 |
|
1.000 |
1,965.3 |
|
1.618 |
1,942.6 |
|
2.618 |
1,905.8 |
|
4.250 |
1,845.7 |
|
|
| Fisher Pivots for day following 02-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.5 |
2,020.6 |
| PP |
2,016.3 |
2,016.4 |
| S1 |
2,012.2 |
2,012.2 |
|