| 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 |
2,032.0 |
2,001.4 |
-30.6 |
-1.5% |
1,998.8 |
| High |
2,038.9 |
2,018.7 |
-20.2 |
-1.0% |
2,039.0 |
| Low |
2,002.1 |
1,992.7 |
-9.4 |
-0.5% |
1,988.6 |
| Close |
2,008.0 |
2,012.9 |
4.9 |
0.2% |
2,008.0 |
| Range |
36.8 |
26.0 |
-10.8 |
-29.3% |
50.4 |
| ATR |
27.2 |
27.1 |
-0.1 |
-0.3% |
0.0 |
| Volume |
2,650 |
3,255 |
605 |
22.8% |
10,742 |
|
| Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.1 |
2,075.5 |
2,027.2 |
|
| R3 |
2,060.1 |
2,049.5 |
2,020.1 |
|
| R2 |
2,034.1 |
2,034.1 |
2,017.7 |
|
| R1 |
2,023.5 |
2,023.5 |
2,015.3 |
2,028.8 |
| PP |
2,008.1 |
2,008.1 |
2,008.1 |
2,010.8 |
| S1 |
1,997.5 |
1,997.5 |
2,010.5 |
2,002.8 |
| S2 |
1,982.1 |
1,982.1 |
2,008.1 |
|
| S3 |
1,956.1 |
1,971.5 |
2,005.8 |
|
| S4 |
1,930.1 |
1,945.5 |
1,998.6 |
|
|
| 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% |
29.1 |
1.4% |
48% |
False |
False |
2,799 |
| 10 |
2,043.2 |
1,988.6 |
54.6 |
2.7% |
25.4 |
1.3% |
45% |
False |
False |
2,589 |
| 20 |
2,112.4 |
1,988.6 |
123.8 |
6.2% |
24.8 |
1.2% |
20% |
False |
False |
2,682 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
27.3 |
1.4% |
17% |
False |
False |
2,326 |
| 60 |
2,129.7 |
1,903.6 |
226.1 |
11.2% |
29.5 |
1.5% |
48% |
False |
False |
2,166 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.0 |
1.3% |
53% |
False |
False |
1,757 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.5 |
1.3% |
53% |
False |
False |
1,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.2 |
|
2.618 |
2,086.8 |
|
1.618 |
2,060.8 |
|
1.000 |
2,044.7 |
|
0.618 |
2,034.8 |
|
HIGH |
2,018.7 |
|
0.618 |
2,008.8 |
|
0.500 |
2,005.7 |
|
0.382 |
2,002.6 |
|
LOW |
1,992.7 |
|
0.618 |
1,976.6 |
|
1.000 |
1,966.7 |
|
1.618 |
1,950.6 |
|
2.618 |
1,924.6 |
|
4.250 |
1,882.2 |
|
|
| Fisher Pivots for day following 05-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.5 |
2,015.9 |
| PP |
2,008.1 |
2,014.9 |
| S1 |
2,005.7 |
2,013.9 |
|