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 |
131.47 |
133.79 |
2.32 |
1.8% |
139.15 |
High |
132.65 |
134.01 |
1.36 |
1.0% |
140.69 |
Low |
129.79 |
131.90 |
2.11 |
1.6% |
132.64 |
Close |
132.06 |
133.03 |
0.97 |
0.7% |
136.14 |
Range |
2.86 |
2.11 |
-0.75 |
-26.2% |
8.05 |
ATR |
3.60 |
3.49 |
-0.11 |
-3.0% |
0.00 |
Volume |
2,394,300 |
1,498,400 |
-895,900 |
-37.4% |
14,001,000 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.31 |
138.28 |
134.19 |
|
R3 |
137.20 |
136.17 |
133.61 |
|
R2 |
135.09 |
135.09 |
133.42 |
|
R1 |
134.06 |
134.06 |
133.22 |
133.52 |
PP |
132.98 |
132.98 |
132.98 |
132.71 |
S1 |
131.95 |
131.95 |
132.84 |
131.41 |
S2 |
130.87 |
130.87 |
132.64 |
|
S3 |
128.76 |
129.84 |
132.45 |
|
S4 |
126.65 |
127.73 |
131.87 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.64 |
156.44 |
140.57 |
|
R3 |
152.59 |
148.39 |
138.35 |
|
R2 |
144.54 |
144.54 |
137.62 |
|
R1 |
140.34 |
140.34 |
136.88 |
138.42 |
PP |
136.49 |
136.49 |
136.49 |
135.53 |
S1 |
132.29 |
132.29 |
135.40 |
130.37 |
S2 |
128.44 |
128.44 |
134.66 |
|
S3 |
120.39 |
124.24 |
133.93 |
|
S4 |
112.34 |
116.19 |
131.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.39 |
129.79 |
7.60 |
5.7% |
3.09 |
2.3% |
43% |
False |
False |
1,406,940 |
10 |
137.39 |
129.79 |
7.60 |
5.7% |
3.06 |
2.3% |
43% |
False |
False |
1,366,010 |
20 |
141.88 |
129.79 |
12.09 |
9.1% |
3.15 |
2.4% |
27% |
False |
False |
1,356,555 |
40 |
150.33 |
129.79 |
20.54 |
15.4% |
3.70 |
2.8% |
16% |
False |
False |
1,504,465 |
60 |
158.35 |
129.79 |
28.56 |
21.5% |
3.92 |
2.9% |
11% |
False |
False |
1,649,520 |
80 |
158.35 |
129.79 |
28.56 |
21.5% |
4.01 |
3.0% |
11% |
False |
False |
1,685,162 |
100 |
158.35 |
129.79 |
28.56 |
21.5% |
3.96 |
3.0% |
11% |
False |
False |
1,628,908 |
120 |
175.66 |
129.79 |
45.87 |
34.5% |
4.38 |
3.3% |
7% |
False |
False |
1,700,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.98 |
2.618 |
139.53 |
1.618 |
137.42 |
1.000 |
136.12 |
0.618 |
135.31 |
HIGH |
134.01 |
0.618 |
133.20 |
0.500 |
132.96 |
0.382 |
132.71 |
LOW |
131.90 |
0.618 |
130.60 |
1.000 |
129.79 |
1.618 |
128.49 |
2.618 |
126.38 |
4.250 |
122.93 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
133.01 |
132.97 |
PP |
132.98 |
132.91 |
S1 |
132.96 |
132.86 |
|