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 |
90.25 |
88.67 |
-1.58 |
-1.8% |
93.65 |
High |
90.58 |
89.52 |
-1.06 |
-1.2% |
93.91 |
Low |
87.24 |
87.85 |
0.61 |
0.7% |
88.82 |
Close |
88.19 |
89.30 |
1.11 |
1.3% |
89.95 |
Range |
3.34 |
1.67 |
-1.67 |
-50.0% |
5.09 |
ATR |
1.89 |
1.87 |
-0.02 |
-0.8% |
0.00 |
Volume |
3,412,100 |
1,368,100 |
-2,044,000 |
-59.9% |
10,348,345 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.90 |
93.27 |
90.22 |
|
R3 |
92.23 |
91.60 |
89.76 |
|
R2 |
90.56 |
90.56 |
89.61 |
|
R1 |
89.93 |
89.93 |
89.45 |
90.25 |
PP |
88.89 |
88.89 |
88.89 |
89.05 |
S1 |
88.26 |
88.26 |
89.15 |
88.58 |
S2 |
87.22 |
87.22 |
88.99 |
|
S3 |
85.55 |
86.59 |
88.84 |
|
S4 |
83.88 |
84.92 |
88.38 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.16 |
103.15 |
92.75 |
|
R3 |
101.07 |
98.06 |
91.35 |
|
R2 |
95.98 |
95.98 |
90.88 |
|
R1 |
92.97 |
92.97 |
90.42 |
91.93 |
PP |
90.89 |
90.89 |
90.89 |
90.38 |
S1 |
87.88 |
87.88 |
89.48 |
86.84 |
S2 |
85.80 |
85.80 |
89.02 |
|
S3 |
80.71 |
82.79 |
88.55 |
|
S4 |
75.62 |
77.70 |
87.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.97 |
87.24 |
3.73 |
4.2% |
2.31 |
2.6% |
55% |
False |
False |
2,252,820 |
10 |
91.83 |
87.24 |
4.59 |
5.1% |
1.94 |
2.2% |
45% |
False |
False |
1,643,164 |
20 |
94.77 |
87.24 |
7.53 |
8.4% |
1.65 |
1.9% |
27% |
False |
False |
1,415,522 |
40 |
94.77 |
84.09 |
10.68 |
12.0% |
1.91 |
2.1% |
49% |
False |
False |
1,580,033 |
60 |
96.19 |
84.09 |
12.10 |
13.5% |
2.03 |
2.3% |
43% |
False |
False |
1,676,295 |
80 |
96.78 |
84.09 |
12.69 |
14.2% |
1.87 |
2.1% |
41% |
False |
False |
1,663,328 |
100 |
96.78 |
84.09 |
12.69 |
14.2% |
1.83 |
2.0% |
41% |
False |
False |
1,689,724 |
120 |
96.78 |
83.86 |
12.92 |
14.5% |
1.84 |
2.1% |
42% |
False |
False |
1,888,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.62 |
2.618 |
93.89 |
1.618 |
92.22 |
1.000 |
91.19 |
0.618 |
90.55 |
HIGH |
89.52 |
0.618 |
88.88 |
0.500 |
88.69 |
0.382 |
88.49 |
LOW |
87.85 |
0.618 |
86.82 |
1.000 |
86.18 |
1.618 |
85.15 |
2.618 |
83.48 |
4.250 |
80.75 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
89.10 |
89.17 |
PP |
88.89 |
89.04 |
S1 |
88.69 |
88.91 |
|