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 |
103.00 |
103.39 |
0.39 |
0.4% |
104.97 |
High |
103.64 |
103.65 |
0.01 |
0.0% |
105.83 |
Low |
102.00 |
100.66 |
-1.34 |
-1.3% |
101.37 |
Close |
103.62 |
100.90 |
-2.72 |
-2.6% |
103.37 |
Range |
1.64 |
2.99 |
1.35 |
82.3% |
4.46 |
ATR |
2.35 |
2.40 |
0.05 |
1.9% |
0.00 |
Volume |
1,310,926 |
2,957,100 |
1,646,174 |
125.6% |
26,098,600 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.71 |
108.79 |
102.54 |
|
R3 |
107.72 |
105.80 |
101.72 |
|
R2 |
104.73 |
104.73 |
101.45 |
|
R1 |
102.81 |
102.81 |
101.17 |
102.28 |
PP |
101.74 |
101.74 |
101.74 |
101.47 |
S1 |
99.82 |
99.82 |
100.63 |
99.29 |
S2 |
98.75 |
98.75 |
100.35 |
|
S3 |
95.76 |
96.83 |
100.08 |
|
S4 |
92.77 |
93.84 |
99.26 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.90 |
114.60 |
105.82 |
|
R3 |
112.44 |
110.14 |
104.60 |
|
R2 |
107.98 |
107.98 |
104.19 |
|
R1 |
105.68 |
105.68 |
103.78 |
104.60 |
PP |
103.52 |
103.52 |
103.52 |
102.99 |
S1 |
101.22 |
101.22 |
102.96 |
100.14 |
S2 |
99.06 |
99.06 |
102.55 |
|
S3 |
94.60 |
96.76 |
102.14 |
|
S4 |
90.14 |
92.30 |
100.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.15 |
100.66 |
3.49 |
3.5% |
2.09 |
2.1% |
7% |
False |
True |
2,580,945 |
10 |
104.15 |
100.66 |
3.49 |
3.5% |
2.13 |
2.1% |
7% |
False |
True |
2,575,132 |
20 |
105.83 |
99.00 |
6.83 |
6.8% |
2.69 |
2.7% |
28% |
False |
False |
3,003,296 |
40 |
105.83 |
99.00 |
6.83 |
6.8% |
2.39 |
2.4% |
28% |
False |
False |
2,506,112 |
60 |
107.25 |
99.00 |
8.25 |
8.2% |
2.26 |
2.2% |
23% |
False |
False |
2,165,751 |
80 |
109.93 |
99.00 |
10.93 |
10.8% |
2.19 |
2.2% |
17% |
False |
False |
2,024,915 |
100 |
110.15 |
99.00 |
11.15 |
11.1% |
2.25 |
2.2% |
17% |
False |
False |
2,146,591 |
120 |
112.76 |
99.00 |
13.76 |
13.6% |
2.26 |
2.2% |
14% |
False |
False |
2,207,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116.36 |
2.618 |
111.48 |
1.618 |
108.49 |
1.000 |
106.64 |
0.618 |
105.50 |
HIGH |
103.65 |
0.618 |
102.51 |
0.500 |
102.16 |
0.382 |
101.80 |
LOW |
100.66 |
0.618 |
98.81 |
1.000 |
97.67 |
1.618 |
95.82 |
2.618 |
92.83 |
4.250 |
87.95 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
102.16 |
102.41 |
PP |
101.74 |
101.90 |
S1 |
101.32 |
101.40 |
|