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 |
109.41 |
107.18 |
-2.23 |
-2.0% |
110.72 |
High |
109.99 |
107.99 |
-2.01 |
-1.8% |
115.35 |
Low |
106.79 |
105.66 |
-1.13 |
-1.1% |
110.44 |
Close |
107.04 |
105.93 |
-1.11 |
-1.0% |
113.82 |
Range |
3.21 |
2.33 |
-0.88 |
-27.5% |
4.91 |
ATR |
3.63 |
3.54 |
-0.09 |
-2.6% |
0.00 |
Volume |
10,054,410 |
5,241,600 |
-4,812,810 |
-47.9% |
21,119,400 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.50 |
112.04 |
107.21 |
|
R3 |
111.18 |
109.72 |
106.57 |
|
R2 |
108.85 |
108.85 |
106.36 |
|
R1 |
107.39 |
107.39 |
106.14 |
106.96 |
PP |
106.53 |
106.53 |
106.53 |
106.31 |
S1 |
105.07 |
105.07 |
105.72 |
104.63 |
S2 |
104.20 |
104.20 |
105.50 |
|
S3 |
101.88 |
102.74 |
105.29 |
|
S4 |
99.55 |
100.42 |
104.65 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.93 |
125.79 |
116.52 |
|
R3 |
123.02 |
120.88 |
115.17 |
|
R2 |
118.11 |
118.11 |
114.72 |
|
R1 |
115.97 |
115.97 |
114.27 |
117.04 |
PP |
113.20 |
113.20 |
113.20 |
113.74 |
S1 |
111.06 |
111.06 |
113.37 |
112.13 |
S2 |
108.29 |
108.29 |
112.92 |
|
S3 |
103.38 |
106.15 |
112.47 |
|
S4 |
98.47 |
101.24 |
111.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.75 |
105.66 |
9.09 |
8.6% |
2.49 |
2.3% |
3% |
False |
True |
5,265,122 |
10 |
115.35 |
105.66 |
9.69 |
9.1% |
2.67 |
2.5% |
3% |
False |
True |
4,833,111 |
20 |
115.35 |
104.18 |
11.17 |
10.5% |
3.04 |
2.9% |
16% |
False |
False |
4,540,170 |
40 |
138.09 |
104.18 |
33.91 |
32.0% |
3.34 |
3.2% |
5% |
False |
False |
4,301,763 |
60 |
142.26 |
104.18 |
38.08 |
35.9% |
3.95 |
3.7% |
5% |
False |
False |
4,624,441 |
80 |
142.29 |
104.18 |
38.11 |
36.0% |
3.89 |
3.7% |
5% |
False |
False |
4,337,811 |
100 |
160.16 |
104.18 |
55.98 |
52.8% |
4.21 |
4.0% |
3% |
False |
False |
4,208,365 |
120 |
160.16 |
104.18 |
55.98 |
52.8% |
4.20 |
4.0% |
3% |
False |
False |
4,154,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.87 |
2.618 |
114.07 |
1.618 |
111.75 |
1.000 |
110.31 |
0.618 |
109.42 |
HIGH |
107.99 |
0.618 |
107.10 |
0.500 |
106.82 |
0.382 |
106.55 |
LOW |
105.66 |
0.618 |
104.22 |
1.000 |
103.34 |
1.618 |
101.90 |
2.618 |
99.57 |
4.250 |
95.78 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
106.82 |
109.07 |
PP |
106.53 |
108.02 |
S1 |
106.23 |
106.98 |
|