| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,841.4620 |
1,853.1910 |
11.7290 |
0.6% |
1,905.2290 |
| High |
1,860.3790 |
1,854.9370 |
-5.4420 |
-0.3% |
1,912.3630 |
| Low |
1,822.0790 |
1,828.6160 |
6.5370 |
0.4% |
1,782.5800 |
| Close |
1,853.1910 |
1,836.8480 |
-16.3430 |
-0.9% |
1,836.8480 |
| Range |
38.3000 |
26.3210 |
-11.9790 |
-31.3% |
129.7830 |
| ATR |
69.0006 |
65.9521 |
-3.0485 |
-4.4% |
0.0000 |
| Volume |
125,519 |
98,411 |
-27,108 |
-21.6% |
408,272 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.0967 |
1,904.2933 |
1,851.3246 |
|
| R3 |
1,892.7757 |
1,877.9723 |
1,844.0863 |
|
| R2 |
1,866.4547 |
1,866.4547 |
1,841.6735 |
|
| R1 |
1,851.6513 |
1,851.6513 |
1,839.2608 |
1,845.8925 |
| PP |
1,840.1337 |
1,840.1337 |
1,840.1337 |
1,837.2543 |
| S1 |
1,825.3303 |
1,825.3303 |
1,834.4352 |
1,819.5715 |
| S2 |
1,813.8127 |
1,813.8127 |
1,832.0225 |
|
| S3 |
1,787.4917 |
1,799.0093 |
1,829.6097 |
|
| S4 |
1,761.1707 |
1,772.6883 |
1,822.3715 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.2793 |
2,164.8467 |
1,908.2287 |
|
| R3 |
2,103.4963 |
2,035.0637 |
1,872.5383 |
|
| R2 |
1,973.7133 |
1,973.7133 |
1,860.6416 |
|
| R1 |
1,905.2807 |
1,905.2807 |
1,848.7448 |
1,874.6055 |
| PP |
1,843.9303 |
1,843.9303 |
1,843.9303 |
1,828.5928 |
| S1 |
1,775.4977 |
1,775.4977 |
1,824.9512 |
1,744.8225 |
| S2 |
1,714.1473 |
1,714.1473 |
1,813.0545 |
|
| S3 |
1,584.3643 |
1,645.7147 |
1,801.1577 |
|
| S4 |
1,454.5813 |
1,515.9317 |
1,765.4674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,912.3630 |
1,782.5800 |
129.7830 |
7.1% |
70.9672 |
3.9% |
42% |
False |
False |
81,654 |
| 10 |
1,916.4340 |
1,782.5800 |
133.8540 |
7.3% |
59.1840 |
3.2% |
41% |
False |
False |
104,580 |
| 20 |
1,916.4340 |
1,742.1740 |
174.2600 |
9.5% |
54.6910 |
3.0% |
54% |
False |
False |
106,101 |
| 40 |
2,137.7700 |
1,742.1740 |
395.5960 |
21.5% |
73.5435 |
4.0% |
24% |
False |
False |
171,588 |
| 60 |
2,137.7700 |
1,639.0920 |
498.6780 |
27.1% |
77.6949 |
4.2% |
40% |
False |
False |
187,932 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.6% |
80.5472 |
4.4% |
61% |
False |
False |
212,390 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.6% |
79.7788 |
4.3% |
61% |
False |
False |
227,668 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
53.6% |
73.6510 |
4.0% |
69% |
False |
False |
261,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,966.8013 |
|
2.618 |
1,923.8454 |
|
1.618 |
1,897.5244 |
|
1.000 |
1,881.2580 |
|
0.618 |
1,871.2034 |
|
HIGH |
1,854.9370 |
|
0.618 |
1,844.8824 |
|
0.500 |
1,841.7765 |
|
0.382 |
1,838.6706 |
|
LOW |
1,828.6160 |
|
0.618 |
1,812.3496 |
|
1.000 |
1,802.2950 |
|
1.618 |
1,786.0286 |
|
2.618 |
1,759.7076 |
|
4.250 |
1,716.7518 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,841.7765 |
1,858.5170 |
| PP |
1,840.1337 |
1,851.2940 |
| S1 |
1,838.4908 |
1,844.0710 |
|