| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,836.8410 |
1,738.8410 |
-98.0000 |
-5.3% |
1,905.2290 |
| High |
1,844.4180 |
1,763.4080 |
-81.0100 |
-4.4% |
1,912.3630 |
| Low |
1,721.0150 |
1,727.2360 |
6.2210 |
0.4% |
1,782.5800 |
| Close |
1,738.8410 |
1,737.9600 |
-0.8810 |
-0.1% |
1,836.8480 |
| Range |
123.4030 |
36.1720 |
-87.2310 |
-70.7% |
129.7830 |
| ATR |
70.0557 |
67.6355 |
-2.4203 |
-3.5% |
0.0000 |
| Volume |
1,623 |
166,014 |
164,391 |
10,128.8% |
408,272 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.3840 |
1,830.8440 |
1,757.8546 |
|
| R3 |
1,815.2120 |
1,794.6720 |
1,747.9073 |
|
| R2 |
1,779.0400 |
1,779.0400 |
1,744.5915 |
|
| R1 |
1,758.5000 |
1,758.5000 |
1,741.2758 |
1,750.6840 |
| PP |
1,742.8680 |
1,742.8680 |
1,742.8680 |
1,738.9600 |
| S1 |
1,722.3280 |
1,722.3280 |
1,734.6442 |
1,714.5120 |
| S2 |
1,706.6960 |
1,706.6960 |
1,731.3285 |
|
| S3 |
1,670.5240 |
1,686.1560 |
1,728.0127 |
|
| S4 |
1,634.3520 |
1,649.9840 |
1,718.0654 |
|
|
| 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 |
1,894.9550 |
1,721.0150 |
173.9400 |
10.0% |
56.9544 |
3.3% |
10% |
False |
False |
114,644 |
| 10 |
1,913.9250 |
1,721.0150 |
192.9100 |
11.1% |
67.8823 |
3.9% |
9% |
False |
False |
93,122 |
| 20 |
1,916.4340 |
1,721.0150 |
195.4190 |
11.2% |
56.7904 |
3.3% |
9% |
False |
False |
100,852 |
| 40 |
2,121.7530 |
1,721.0150 |
400.7380 |
23.1% |
72.5707 |
4.2% |
4% |
False |
False |
163,506 |
| 60 |
2,137.7700 |
1,691.9780 |
445.7920 |
25.7% |
77.6756 |
4.5% |
10% |
False |
False |
179,772 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.0% |
79.9505 |
4.6% |
48% |
False |
False |
204,047 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.0% |
79.8224 |
4.6% |
48% |
False |
False |
221,956 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
56.7% |
73.8703 |
4.3% |
59% |
False |
False |
256,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.1390 |
|
2.618 |
1,858.1063 |
|
1.618 |
1,821.9343 |
|
1.000 |
1,799.5800 |
|
0.618 |
1,785.7623 |
|
HIGH |
1,763.4080 |
|
0.618 |
1,749.5903 |
|
0.500 |
1,745.3220 |
|
0.382 |
1,741.0537 |
|
LOW |
1,727.2360 |
|
0.618 |
1,704.8817 |
|
1.000 |
1,691.0640 |
|
1.618 |
1,668.7097 |
|
2.618 |
1,632.5377 |
|
4.250 |
1,573.5050 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,745.3220 |
1,787.9760 |
| PP |
1,742.8680 |
1,771.3040 |
| S1 |
1,740.4140 |
1,754.6320 |
|