| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,667.0950 |
1,731.4680 |
64.3730 |
3.9% |
1,836.8410 |
| High |
1,727.1000 |
1,789.2440 |
62.1440 |
3.6% |
1,844.4180 |
| Low |
1,652.1850 |
1,715.5600 |
63.3750 |
3.8% |
1,627.2270 |
| Close |
1,726.2460 |
1,786.0710 |
59.8250 |
3.5% |
1,726.2460 |
| Range |
74.9150 |
73.6840 |
-1.2310 |
-1.6% |
217.1910 |
| ATR |
69.2493 |
69.5660 |
0.3168 |
0.5% |
0.0000 |
| Volume |
190,979 |
210,011 |
19,032 |
10.0% |
361,086 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,984.6770 |
1,959.0580 |
1,826.5972 |
|
| R3 |
1,910.9930 |
1,885.3740 |
1,806.3341 |
|
| R2 |
1,837.3090 |
1,837.3090 |
1,799.5797 |
|
| R1 |
1,811.6900 |
1,811.6900 |
1,792.8254 |
1,824.4995 |
| PP |
1,763.6250 |
1,763.6250 |
1,763.6250 |
1,770.0298 |
| S1 |
1,738.0060 |
1,738.0060 |
1,779.3166 |
1,750.8155 |
| S2 |
1,689.9410 |
1,689.9410 |
1,772.5623 |
|
| S3 |
1,616.2570 |
1,664.3220 |
1,765.8079 |
|
| S4 |
1,542.5730 |
1,590.6380 |
1,745.5448 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.2033 |
2,272.4157 |
1,845.7011 |
|
| R3 |
2,167.0123 |
2,055.2247 |
1,785.9735 |
|
| R2 |
1,949.8213 |
1,949.8213 |
1,766.0644 |
|
| R1 |
1,838.0337 |
1,838.0337 |
1,746.1552 |
1,785.3320 |
| PP |
1,732.6303 |
1,732.6303 |
1,732.6303 |
1,706.2795 |
| S1 |
1,620.8427 |
1,620.8427 |
1,706.3368 |
1,568.1410 |
| S2 |
1,515.4393 |
1,515.4393 |
1,686.4277 |
|
| S3 |
1,298.2483 |
1,403.6517 |
1,666.5185 |
|
| S4 |
1,081.0573 |
1,186.4607 |
1,606.7910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,789.2440 |
1,627.2270 |
162.0170 |
9.1% |
67.9382 |
3.8% |
98% |
True |
False |
113,894 |
| 10 |
1,897.2140 |
1,627.2270 |
269.9870 |
15.1% |
68.8147 |
3.9% |
59% |
False |
False |
97,934 |
| 20 |
1,916.4340 |
1,627.2270 |
289.2070 |
16.2% |
63.5466 |
3.6% |
55% |
False |
False |
89,781 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
21.8% |
70.3517 |
3.9% |
41% |
False |
False |
142,391 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
28.6% |
75.1511 |
4.2% |
31% |
False |
False |
171,734 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.8% |
80.0946 |
4.5% |
54% |
False |
False |
192,634 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.8% |
79.5597 |
4.5% |
54% |
False |
False |
214,308 |
| 120 |
2,137.7700 |
1,183.8930 |
953.8770 |
53.4% |
75.1343 |
4.2% |
63% |
False |
False |
243,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.4010 |
|
2.618 |
1,982.1487 |
|
1.618 |
1,908.4647 |
|
1.000 |
1,862.9280 |
|
0.618 |
1,834.7807 |
|
HIGH |
1,789.2440 |
|
0.618 |
1,761.0967 |
|
0.500 |
1,752.4020 |
|
0.382 |
1,743.7073 |
|
LOW |
1,715.5600 |
|
0.618 |
1,670.0233 |
|
1.000 |
1,641.8760 |
|
1.618 |
1,596.3393 |
|
2.618 |
1,522.6553 |
|
4.250 |
1,402.4030 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,774.8480 |
1,760.1258 |
| PP |
1,763.6250 |
1,734.1807 |
| S1 |
1,752.4020 |
1,708.2355 |
|