Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,965.54 |
1,961.00 |
-4.54 |
-0.2% |
1,948.15 |
High |
1,967.50 |
1,966.30 |
-1.20 |
-0.1% |
1,969.16 |
Low |
1,958.81 |
1,950.21 |
-8.60 |
-0.4% |
1,938.90 |
Close |
1,960.79 |
1,957.48 |
-3.31 |
-0.2% |
1,960.79 |
Range |
8.69 |
16.09 |
7.40 |
85.2% |
30.26 |
ATR |
23.41 |
22.88 |
-0.52 |
-2.2% |
0.00 |
Volume |
5,829 |
5,662 |
-167 |
-2.9% |
28,559 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.27 |
1,997.96 |
1,966.33 |
|
R3 |
1,990.18 |
1,981.87 |
1,961.90 |
|
R2 |
1,974.09 |
1,974.09 |
1,960.43 |
|
R1 |
1,965.78 |
1,965.78 |
1,958.95 |
1,961.89 |
PP |
1,958.00 |
1,958.00 |
1,958.00 |
1,956.05 |
S1 |
1,949.69 |
1,949.69 |
1,956.01 |
1,945.80 |
S2 |
1,941.91 |
1,941.91 |
1,954.53 |
|
S3 |
1,925.82 |
1,933.60 |
1,953.06 |
|
S4 |
1,909.73 |
1,917.51 |
1,948.63 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.06 |
2,034.19 |
1,977.43 |
|
R3 |
2,016.80 |
2,003.93 |
1,969.11 |
|
R2 |
1,986.54 |
1,986.54 |
1,966.34 |
|
R1 |
1,973.67 |
1,973.67 |
1,963.56 |
1,980.11 |
PP |
1,956.28 |
1,956.28 |
1,956.28 |
1,959.50 |
S1 |
1,943.41 |
1,943.41 |
1,958.02 |
1,949.85 |
S2 |
1,926.02 |
1,926.02 |
1,955.24 |
|
S3 |
1,895.76 |
1,913.15 |
1,952.47 |
|
S4 |
1,865.50 |
1,882.89 |
1,944.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.16 |
1,939.93 |
29.23 |
1.5% |
18.35 |
0.9% |
60% |
False |
False |
5,737 |
10 |
1,983.19 |
1,932.85 |
50.34 |
2.6% |
22.87 |
1.2% |
49% |
False |
False |
5,675 |
20 |
2,020.90 |
1,932.85 |
88.05 |
4.5% |
22.53 |
1.2% |
28% |
False |
False |
5,640 |
40 |
2,059.31 |
1,932.85 |
126.46 |
6.5% |
23.76 |
1.2% |
19% |
False |
False |
5,526 |
60 |
2,059.31 |
1,919.06 |
140.25 |
7.2% |
26.36 |
1.3% |
27% |
False |
False |
5,459 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.33 |
1.3% |
60% |
False |
False |
5,468 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.09 |
1.3% |
60% |
False |
False |
5,470 |
120 |
2,059.31 |
1,784.34 |
274.97 |
14.0% |
24.56 |
1.3% |
63% |
False |
False |
5,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.68 |
2.618 |
2,008.42 |
1.618 |
1,992.33 |
1.000 |
1,982.39 |
0.618 |
1,976.24 |
HIGH |
1,966.30 |
0.618 |
1,960.15 |
0.500 |
1,958.26 |
0.382 |
1,956.36 |
LOW |
1,950.21 |
0.618 |
1,940.27 |
1.000 |
1,934.12 |
1.618 |
1,924.18 |
2.618 |
1,908.09 |
4.250 |
1,881.83 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,958.26 |
1,956.50 |
PP |
1,958.00 |
1,955.52 |
S1 |
1,957.74 |
1,954.55 |
|