Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,943.48 |
1,940.75 |
-2.73 |
-0.1% |
1,948.15 |
High |
1,958.61 |
1,959.87 |
1.26 |
0.1% |
1,969.16 |
Low |
1,940.38 |
1,927.82 |
-12.56 |
-0.6% |
1,938.90 |
Close |
1,940.76 |
1,957.99 |
17.23 |
0.9% |
1,960.79 |
Range |
18.23 |
32.05 |
13.82 |
75.8% |
30.26 |
ATR |
22.74 |
23.41 |
0.66 |
2.9% |
0.00 |
Volume |
5,656 |
5,488 |
-168 |
-3.0% |
28,559 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.71 |
2,033.40 |
1,975.62 |
|
R3 |
2,012.66 |
2,001.35 |
1,966.80 |
|
R2 |
1,980.61 |
1,980.61 |
1,963.87 |
|
R1 |
1,969.30 |
1,969.30 |
1,960.93 |
1,974.96 |
PP |
1,948.56 |
1,948.56 |
1,948.56 |
1,951.39 |
S1 |
1,937.25 |
1,937.25 |
1,955.05 |
1,942.91 |
S2 |
1,916.51 |
1,916.51 |
1,952.11 |
|
S3 |
1,884.46 |
1,905.20 |
1,949.18 |
|
S4 |
1,852.41 |
1,873.15 |
1,940.36 |
|
|
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 |
1,967.50 |
1,927.82 |
39.68 |
2.0% |
20.17 |
1.0% |
76% |
False |
True |
5,667 |
10 |
1,983.19 |
1,927.82 |
55.37 |
2.8% |
22.77 |
1.2% |
54% |
False |
True |
5,675 |
20 |
1,985.48 |
1,927.82 |
57.66 |
2.9% |
23.36 |
1.2% |
52% |
False |
True |
5,646 |
40 |
2,059.31 |
1,927.82 |
131.49 |
6.7% |
23.58 |
1.2% |
23% |
False |
True |
5,542 |
60 |
2,059.31 |
1,927.82 |
131.49 |
6.7% |
25.05 |
1.3% |
23% |
False |
True |
5,484 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.63 |
1.3% |
60% |
False |
False |
5,471 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
25.17 |
1.3% |
60% |
False |
False |
5,471 |
120 |
2,059.31 |
1,785.38 |
273.93 |
14.0% |
24.70 |
1.3% |
63% |
False |
False |
5,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.08 |
2.618 |
2,043.78 |
1.618 |
2,011.73 |
1.000 |
1,991.92 |
0.618 |
1,979.68 |
HIGH |
1,959.87 |
0.618 |
1,947.63 |
0.500 |
1,943.85 |
0.382 |
1,940.06 |
LOW |
1,927.82 |
0.618 |
1,908.01 |
1.000 |
1,895.77 |
1.618 |
1,875.96 |
2.618 |
1,843.91 |
4.250 |
1,791.61 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,953.28 |
1,954.31 |
PP |
1,948.56 |
1,950.64 |
S1 |
1,943.85 |
1,946.96 |
|