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 |
1,957.98 |
1,950.39 |
-7.59 |
-0.4% |
1,961.00 |
High |
1,967.26 |
1,955.84 |
-11.42 |
-0.6% |
1,967.26 |
Low |
1,954.48 |
1,930.61 |
-23.87 |
-1.2% |
1,927.82 |
Close |
1,957.72 |
1,936.09 |
-21.63 |
-1.1% |
1,957.72 |
Range |
12.78 |
25.23 |
12.45 |
97.4% |
39.44 |
ATR |
22.65 |
22.97 |
0.32 |
1.4% |
0.00 |
Volume |
5,732 |
5,653 |
-79 |
-1.4% |
28,239 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.54 |
2,001.54 |
1,949.97 |
|
R3 |
1,991.31 |
1,976.31 |
1,943.03 |
|
R2 |
1,966.08 |
1,966.08 |
1,940.72 |
|
R1 |
1,951.08 |
1,951.08 |
1,938.40 |
1,945.97 |
PP |
1,940.85 |
1,940.85 |
1,940.85 |
1,938.29 |
S1 |
1,925.85 |
1,925.85 |
1,933.78 |
1,920.74 |
S2 |
1,915.62 |
1,915.62 |
1,931.46 |
|
S3 |
1,890.39 |
1,900.62 |
1,929.15 |
|
S4 |
1,865.16 |
1,875.39 |
1,922.21 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.25 |
2,052.93 |
1,979.41 |
|
R3 |
2,029.81 |
2,013.49 |
1,968.57 |
|
R2 |
1,990.37 |
1,990.37 |
1,964.95 |
|
R1 |
1,974.05 |
1,974.05 |
1,961.34 |
1,962.49 |
PP |
1,950.93 |
1,950.93 |
1,950.93 |
1,945.16 |
S1 |
1,934.61 |
1,934.61 |
1,954.10 |
1,923.05 |
S2 |
1,911.49 |
1,911.49 |
1,950.49 |
|
S3 |
1,872.05 |
1,895.17 |
1,946.87 |
|
S4 |
1,832.61 |
1,855.73 |
1,936.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,967.26 |
1,927.82 |
39.44 |
2.0% |
22.82 |
1.2% |
21% |
False |
False |
5,646 |
10 |
1,969.16 |
1,927.82 |
41.34 |
2.1% |
20.58 |
1.1% |
20% |
False |
False |
5,691 |
20 |
1,983.28 |
1,927.82 |
55.46 |
2.9% |
22.26 |
1.1% |
15% |
False |
False |
5,645 |
40 |
2,059.31 |
1,927.82 |
131.49 |
6.8% |
23.28 |
1.2% |
6% |
False |
False |
5,555 |
60 |
2,059.31 |
1,927.82 |
131.49 |
6.8% |
24.46 |
1.3% |
6% |
False |
False |
5,502 |
80 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
25.68 |
1.3% |
51% |
False |
False |
5,474 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
25.10 |
1.3% |
51% |
False |
False |
5,476 |
120 |
2,059.31 |
1,797.64 |
261.67 |
13.5% |
24.63 |
1.3% |
53% |
False |
False |
5,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.07 |
2.618 |
2,021.89 |
1.618 |
1,996.66 |
1.000 |
1,981.07 |
0.618 |
1,971.43 |
HIGH |
1,955.84 |
0.618 |
1,946.20 |
0.500 |
1,943.23 |
0.382 |
1,940.25 |
LOW |
1,930.61 |
0.618 |
1,915.02 |
1.000 |
1,905.38 |
1.618 |
1,889.79 |
2.618 |
1,864.56 |
4.250 |
1,823.38 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,943.23 |
1,947.54 |
PP |
1,940.85 |
1,943.72 |
S1 |
1,938.47 |
1,939.91 |
|