Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,950.39 |
1,936.12 |
-14.27 |
-0.7% |
1,961.00 |
High |
1,955.84 |
1,938.86 |
-16.98 |
-0.9% |
1,967.26 |
Low |
1,930.61 |
1,923.48 |
-7.13 |
-0.4% |
1,927.82 |
Close |
1,936.09 |
1,932.55 |
-3.54 |
-0.2% |
1,957.72 |
Range |
25.23 |
15.38 |
-9.85 |
-39.0% |
39.44 |
ATR |
22.97 |
22.43 |
-0.54 |
-2.4% |
0.00 |
Volume |
5,653 |
5,565 |
-88 |
-1.6% |
28,239 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.77 |
1,970.54 |
1,941.01 |
|
R3 |
1,962.39 |
1,955.16 |
1,936.78 |
|
R2 |
1,947.01 |
1,947.01 |
1,935.37 |
|
R1 |
1,939.78 |
1,939.78 |
1,933.96 |
1,935.71 |
PP |
1,931.63 |
1,931.63 |
1,931.63 |
1,929.59 |
S1 |
1,924.40 |
1,924.40 |
1,931.14 |
1,920.33 |
S2 |
1,916.25 |
1,916.25 |
1,929.73 |
|
S3 |
1,900.87 |
1,909.02 |
1,928.32 |
|
S4 |
1,885.49 |
1,893.64 |
1,924.09 |
|
|
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 |
1,923.48 |
43.78 |
2.3% |
20.73 |
1.1% |
21% |
False |
True |
5,618 |
10 |
1,969.16 |
1,923.48 |
45.68 |
2.4% |
21.20 |
1.1% |
20% |
False |
True |
5,673 |
20 |
1,983.28 |
1,923.48 |
59.80 |
3.1% |
22.44 |
1.2% |
15% |
False |
True |
5,645 |
40 |
2,059.31 |
1,923.48 |
135.83 |
7.0% |
23.31 |
1.2% |
7% |
False |
True |
5,557 |
60 |
2,059.31 |
1,923.48 |
135.83 |
7.0% |
24.30 |
1.3% |
7% |
False |
True |
5,508 |
80 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
25.65 |
1.3% |
50% |
False |
False |
5,473 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
25.00 |
1.3% |
50% |
False |
False |
5,476 |
120 |
2,059.31 |
1,797.64 |
261.67 |
13.5% |
24.52 |
1.3% |
52% |
False |
False |
5,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.23 |
2.618 |
1,979.12 |
1.618 |
1,963.74 |
1.000 |
1,954.24 |
0.618 |
1,948.36 |
HIGH |
1,938.86 |
0.618 |
1,932.98 |
0.500 |
1,931.17 |
0.382 |
1,929.36 |
LOW |
1,923.48 |
0.618 |
1,913.98 |
1.000 |
1,908.10 |
1.618 |
1,898.60 |
2.618 |
1,883.22 |
4.250 |
1,858.12 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.09 |
1,945.37 |
PP |
1,931.63 |
1,941.10 |
S1 |
1,931.17 |
1,936.82 |
|