Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,936.12 |
1,932.55 |
-3.57 |
-0.2% |
1,961.00 |
High |
1,938.86 |
1,934.43 |
-4.43 |
-0.2% |
1,967.26 |
Low |
1,923.48 |
1,912.88 |
-10.60 |
-0.6% |
1,927.82 |
Close |
1,932.55 |
1,913.59 |
-18.96 |
-1.0% |
1,957.72 |
Range |
15.38 |
21.55 |
6.17 |
40.1% |
39.44 |
ATR |
22.43 |
22.36 |
-0.06 |
-0.3% |
0.00 |
Volume |
5,565 |
5,687 |
122 |
2.2% |
28,239 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.95 |
1,970.82 |
1,925.44 |
|
R3 |
1,963.40 |
1,949.27 |
1,919.52 |
|
R2 |
1,941.85 |
1,941.85 |
1,917.54 |
|
R1 |
1,927.72 |
1,927.72 |
1,915.57 |
1,924.01 |
PP |
1,920.30 |
1,920.30 |
1,920.30 |
1,918.45 |
S1 |
1,906.17 |
1,906.17 |
1,911.61 |
1,902.46 |
S2 |
1,898.75 |
1,898.75 |
1,909.64 |
|
S3 |
1,877.20 |
1,884.62 |
1,907.66 |
|
S4 |
1,855.65 |
1,863.07 |
1,901.74 |
|
|
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 |
1,912.88 |
54.38 |
2.8% |
21.40 |
1.1% |
1% |
False |
True |
5,625 |
10 |
1,969.16 |
1,912.88 |
56.28 |
2.9% |
20.50 |
1.1% |
1% |
False |
True |
5,670 |
20 |
1,983.28 |
1,912.88 |
70.40 |
3.7% |
22.42 |
1.2% |
1% |
False |
True |
5,653 |
40 |
2,059.31 |
1,912.88 |
146.43 |
7.7% |
23.22 |
1.2% |
0% |
False |
True |
5,566 |
60 |
2,059.31 |
1,912.88 |
146.43 |
7.7% |
24.11 |
1.3% |
0% |
False |
True |
5,516 |
80 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
25.77 |
1.3% |
42% |
False |
False |
5,475 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
25.08 |
1.3% |
42% |
False |
False |
5,477 |
120 |
2,059.31 |
1,802.99 |
256.32 |
13.4% |
24.56 |
1.3% |
43% |
False |
False |
5,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,026.02 |
2.618 |
1,990.85 |
1.618 |
1,969.30 |
1.000 |
1,955.98 |
0.618 |
1,947.75 |
HIGH |
1,934.43 |
0.618 |
1,926.20 |
0.500 |
1,923.66 |
0.382 |
1,921.11 |
LOW |
1,912.88 |
0.618 |
1,899.56 |
1.000 |
1,891.33 |
1.618 |
1,878.01 |
2.618 |
1,856.46 |
4.250 |
1,821.29 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,923.66 |
1,934.36 |
PP |
1,920.30 |
1,927.44 |
S1 |
1,916.95 |
1,920.51 |
|