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 |
1,965.1 |
1,959.7 |
-5.4 |
-0.3% |
1,947.5 |
High |
1,969.8 |
1,963.5 |
-6.3 |
-0.3% |
1,969.8 |
Low |
1,960.3 |
1,951.4 |
-8.9 |
-0.5% |
1,937.8 |
Close |
1,962.2 |
1,955.3 |
-6.9 |
-0.4% |
1,962.2 |
Range |
9.5 |
12.1 |
2.6 |
27.4% |
32.0 |
ATR |
25.2 |
24.2 |
-0.9 |
-3.7% |
0.0 |
Volume |
49 |
212 |
163 |
332.7% |
1,498 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.0 |
1,986.3 |
1,962.0 |
|
R3 |
1,980.9 |
1,974.2 |
1,958.6 |
|
R2 |
1,968.8 |
1,968.8 |
1,957.5 |
|
R1 |
1,962.1 |
1,962.1 |
1,956.4 |
1,959.4 |
PP |
1,956.7 |
1,956.7 |
1,956.7 |
1,955.4 |
S1 |
1,950.0 |
1,950.0 |
1,954.2 |
1,947.3 |
S2 |
1,944.6 |
1,944.6 |
1,953.1 |
|
S3 |
1,932.5 |
1,937.9 |
1,952.0 |
|
S4 |
1,920.4 |
1,925.8 |
1,948.6 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.6 |
2,039.4 |
1,979.8 |
|
R3 |
2,020.6 |
2,007.4 |
1,971.0 |
|
R2 |
1,988.6 |
1,988.6 |
1,968.1 |
|
R1 |
1,975.4 |
1,975.4 |
1,965.1 |
1,982.0 |
PP |
1,956.6 |
1,956.6 |
1,956.6 |
1,959.9 |
S1 |
1,943.4 |
1,943.4 |
1,959.3 |
1,950.0 |
S2 |
1,924.6 |
1,924.6 |
1,956.3 |
|
S3 |
1,892.6 |
1,911.4 |
1,953.4 |
|
S4 |
1,860.6 |
1,879.4 |
1,944.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.8 |
1,940.7 |
29.1 |
1.5% |
16.4 |
0.8% |
50% |
False |
False |
199 |
10 |
1,983.0 |
1,930.9 |
52.1 |
2.7% |
22.2 |
1.1% |
47% |
False |
False |
4,661 |
20 |
2,027.5 |
1,930.9 |
96.6 |
4.9% |
23.6 |
1.2% |
25% |
False |
False |
106,930 |
40 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
26.7 |
1.4% |
16% |
False |
False |
161,554 |
60 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
29.6 |
1.5% |
16% |
False |
False |
156,573 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.4 |
1.5% |
50% |
False |
False |
125,011 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.1 |
1.4% |
50% |
False |
False |
100,965 |
120 |
2,085.4 |
1,824.4 |
261.0 |
13.3% |
27.4 |
1.4% |
50% |
False |
False |
84,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.9 |
2.618 |
1,995.2 |
1.618 |
1,983.1 |
1.000 |
1,975.6 |
0.618 |
1,971.0 |
HIGH |
1,963.5 |
0.618 |
1,958.9 |
0.500 |
1,957.5 |
0.382 |
1,956.0 |
LOW |
1,951.4 |
0.618 |
1,943.9 |
1.000 |
1,939.3 |
1.618 |
1,931.8 |
2.618 |
1,919.7 |
4.250 |
1,900.0 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,957.5 |
1,956.5 |
PP |
1,956.7 |
1,956.1 |
S1 |
1,956.0 |
1,955.7 |
|