Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,959.7 |
1,960.6 |
0.9 |
0.0% |
1,947.5 |
High |
1,963.5 |
1,967.5 |
4.0 |
0.2% |
1,969.8 |
Low |
1,951.4 |
1,940.3 |
-11.1 |
-0.6% |
1,937.8 |
Close |
1,955.3 |
1,944.6 |
-10.7 |
-0.5% |
1,962.2 |
Range |
12.1 |
27.2 |
15.1 |
124.8% |
32.0 |
ATR |
24.2 |
24.5 |
0.2 |
0.9% |
0.0 |
Volume |
212 |
343 |
131 |
61.8% |
1,498 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.4 |
2,015.7 |
1,959.6 |
|
R3 |
2,005.2 |
1,988.5 |
1,952.1 |
|
R2 |
1,978.0 |
1,978.0 |
1,949.6 |
|
R1 |
1,961.3 |
1,961.3 |
1,947.1 |
1,956.1 |
PP |
1,950.8 |
1,950.8 |
1,950.8 |
1,948.2 |
S1 |
1,934.1 |
1,934.1 |
1,942.1 |
1,928.9 |
S2 |
1,923.6 |
1,923.6 |
1,939.6 |
|
S3 |
1,896.4 |
1,906.9 |
1,937.1 |
|
S4 |
1,869.2 |
1,879.7 |
1,929.6 |
|
|
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 |
1,940.3 |
29.5 |
1.5% |
20.5 |
1.1% |
15% |
False |
True |
235 |
10 |
1,983.0 |
1,937.8 |
45.2 |
2.3% |
21.7 |
1.1% |
15% |
False |
False |
911 |
20 |
2,022.7 |
1,930.9 |
91.8 |
4.7% |
24.1 |
1.2% |
15% |
False |
False |
98,785 |
40 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
26.5 |
1.4% |
9% |
False |
False |
156,976 |
60 |
2,085.4 |
1,930.9 |
154.5 |
7.9% |
28.9 |
1.5% |
9% |
False |
False |
155,455 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
28.5 |
1.5% |
45% |
False |
False |
124,969 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
28.1 |
1.4% |
45% |
False |
False |
100,932 |
120 |
2,085.4 |
1,824.4 |
261.0 |
13.4% |
27.5 |
1.4% |
46% |
False |
False |
84,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.1 |
2.618 |
2,038.7 |
1.618 |
2,011.5 |
1.000 |
1,994.7 |
0.618 |
1,984.3 |
HIGH |
1,967.5 |
0.618 |
1,957.1 |
0.500 |
1,953.9 |
0.382 |
1,950.7 |
LOW |
1,940.3 |
0.618 |
1,923.5 |
1.000 |
1,913.1 |
1.618 |
1,896.3 |
2.618 |
1,869.1 |
4.250 |
1,824.7 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,953.9 |
1,955.1 |
PP |
1,950.8 |
1,951.6 |
S1 |
1,947.7 |
1,948.1 |
|