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 |
1,961.4 |
1,958.6 |
-2.8 |
-0.1% |
1,959.7 |
High |
1,962.9 |
1,958.6 |
-4.3 |
-0.2% |
1,967.5 |
Low |
1,953.5 |
1,931.3 |
-22.2 |
-1.1% |
1,926.0 |
Close |
1,958.4 |
1,935.5 |
-22.9 |
-1.2% |
1,958.4 |
Range |
9.4 |
27.3 |
17.9 |
190.4% |
41.5 |
ATR |
23.5 |
23.8 |
0.3 |
1.1% |
0.0 |
Volume |
119 |
193 |
74 |
62.2% |
1,205 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.7 |
2,006.9 |
1,950.5 |
|
R3 |
1,996.4 |
1,979.6 |
1,943.0 |
|
R2 |
1,969.1 |
1,969.1 |
1,940.5 |
|
R1 |
1,952.3 |
1,952.3 |
1,938.0 |
1,947.1 |
PP |
1,941.8 |
1,941.8 |
1,941.8 |
1,939.2 |
S1 |
1,925.0 |
1,925.0 |
1,933.0 |
1,919.8 |
S2 |
1,914.5 |
1,914.5 |
1,930.5 |
|
S3 |
1,887.2 |
1,897.7 |
1,928.0 |
|
S4 |
1,859.9 |
1,870.4 |
1,920.5 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.1 |
2,058.3 |
1,981.2 |
|
R3 |
2,033.6 |
2,016.8 |
1,969.8 |
|
R2 |
1,992.1 |
1,992.1 |
1,966.0 |
|
R1 |
1,975.3 |
1,975.3 |
1,962.2 |
1,963.0 |
PP |
1,950.6 |
1,950.6 |
1,950.6 |
1,944.5 |
S1 |
1,933.8 |
1,933.8 |
1,954.6 |
1,921.5 |
S2 |
1,909.1 |
1,909.1 |
1,950.8 |
|
S3 |
1,867.6 |
1,892.3 |
1,947.0 |
|
S4 |
1,826.1 |
1,850.8 |
1,935.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,967.5 |
1,926.0 |
41.5 |
2.1% |
22.9 |
1.2% |
23% |
False |
False |
237 |
10 |
1,969.8 |
1,926.0 |
43.8 |
2.3% |
19.7 |
1.0% |
22% |
False |
False |
218 |
20 |
1,987.9 |
1,926.0 |
61.9 |
3.2% |
22.6 |
1.2% |
15% |
False |
False |
53,886 |
40 |
2,085.4 |
1,926.0 |
159.4 |
8.2% |
25.7 |
1.3% |
6% |
False |
False |
138,069 |
60 |
2,085.4 |
1,926.0 |
159.4 |
8.2% |
27.4 |
1.4% |
6% |
False |
False |
150,980 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
28.6 |
1.5% |
42% |
False |
False |
124,682 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
28.0 |
1.4% |
42% |
False |
False |
100,772 |
120 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
27.4 |
1.4% |
42% |
False |
False |
84,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.6 |
2.618 |
2,030.1 |
1.618 |
2,002.8 |
1.000 |
1,985.9 |
0.618 |
1,975.5 |
HIGH |
1,958.6 |
0.618 |
1,948.2 |
0.500 |
1,945.0 |
0.382 |
1,941.7 |
LOW |
1,931.3 |
0.618 |
1,914.4 |
1.000 |
1,904.0 |
1.618 |
1,887.1 |
2.618 |
1,859.8 |
4.250 |
1,815.3 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,945.0 |
1,944.5 |
PP |
1,941.8 |
1,941.5 |
S1 |
1,938.7 |
1,938.5 |
|