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 |
1,958.6 |
1,935.6 |
-23.0 |
-1.2% |
1,959.7 |
High |
1,958.6 |
1,936.8 |
-21.8 |
-1.1% |
1,967.5 |
Low |
1,931.3 |
1,920.0 |
-11.3 |
-0.6% |
1,926.0 |
Close |
1,935.5 |
1,933.3 |
-2.2 |
-0.1% |
1,958.4 |
Range |
27.3 |
16.8 |
-10.5 |
-38.5% |
41.5 |
ATR |
23.8 |
23.3 |
-0.5 |
-2.1% |
0.0 |
Volume |
193 |
557 |
364 |
188.6% |
1,205 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.4 |
1,973.7 |
1,942.5 |
|
R3 |
1,963.6 |
1,956.9 |
1,937.9 |
|
R2 |
1,946.8 |
1,946.8 |
1,936.4 |
|
R1 |
1,940.1 |
1,940.1 |
1,934.8 |
1,935.1 |
PP |
1,930.0 |
1,930.0 |
1,930.0 |
1,927.5 |
S1 |
1,923.3 |
1,923.3 |
1,931.8 |
1,918.3 |
S2 |
1,913.2 |
1,913.2 |
1,930.2 |
|
S3 |
1,896.4 |
1,906.5 |
1,928.7 |
|
S4 |
1,879.6 |
1,889.7 |
1,924.1 |
|
|
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 |
1,962.9 |
1,920.0 |
42.9 |
2.2% |
20.8 |
1.1% |
31% |
False |
True |
280 |
10 |
1,969.8 |
1,920.0 |
49.8 |
2.6% |
20.7 |
1.1% |
27% |
False |
True |
257 |
20 |
1,987.9 |
1,920.0 |
67.9 |
3.5% |
22.7 |
1.2% |
20% |
False |
True |
45,625 |
40 |
2,085.4 |
1,920.0 |
165.4 |
8.6% |
25.7 |
1.3% |
8% |
False |
True |
134,586 |
60 |
2,085.4 |
1,920.0 |
165.4 |
8.6% |
27.2 |
1.4% |
8% |
False |
True |
149,012 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
28.5 |
1.5% |
41% |
False |
False |
124,617 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
27.9 |
1.4% |
41% |
False |
False |
100,730 |
120 |
2,085.4 |
1,827.6 |
257.8 |
13.3% |
27.3 |
1.4% |
41% |
False |
False |
84,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.2 |
2.618 |
1,980.8 |
1.618 |
1,964.0 |
1.000 |
1,953.6 |
0.618 |
1,947.2 |
HIGH |
1,936.8 |
0.618 |
1,930.4 |
0.500 |
1,928.4 |
0.382 |
1,926.4 |
LOW |
1,920.0 |
0.618 |
1,909.6 |
1.000 |
1,903.2 |
1.618 |
1,892.8 |
2.618 |
1,876.0 |
4.250 |
1,848.6 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,931.7 |
1,941.5 |
PP |
1,930.0 |
1,938.7 |
S1 |
1,928.4 |
1,936.0 |
|