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 |
1,935.6 |
1,920.0 |
-15.6 |
-0.8% |
1,959.7 |
High |
1,936.8 |
1,921.0 |
-15.8 |
-0.8% |
1,967.5 |
Low |
1,920.0 |
1,912.1 |
-7.9 |
-0.4% |
1,926.0 |
Close |
1,933.3 |
1,912.7 |
-20.6 |
-1.1% |
1,958.4 |
Range |
16.8 |
8.9 |
-7.9 |
-47.0% |
41.5 |
ATR |
23.3 |
23.2 |
-0.2 |
-0.6% |
0.0 |
Volume |
557 |
237 |
-320 |
-57.5% |
1,205 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.0 |
1,936.2 |
1,917.6 |
|
R3 |
1,933.1 |
1,927.3 |
1,915.1 |
|
R2 |
1,924.2 |
1,924.2 |
1,914.3 |
|
R1 |
1,918.4 |
1,918.4 |
1,913.5 |
1,916.9 |
PP |
1,915.3 |
1,915.3 |
1,915.3 |
1,914.5 |
S1 |
1,909.5 |
1,909.5 |
1,911.9 |
1,908.0 |
S2 |
1,906.4 |
1,906.4 |
1,911.1 |
|
S3 |
1,897.5 |
1,900.6 |
1,910.3 |
|
S4 |
1,888.6 |
1,891.7 |
1,907.8 |
|
|
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 |
1,912.1 |
50.8 |
2.7% |
19.0 |
1.0% |
1% |
False |
True |
287 |
10 |
1,969.8 |
1,912.1 |
57.7 |
3.0% |
18.8 |
1.0% |
1% |
False |
True |
267 |
20 |
1,987.9 |
1,912.1 |
75.8 |
4.0% |
21.9 |
1.1% |
1% |
False |
True |
34,919 |
40 |
2,085.4 |
1,912.1 |
173.3 |
9.1% |
25.3 |
1.3% |
0% |
False |
True |
129,029 |
60 |
2,085.4 |
1,912.1 |
173.3 |
9.1% |
26.7 |
1.4% |
0% |
False |
True |
147,232 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.5% |
28.5 |
1.5% |
33% |
False |
False |
124,487 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.5% |
27.8 |
1.5% |
33% |
False |
False |
100,691 |
120 |
2,085.4 |
1,827.6 |
257.8 |
13.5% |
27.2 |
1.4% |
33% |
False |
False |
84,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.8 |
2.618 |
1,944.3 |
1.618 |
1,935.4 |
1.000 |
1,929.9 |
0.618 |
1,926.5 |
HIGH |
1,921.0 |
0.618 |
1,917.6 |
0.500 |
1,916.6 |
0.382 |
1,915.5 |
LOW |
1,912.1 |
0.618 |
1,906.6 |
1.000 |
1,903.2 |
1.618 |
1,897.7 |
2.618 |
1,888.8 |
4.250 |
1,874.3 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,916.6 |
1,935.4 |
PP |
1,915.3 |
1,927.8 |
S1 |
1,914.0 |
1,920.3 |
|