Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,920.0 |
1,918.7 |
-1.3 |
-0.1% |
1,958.6 |
High |
1,921.0 |
1,932.5 |
11.5 |
0.6% |
1,958.6 |
Low |
1,912.1 |
1,918.7 |
6.6 |
0.3% |
1,912.1 |
Close |
1,912.7 |
1,919.1 |
6.4 |
0.3% |
1,919.1 |
Range |
8.9 |
13.8 |
4.9 |
55.1% |
46.5 |
ATR |
23.2 |
22.9 |
-0.2 |
-1.0% |
0.0 |
Volume |
237 |
105 |
-132 |
-55.7% |
1,092 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.8 |
1,955.8 |
1,926.7 |
|
R3 |
1,951.0 |
1,942.0 |
1,922.9 |
|
R2 |
1,937.2 |
1,937.2 |
1,921.6 |
|
R1 |
1,928.2 |
1,928.2 |
1,920.4 |
1,932.7 |
PP |
1,923.4 |
1,923.4 |
1,923.4 |
1,925.7 |
S1 |
1,914.4 |
1,914.4 |
1,917.8 |
1,918.9 |
S2 |
1,909.6 |
1,909.6 |
1,916.6 |
|
S3 |
1,895.8 |
1,900.6 |
1,915.3 |
|
S4 |
1,882.0 |
1,886.8 |
1,911.5 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.4 |
2,040.8 |
1,944.7 |
|
R3 |
2,022.9 |
1,994.3 |
1,931.9 |
|
R2 |
1,976.4 |
1,976.4 |
1,927.6 |
|
R1 |
1,947.8 |
1,947.8 |
1,923.4 |
1,938.9 |
PP |
1,929.9 |
1,929.9 |
1,929.9 |
1,925.5 |
S1 |
1,901.3 |
1,901.3 |
1,914.8 |
1,892.4 |
S2 |
1,883.4 |
1,883.4 |
1,910.6 |
|
S3 |
1,836.9 |
1,854.8 |
1,906.3 |
|
S4 |
1,790.4 |
1,808.3 |
1,893.5 |
|
|
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 |
2.6% |
15.2 |
0.8% |
14% |
False |
False |
242 |
10 |
1,969.8 |
1,912.1 |
57.7 |
3.0% |
17.6 |
0.9% |
12% |
False |
False |
234 |
20 |
1,983.0 |
1,912.1 |
70.9 |
3.7% |
21.2 |
1.1% |
10% |
False |
False |
23,430 |
40 |
2,085.4 |
1,912.1 |
173.3 |
9.0% |
24.9 |
1.3% |
4% |
False |
False |
122,996 |
60 |
2,085.4 |
1,912.1 |
173.3 |
9.0% |
26.5 |
1.4% |
4% |
False |
False |
145,204 |
80 |
2,085.4 |
1,830.2 |
255.2 |
13.3% |
28.3 |
1.5% |
35% |
False |
False |
124,350 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.4% |
27.8 |
1.4% |
35% |
False |
False |
100,655 |
120 |
2,085.4 |
1,827.6 |
257.8 |
13.4% |
27.2 |
1.4% |
35% |
False |
False |
84,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.2 |
2.618 |
1,968.6 |
1.618 |
1,954.8 |
1.000 |
1,946.3 |
0.618 |
1,941.0 |
HIGH |
1,932.5 |
0.618 |
1,927.2 |
0.500 |
1,925.6 |
0.382 |
1,924.0 |
LOW |
1,918.7 |
0.618 |
1,910.2 |
1.000 |
1,904.9 |
1.618 |
1,896.4 |
2.618 |
1,882.6 |
4.250 |
1,860.1 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,925.6 |
1,924.5 |
PP |
1,923.4 |
1,922.7 |
S1 |
1,921.3 |
1,920.9 |
|