Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,308.0 |
4,299.0 |
-9.0 |
-0.2% |
4,328.0 |
High |
4,312.0 |
4,336.0 |
24.0 |
0.6% |
4,342.0 |
Low |
4,277.0 |
4,299.0 |
22.0 |
0.5% |
4,275.0 |
Close |
4,291.0 |
4,317.0 |
26.0 |
0.6% |
4,291.0 |
Range |
35.0 |
37.0 |
2.0 |
5.7% |
67.0 |
ATR |
53.6 |
53.0 |
-0.6 |
-1.2% |
0.0 |
Volume |
979,968 |
1,950,161 |
970,193 |
99.0% |
3,799,909 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,428.3 |
4,409.7 |
4,337.4 |
|
R3 |
4,391.3 |
4,372.7 |
4,327.2 |
|
R2 |
4,354.3 |
4,354.3 |
4,323.8 |
|
R1 |
4,335.7 |
4,335.7 |
4,320.4 |
4,345.0 |
PP |
4,317.3 |
4,317.3 |
4,317.3 |
4,322.0 |
S1 |
4,298.7 |
4,298.7 |
4,313.6 |
4,308.0 |
S2 |
4,280.3 |
4,280.3 |
4,310.2 |
|
S3 |
4,243.3 |
4,261.7 |
4,306.8 |
|
S4 |
4,206.3 |
4,224.7 |
4,296.7 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,503.7 |
4,464.3 |
4,327.9 |
|
R3 |
4,436.7 |
4,397.3 |
4,309.4 |
|
R2 |
4,369.7 |
4,369.7 |
4,303.3 |
|
R1 |
4,330.3 |
4,330.3 |
4,297.1 |
4,316.5 |
PP |
4,302.7 |
4,302.7 |
4,302.7 |
4,295.8 |
S1 |
4,263.3 |
4,263.3 |
4,284.9 |
4,249.5 |
S2 |
4,235.7 |
4,235.7 |
4,278.7 |
|
S3 |
4,168.7 |
4,196.3 |
4,272.6 |
|
S4 |
4,101.7 |
4,129.3 |
4,254.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,336.0 |
4,275.0 |
61.0 |
1.4% |
36.4 |
0.8% |
69% |
True |
False |
999,457 |
10 |
4,346.0 |
4,216.0 |
130.0 |
3.0% |
49.5 |
1.1% |
78% |
False |
False |
960,998 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
50.4 |
1.2% |
52% |
False |
False |
851,833 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.5% |
48.9 |
1.1% |
52% |
False |
False |
798,974 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
57.6 |
1.3% |
81% |
False |
False |
847,252 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
59.3 |
1.4% |
81% |
False |
False |
701,484 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.5% |
55.1 |
1.3% |
81% |
False |
False |
562,653 |
120 |
4,409.0 |
3,725.0 |
684.0 |
15.8% |
53.4 |
1.2% |
87% |
False |
False |
469,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,493.3 |
2.618 |
4,432.9 |
1.618 |
4,395.9 |
1.000 |
4,373.0 |
0.618 |
4,358.9 |
HIGH |
4,336.0 |
0.618 |
4,321.9 |
0.500 |
4,317.5 |
0.382 |
4,313.1 |
LOW |
4,299.0 |
0.618 |
4,276.1 |
1.000 |
4,262.0 |
1.618 |
4,239.1 |
2.618 |
4,202.1 |
4.250 |
4,141.8 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,317.5 |
4,313.2 |
PP |
4,317.3 |
4,309.3 |
S1 |
4,317.2 |
4,305.5 |
|