Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,299.0 |
4,335.0 |
36.0 |
0.8% |
4,328.0 |
High |
4,336.0 |
4,357.0 |
21.0 |
0.5% |
4,342.0 |
Low |
4,299.0 |
4,309.0 |
10.0 |
0.2% |
4,275.0 |
Close |
4,317.0 |
4,354.0 |
37.0 |
0.9% |
4,291.0 |
Range |
37.0 |
48.0 |
11.0 |
29.7% |
67.0 |
ATR |
53.0 |
52.7 |
-0.4 |
-0.7% |
0.0 |
Volume |
1,950,161 |
2,334,283 |
384,122 |
19.7% |
3,799,909 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.0 |
4,467.0 |
4,380.4 |
|
R3 |
4,436.0 |
4,419.0 |
4,367.2 |
|
R2 |
4,388.0 |
4,388.0 |
4,362.8 |
|
R1 |
4,371.0 |
4,371.0 |
4,358.4 |
4,379.5 |
PP |
4,340.0 |
4,340.0 |
4,340.0 |
4,344.3 |
S1 |
4,323.0 |
4,323.0 |
4,349.6 |
4,331.5 |
S2 |
4,292.0 |
4,292.0 |
4,345.2 |
|
S3 |
4,244.0 |
4,275.0 |
4,340.8 |
|
S4 |
4,196.0 |
4,227.0 |
4,327.6 |
|
|
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 |
4,357.0 |
4,275.0 |
82.0 |
1.9% |
39.4 |
0.9% |
96% |
True |
False |
1,337,641 |
10 |
4,357.0 |
4,216.0 |
141.0 |
3.2% |
48.4 |
1.1% |
98% |
True |
False |
1,116,729 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
50.9 |
1.2% |
72% |
False |
False |
943,767 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
49.3 |
1.1% |
72% |
False |
False |
839,809 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.4% |
55.6 |
1.3% |
89% |
False |
False |
855,073 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.4% |
59.1 |
1.4% |
89% |
False |
False |
730,471 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.4% |
55.2 |
1.3% |
89% |
False |
False |
585,934 |
120 |
4,409.0 |
3,728.0 |
681.0 |
15.6% |
53.5 |
1.2% |
92% |
False |
False |
488,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,561.0 |
2.618 |
4,482.7 |
1.618 |
4,434.7 |
1.000 |
4,405.0 |
0.618 |
4,386.7 |
HIGH |
4,357.0 |
0.618 |
4,338.7 |
0.500 |
4,333.0 |
0.382 |
4,327.3 |
LOW |
4,309.0 |
0.618 |
4,279.3 |
1.000 |
4,261.0 |
1.618 |
4,231.3 |
2.618 |
4,183.3 |
4.250 |
4,105.0 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,347.0 |
4,341.7 |
PP |
4,340.0 |
4,329.3 |
S1 |
4,333.0 |
4,317.0 |
|