Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,335.0 |
4,352.0 |
17.0 |
0.4% |
4,328.0 |
High |
4,357.0 |
4,389.0 |
32.0 |
0.7% |
4,342.0 |
Low |
4,309.0 |
4,344.0 |
35.0 |
0.8% |
4,275.0 |
Close |
4,354.0 |
4,380.0 |
26.0 |
0.6% |
4,291.0 |
Range |
48.0 |
45.0 |
-3.0 |
-6.3% |
67.0 |
ATR |
52.7 |
52.1 |
-0.5 |
-1.0% |
0.0 |
Volume |
2,334,283 |
1,346,468 |
-987,815 |
-42.3% |
3,799,909 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,506.0 |
4,488.0 |
4,404.8 |
|
R3 |
4,461.0 |
4,443.0 |
4,392.4 |
|
R2 |
4,416.0 |
4,416.0 |
4,388.3 |
|
R1 |
4,398.0 |
4,398.0 |
4,384.1 |
4,407.0 |
PP |
4,371.0 |
4,371.0 |
4,371.0 |
4,375.5 |
S1 |
4,353.0 |
4,353.0 |
4,375.9 |
4,362.0 |
S2 |
4,326.0 |
4,326.0 |
4,371.8 |
|
S3 |
4,281.0 |
4,308.0 |
4,367.6 |
|
S4 |
4,236.0 |
4,263.0 |
4,355.3 |
|
|
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 |
4,389.0 |
4,275.0 |
114.0 |
2.6% |
40.8 |
0.9% |
92% |
True |
False |
1,470,662 |
10 |
4,389.0 |
4,230.0 |
159.0 |
3.6% |
44.7 |
1.0% |
94% |
True |
False |
1,123,641 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
51.6 |
1.2% |
85% |
False |
False |
982,320 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
49.5 |
1.1% |
85% |
False |
False |
857,627 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
54.1 |
1.2% |
94% |
False |
False |
848,135 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
59.2 |
1.4% |
94% |
False |
False |
747,074 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
55.0 |
1.3% |
94% |
False |
False |
599,339 |
120 |
4,409.0 |
3,728.0 |
681.0 |
15.5% |
53.6 |
1.2% |
96% |
False |
False |
500,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,580.3 |
2.618 |
4,506.8 |
1.618 |
4,461.8 |
1.000 |
4,434.0 |
0.618 |
4,416.8 |
HIGH |
4,389.0 |
0.618 |
4,371.8 |
0.500 |
4,366.5 |
0.382 |
4,361.2 |
LOW |
4,344.0 |
0.618 |
4,316.2 |
1.000 |
4,299.0 |
1.618 |
4,271.2 |
2.618 |
4,226.2 |
4.250 |
4,152.8 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,375.5 |
4,368.0 |
PP |
4,371.0 |
4,356.0 |
S1 |
4,366.5 |
4,344.0 |
|