Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,352.0 |
4,369.0 |
17.0 |
0.4% |
4,328.0 |
High |
4,389.0 |
4,378.0 |
-11.0 |
-0.3% |
4,342.0 |
Low |
4,344.0 |
4,334.0 |
-10.0 |
-0.2% |
4,275.0 |
Close |
4,380.0 |
4,369.0 |
-11.0 |
-0.3% |
4,291.0 |
Range |
45.0 |
44.0 |
-1.0 |
-2.2% |
67.0 |
ATR |
52.1 |
51.7 |
-0.4 |
-0.8% |
0.0 |
Volume |
1,346,468 |
770,389 |
-576,079 |
-42.8% |
3,799,909 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,492.3 |
4,474.7 |
4,393.2 |
|
R3 |
4,448.3 |
4,430.7 |
4,381.1 |
|
R2 |
4,404.3 |
4,404.3 |
4,377.1 |
|
R1 |
4,386.7 |
4,386.7 |
4,373.0 |
4,391.0 |
PP |
4,360.3 |
4,360.3 |
4,360.3 |
4,362.5 |
S1 |
4,342.7 |
4,342.7 |
4,365.0 |
4,347.0 |
S2 |
4,316.3 |
4,316.3 |
4,360.9 |
|
S3 |
4,272.3 |
4,298.7 |
4,356.9 |
|
S4 |
4,228.3 |
4,254.7 |
4,344.8 |
|
|
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 |
4,277.0 |
112.0 |
2.6% |
41.8 |
1.0% |
82% |
False |
False |
1,476,253 |
10 |
4,389.0 |
4,270.0 |
119.0 |
2.7% |
44.3 |
1.0% |
83% |
False |
False |
1,110,400 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
51.0 |
1.2% |
79% |
False |
False |
989,057 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
49.7 |
1.1% |
79% |
False |
False |
859,686 |
60 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
52.6 |
1.2% |
92% |
False |
False |
833,985 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
59.3 |
1.4% |
92% |
False |
False |
756,515 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
55.3 |
1.3% |
92% |
False |
False |
606,982 |
120 |
4,409.0 |
3,728.0 |
681.0 |
15.6% |
53.3 |
1.2% |
94% |
False |
False |
506,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,565.0 |
2.618 |
4,493.2 |
1.618 |
4,449.2 |
1.000 |
4,422.0 |
0.618 |
4,405.2 |
HIGH |
4,378.0 |
0.618 |
4,361.2 |
0.500 |
4,356.0 |
0.382 |
4,350.8 |
LOW |
4,334.0 |
0.618 |
4,306.8 |
1.000 |
4,290.0 |
1.618 |
4,262.8 |
2.618 |
4,218.8 |
4.250 |
4,147.0 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,364.7 |
4,362.3 |
PP |
4,360.3 |
4,355.7 |
S1 |
4,356.0 |
4,349.0 |
|