Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,369.0 |
4,370.0 |
1.0 |
0.0% |
4,299.0 |
High |
4,378.0 |
4,392.0 |
14.0 |
0.3% |
4,392.0 |
Low |
4,334.0 |
4,361.0 |
27.0 |
0.6% |
4,299.0 |
Close |
4,369.0 |
4,385.0 |
16.0 |
0.4% |
4,385.0 |
Range |
44.0 |
31.0 |
-13.0 |
-29.5% |
93.0 |
ATR |
51.7 |
50.2 |
-1.5 |
-2.9% |
0.0 |
Volume |
770,389 |
104,273 |
-666,116 |
-86.5% |
6,505,574 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.3 |
4,459.7 |
4,402.1 |
|
R3 |
4,441.3 |
4,428.7 |
4,393.5 |
|
R2 |
4,410.3 |
4,410.3 |
4,390.7 |
|
R1 |
4,397.7 |
4,397.7 |
4,387.9 |
4,404.0 |
PP |
4,379.3 |
4,379.3 |
4,379.3 |
4,382.5 |
S1 |
4,366.7 |
4,366.7 |
4,382.2 |
4,373.0 |
S2 |
4,348.3 |
4,348.3 |
4,379.3 |
|
S3 |
4,317.3 |
4,335.7 |
4,376.5 |
|
S4 |
4,286.3 |
4,304.7 |
4,368.0 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,637.7 |
4,604.3 |
4,436.2 |
|
R3 |
4,544.7 |
4,511.3 |
4,410.6 |
|
R2 |
4,451.7 |
4,451.7 |
4,402.1 |
|
R1 |
4,418.3 |
4,418.3 |
4,393.5 |
4,435.0 |
PP |
4,358.7 |
4,358.7 |
4,358.7 |
4,367.0 |
S1 |
4,325.3 |
4,325.3 |
4,376.5 |
4,342.0 |
S2 |
4,265.7 |
4,265.7 |
4,368.0 |
|
S3 |
4,172.7 |
4,232.3 |
4,359.4 |
|
S4 |
4,079.7 |
4,139.3 |
4,333.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,392.0 |
4,299.0 |
93.0 |
2.1% |
41.0 |
0.9% |
92% |
True |
False |
1,301,114 |
10 |
4,392.0 |
4,275.0 |
117.0 |
2.7% |
40.7 |
0.9% |
94% |
True |
False |
1,030,548 |
20 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
50.4 |
1.1% |
88% |
False |
False |
954,153 |
40 |
4,409.0 |
4,216.0 |
193.0 |
4.4% |
49.6 |
1.1% |
88% |
False |
False |
846,451 |
60 |
4,409.0 |
4,034.0 |
375.0 |
8.6% |
50.3 |
1.1% |
94% |
False |
False |
812,120 |
80 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
59.4 |
1.4% |
95% |
False |
False |
757,501 |
100 |
4,409.0 |
3,914.0 |
495.0 |
11.3% |
55.4 |
1.3% |
95% |
False |
False |
607,975 |
120 |
4,409.0 |
3,728.0 |
681.0 |
15.5% |
53.5 |
1.2% |
96% |
False |
False |
507,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,523.8 |
2.618 |
4,473.2 |
1.618 |
4,442.2 |
1.000 |
4,423.0 |
0.618 |
4,411.2 |
HIGH |
4,392.0 |
0.618 |
4,380.2 |
0.500 |
4,376.5 |
0.382 |
4,372.8 |
LOW |
4,361.0 |
0.618 |
4,341.8 |
1.000 |
4,330.0 |
1.618 |
4,310.8 |
2.618 |
4,279.8 |
4.250 |
4,229.3 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,382.2 |
4,377.7 |
PP |
4,379.3 |
4,370.3 |
S1 |
4,376.5 |
4,363.0 |
|