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 |
7,584.0 |
7,587.0 |
3.0 |
0.0% |
7,629.5 |
High |
7,610.0 |
7,614.5 |
4.5 |
0.1% |
7,661.0 |
Low |
7,560.0 |
7,556.5 |
-3.5 |
0.0% |
7,550.5 |
Close |
7,568.0 |
7,601.5 |
33.5 |
0.4% |
7,565.0 |
Range |
50.0 |
58.0 |
8.0 |
16.0% |
110.5 |
ATR |
77.4 |
76.0 |
-1.4 |
-1.8% |
0.0 |
Volume |
396,821 |
382,450 |
-14,371 |
-3.6% |
564,753 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,765.0 |
7,741.0 |
7,633.5 |
|
R3 |
7,707.0 |
7,683.0 |
7,617.5 |
|
R2 |
7,649.0 |
7,649.0 |
7,612.0 |
|
R1 |
7,625.0 |
7,625.0 |
7,607.0 |
7,637.0 |
PP |
7,591.0 |
7,591.0 |
7,591.0 |
7,597.0 |
S1 |
7,567.0 |
7,567.0 |
7,596.0 |
7,579.0 |
S2 |
7,533.0 |
7,533.0 |
7,591.0 |
|
S3 |
7,475.0 |
7,509.0 |
7,585.5 |
|
S4 |
7,417.0 |
7,451.0 |
7,569.5 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,923.5 |
7,855.0 |
7,626.0 |
|
R3 |
7,813.0 |
7,744.5 |
7,595.5 |
|
R2 |
7,702.5 |
7,702.5 |
7,585.5 |
|
R1 |
7,634.0 |
7,634.0 |
7,575.0 |
7,613.0 |
PP |
7,592.0 |
7,592.0 |
7,592.0 |
7,582.0 |
S1 |
7,523.5 |
7,523.5 |
7,555.0 |
7,502.5 |
S2 |
7,481.5 |
7,481.5 |
7,544.5 |
|
S3 |
7,371.0 |
7,413.0 |
7,534.5 |
|
S4 |
7,260.5 |
7,302.5 |
7,504.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,652.5 |
7,550.5 |
102.0 |
1.3% |
56.5 |
0.7% |
50% |
False |
False |
231,462 |
10 |
7,661.0 |
7,442.0 |
219.0 |
2.9% |
75.5 |
1.0% |
73% |
False |
False |
172,762 |
20 |
7,810.0 |
7,442.0 |
368.0 |
4.8% |
77.0 |
1.0% |
43% |
False |
False |
135,605 |
40 |
7,935.5 |
7,442.0 |
493.5 |
6.5% |
70.5 |
0.9% |
32% |
False |
False |
99,396 |
60 |
7,935.5 |
7,198.0 |
737.5 |
9.7% |
81.0 |
1.1% |
55% |
False |
False |
93,666 |
80 |
7,980.0 |
7,198.0 |
782.0 |
10.3% |
79.5 |
1.0% |
52% |
False |
False |
80,095 |
100 |
7,980.0 |
7,198.0 |
782.0 |
10.3% |
68.5 |
0.9% |
52% |
False |
False |
64,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,861.0 |
2.618 |
7,766.5 |
1.618 |
7,708.5 |
1.000 |
7,672.5 |
0.618 |
7,650.5 |
HIGH |
7,614.5 |
0.618 |
7,592.5 |
0.500 |
7,585.5 |
0.382 |
7,578.5 |
LOW |
7,556.5 |
0.618 |
7,520.5 |
1.000 |
7,498.5 |
1.618 |
7,462.5 |
2.618 |
7,404.5 |
4.250 |
7,310.0 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,596.0 |
7,597.0 |
PP |
7,591.0 |
7,592.0 |
S1 |
7,585.5 |
7,587.5 |
|