Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,881.2 |
1,867.0 |
-14.2 |
-0.8% |
1,835.8 |
High |
1,884.7 |
1,885.3 |
0.6 |
0.0% |
1,899.9 |
Low |
1,862.9 |
1,860.4 |
-2.5 |
-0.1% |
1,798.5 |
Close |
1,868.4 |
1,876.7 |
8.3 |
0.4% |
1,868.4 |
Range |
21.8 |
24.9 |
3.1 |
14.2% |
101.4 |
ATR |
37.4 |
36.5 |
-0.9 |
-2.4% |
0.0 |
Volume |
259,845 |
321,960 |
62,115 |
23.9% |
1,339,353 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.8 |
1,937.7 |
1,890.4 |
|
R3 |
1,923.9 |
1,912.8 |
1,883.5 |
|
R2 |
1,899.0 |
1,899.0 |
1,881.3 |
|
R1 |
1,887.9 |
1,887.9 |
1,879.0 |
1,893.5 |
PP |
1,874.1 |
1,874.1 |
1,874.1 |
1,876.9 |
S1 |
1,863.0 |
1,863.0 |
1,874.4 |
1,868.6 |
S2 |
1,849.2 |
1,849.2 |
1,872.1 |
|
S3 |
1,824.3 |
1,838.1 |
1,869.9 |
|
S4 |
1,799.4 |
1,813.2 |
1,863.0 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,159.8 |
2,115.5 |
1,924.2 |
|
R3 |
2,058.4 |
2,014.1 |
1,896.3 |
|
R2 |
1,957.0 |
1,957.0 |
1,887.0 |
|
R1 |
1,912.7 |
1,912.7 |
1,877.7 |
1,934.9 |
PP |
1,855.6 |
1,855.6 |
1,855.6 |
1,866.7 |
S1 |
1,811.3 |
1,811.3 |
1,859.1 |
1,833.5 |
S2 |
1,754.2 |
1,754.2 |
1,849.8 |
|
S3 |
1,652.8 |
1,709.9 |
1,840.5 |
|
S4 |
1,551.4 |
1,608.5 |
1,812.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,899.9 |
1,802.5 |
97.4 |
5.2% |
36.9 |
2.0% |
76% |
False |
False |
278,942 |
10 |
1,899.9 |
1,738.5 |
161.4 |
8.6% |
39.3 |
2.1% |
86% |
False |
False |
264,370 |
20 |
1,899.9 |
1,738.5 |
161.4 |
8.6% |
36.6 |
2.0% |
86% |
False |
False |
240,065 |
40 |
1,899.9 |
1,707.9 |
192.0 |
10.2% |
34.7 |
1.8% |
88% |
False |
False |
211,732 |
60 |
1,899.9 |
1,703.0 |
196.9 |
10.5% |
36.4 |
1.9% |
88% |
False |
False |
207,054 |
80 |
1,988.0 |
1,703.0 |
285.0 |
15.2% |
38.7 |
2.1% |
61% |
False |
False |
182,071 |
100 |
2,033.3 |
1,703.0 |
330.3 |
17.6% |
38.3 |
2.0% |
53% |
False |
False |
145,710 |
120 |
2,033.3 |
1,703.0 |
330.3 |
17.6% |
38.0 |
2.0% |
53% |
False |
False |
121,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.1 |
2.618 |
1,950.5 |
1.618 |
1,925.6 |
1.000 |
1,910.2 |
0.618 |
1,900.7 |
HIGH |
1,885.3 |
0.618 |
1,875.8 |
0.500 |
1,872.9 |
0.382 |
1,869.9 |
LOW |
1,860.4 |
0.618 |
1,845.0 |
1.000 |
1,835.5 |
1.618 |
1,820.1 |
2.618 |
1,795.2 |
4.250 |
1,754.6 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,875.4 |
1,880.2 |
PP |
1,874.1 |
1,879.0 |
S1 |
1,872.9 |
1,877.9 |
|