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 |
14,517.00 |
14,560.25 |
43.25 |
0.3% |
14,577.00 |
High |
14,687.50 |
14,827.00 |
139.50 |
0.9% |
14,694.75 |
Low |
14,460.25 |
14,554.25 |
94.00 |
0.7% |
14,256.75 |
Close |
14,556.25 |
14,800.50 |
244.25 |
1.7% |
14,556.25 |
Range |
227.25 |
272.75 |
45.50 |
20.0% |
438.00 |
ATR |
230.38 |
233.40 |
3.03 |
1.3% |
0.00 |
Volume |
581,386 |
397,388 |
-183,998 |
-31.6% |
3,175,605 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,545.50 |
15,445.75 |
14,950.50 |
|
R3 |
15,272.75 |
15,173.00 |
14,875.50 |
|
R2 |
15,000.00 |
15,000.00 |
14,850.50 |
|
R1 |
14,900.25 |
14,900.25 |
14,825.50 |
14,950.00 |
PP |
14,727.25 |
14,727.25 |
14,727.25 |
14,752.25 |
S1 |
14,627.50 |
14,627.50 |
14,775.50 |
14,677.50 |
S2 |
14,454.50 |
14,454.50 |
14,750.50 |
|
S3 |
14,181.75 |
14,354.75 |
14,725.50 |
|
S4 |
13,909.00 |
14,082.00 |
14,650.50 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,816.50 |
15,624.50 |
14,797.25 |
|
R3 |
15,378.50 |
15,186.50 |
14,676.75 |
|
R2 |
14,940.50 |
14,940.50 |
14,636.50 |
|
R1 |
14,748.50 |
14,748.50 |
14,596.50 |
14,625.50 |
PP |
14,502.50 |
14,502.50 |
14,502.50 |
14,441.00 |
S1 |
14,310.50 |
14,310.50 |
14,516.00 |
14,187.50 |
S2 |
14,064.50 |
14,064.50 |
14,476.00 |
|
S3 |
13,626.50 |
13,872.50 |
14,435.75 |
|
S4 |
13,188.50 |
13,434.50 |
14,315.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,827.00 |
14,256.75 |
570.25 |
3.9% |
251.75 |
1.7% |
95% |
True |
False |
590,780 |
10 |
14,827.00 |
14,248.25 |
578.75 |
3.9% |
229.00 |
1.5% |
95% |
True |
False |
638,123 |
20 |
14,827.00 |
13,350.00 |
1,477.00 |
10.0% |
227.50 |
1.5% |
98% |
True |
False |
645,967 |
40 |
14,827.00 |
12,800.00 |
2,027.00 |
13.7% |
206.50 |
1.4% |
99% |
True |
False |
637,055 |
60 |
14,827.00 |
12,525.25 |
2,301.75 |
15.6% |
216.25 |
1.5% |
99% |
True |
False |
631,087 |
80 |
14,827.00 |
11,806.25 |
3,020.75 |
20.4% |
230.00 |
1.6% |
99% |
True |
False |
517,862 |
100 |
14,827.00 |
11,429.75 |
3,397.25 |
23.0% |
242.75 |
1.6% |
99% |
True |
False |
414,489 |
120 |
14,827.00 |
10,870.00 |
3,957.00 |
26.7% |
246.00 |
1.7% |
99% |
True |
False |
345,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,986.25 |
2.618 |
15,541.00 |
1.618 |
15,268.25 |
1.000 |
15,099.75 |
0.618 |
14,995.50 |
HIGH |
14,827.00 |
0.618 |
14,722.75 |
0.500 |
14,690.50 |
0.382 |
14,658.50 |
LOW |
14,554.25 |
0.618 |
14,385.75 |
1.000 |
14,281.50 |
1.618 |
14,113.00 |
2.618 |
13,840.25 |
4.250 |
13,395.00 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,764.00 |
14,714.25 |
PP |
14,727.25 |
14,628.00 |
S1 |
14,690.50 |
14,542.00 |
|