Trading Metrics calculated at close of trading on 09-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,273.25 |
4,297.75 |
24.50 |
0.6% |
4,288.00 |
High |
4,302.50 |
4,325.50 |
23.00 |
0.5% |
4,325.50 |
Low |
4,262.75 |
4,284.00 |
21.25 |
0.5% |
4,262.75 |
Close |
4,298.25 |
4,304.75 |
6.50 |
0.2% |
4,304.75 |
Range |
39.75 |
41.50 |
1.75 |
4.4% |
62.75 |
ATR |
48.19 |
47.71 |
-0.48 |
-1.0% |
0.00 |
Volume |
1,664,333 |
2,176,645 |
512,312 |
30.8% |
8,983,057 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,429.25 |
4,408.50 |
4,327.50 |
|
R3 |
4,387.75 |
4,367.00 |
4,316.25 |
|
R2 |
4,346.25 |
4,346.25 |
4,312.25 |
|
R1 |
4,325.50 |
4,325.50 |
4,308.50 |
4,336.00 |
PP |
4,304.75 |
4,304.75 |
4,304.75 |
4,310.00 |
S1 |
4,284.00 |
4,284.00 |
4,301.00 |
4,294.50 |
S2 |
4,263.25 |
4,263.25 |
4,297.25 |
|
S3 |
4,221.75 |
4,242.50 |
4,293.25 |
|
S4 |
4,180.25 |
4,201.00 |
4,282.00 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,486.00 |
4,458.00 |
4,339.25 |
|
R3 |
4,423.25 |
4,395.25 |
4,322.00 |
|
R2 |
4,360.50 |
4,360.50 |
4,316.25 |
|
R1 |
4,332.50 |
4,332.50 |
4,310.50 |
4,346.50 |
PP |
4,297.75 |
4,297.75 |
4,297.75 |
4,304.50 |
S1 |
4,269.75 |
4,269.75 |
4,299.00 |
4,283.75 |
S2 |
4,235.00 |
4,235.00 |
4,293.25 |
|
S3 |
4,172.25 |
4,207.00 |
4,287.50 |
|
S4 |
4,109.50 |
4,144.25 |
4,270.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,325.50 |
4,262.75 |
62.75 |
1.5% |
35.25 |
0.8% |
67% |
True |
False |
1,796,611 |
10 |
4,325.50 |
4,146.00 |
179.50 |
4.2% |
46.75 |
1.1% |
88% |
True |
False |
1,864,759 |
20 |
4,325.50 |
4,111.75 |
213.75 |
5.0% |
46.75 |
1.1% |
90% |
True |
False |
1,725,170 |
40 |
4,325.50 |
4,062.25 |
263.25 |
6.1% |
48.25 |
1.1% |
92% |
True |
False |
1,650,855 |
60 |
4,325.50 |
3,895.00 |
430.50 |
10.0% |
52.25 |
1.2% |
95% |
True |
False |
1,641,310 |
80 |
4,325.50 |
3,839.25 |
486.25 |
11.3% |
56.50 |
1.3% |
96% |
True |
False |
1,382,541 |
100 |
4,325.50 |
3,839.25 |
486.25 |
11.3% |
59.00 |
1.4% |
96% |
True |
False |
1,106,819 |
120 |
4,325.50 |
3,821.50 |
504.00 |
11.7% |
60.50 |
1.4% |
96% |
True |
False |
922,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,502.00 |
2.618 |
4,434.25 |
1.618 |
4,392.75 |
1.000 |
4,367.00 |
0.618 |
4,351.25 |
HIGH |
4,325.50 |
0.618 |
4,309.75 |
0.500 |
4,304.75 |
0.382 |
4,299.75 |
LOW |
4,284.00 |
0.618 |
4,258.25 |
1.000 |
4,242.50 |
1.618 |
4,216.75 |
2.618 |
4,175.25 |
4.250 |
4,107.50 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,304.75 |
4,301.25 |
PP |
4,304.75 |
4,297.75 |
S1 |
4,304.75 |
4,294.00 |
|