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 |
4,297.75 |
4,306.50 |
8.75 |
0.2% |
4,288.00 |
High |
4,325.50 |
4,346.50 |
21.00 |
0.5% |
4,325.50 |
Low |
4,284.00 |
4,305.25 |
21.25 |
0.5% |
4,262.75 |
Close |
4,304.75 |
4,342.75 |
38.00 |
0.9% |
4,304.75 |
Range |
41.50 |
41.25 |
-0.25 |
-0.6% |
62.75 |
ATR |
47.71 |
47.29 |
-0.43 |
-0.9% |
0.00 |
Volume |
2,176,645 |
1,665,175 |
-511,470 |
-23.5% |
8,983,057 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,455.25 |
4,440.25 |
4,365.50 |
|
R3 |
4,414.00 |
4,399.00 |
4,354.00 |
|
R2 |
4,372.75 |
4,372.75 |
4,350.25 |
|
R1 |
4,357.75 |
4,357.75 |
4,346.50 |
4,365.25 |
PP |
4,331.50 |
4,331.50 |
4,331.50 |
4,335.25 |
S1 |
4,316.50 |
4,316.50 |
4,339.00 |
4,324.00 |
S2 |
4,290.25 |
4,290.25 |
4,335.25 |
|
S3 |
4,249.00 |
4,275.25 |
4,331.50 |
|
S4 |
4,207.75 |
4,234.00 |
4,320.00 |
|
|
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 |
4,346.50 |
4,262.75 |
83.75 |
1.9% |
36.75 |
0.8% |
96% |
True |
False |
1,795,894 |
10 |
4,346.50 |
4,174.00 |
172.50 |
4.0% |
43.50 |
1.0% |
98% |
True |
False |
1,856,834 |
20 |
4,346.50 |
4,114.00 |
232.50 |
5.4% |
46.25 |
1.1% |
98% |
True |
False |
1,736,699 |
40 |
4,346.50 |
4,062.25 |
284.25 |
6.5% |
48.00 |
1.1% |
99% |
True |
False |
1,645,412 |
60 |
4,346.50 |
3,897.25 |
449.25 |
10.3% |
51.25 |
1.2% |
99% |
True |
False |
1,627,264 |
80 |
4,346.50 |
3,839.25 |
507.25 |
11.7% |
56.50 |
1.3% |
99% |
True |
False |
1,403,310 |
100 |
4,346.50 |
3,839.25 |
507.25 |
11.7% |
58.50 |
1.3% |
99% |
True |
False |
1,123,445 |
120 |
4,346.50 |
3,821.50 |
525.00 |
12.1% |
60.25 |
1.4% |
99% |
True |
False |
936,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,521.75 |
2.618 |
4,454.50 |
1.618 |
4,413.25 |
1.000 |
4,387.75 |
0.618 |
4,372.00 |
HIGH |
4,346.50 |
0.618 |
4,330.75 |
0.500 |
4,326.00 |
0.382 |
4,321.00 |
LOW |
4,305.25 |
0.618 |
4,279.75 |
1.000 |
4,264.00 |
1.618 |
4,238.50 |
2.618 |
4,197.25 |
4.250 |
4,130.00 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,337.00 |
4,330.00 |
PP |
4,331.50 |
4,317.25 |
S1 |
4,326.00 |
4,304.50 |
|