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 |
4,306.50 |
4,345.00 |
38.50 |
0.9% |
4,288.00 |
High |
4,346.50 |
4,377.75 |
31.25 |
0.7% |
4,325.50 |
Low |
4,305.25 |
4,335.75 |
30.50 |
0.7% |
4,262.75 |
Close |
4,342.75 |
4,371.75 |
29.00 |
0.7% |
4,304.75 |
Range |
41.25 |
42.00 |
0.75 |
1.8% |
62.75 |
ATR |
47.29 |
46.91 |
-0.38 |
-0.8% |
0.00 |
Volume |
1,665,175 |
1,317,118 |
-348,057 |
-20.9% |
8,983,057 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,487.75 |
4,471.75 |
4,394.75 |
|
R3 |
4,445.75 |
4,429.75 |
4,383.25 |
|
R2 |
4,403.75 |
4,403.75 |
4,379.50 |
|
R1 |
4,387.75 |
4,387.75 |
4,375.50 |
4,395.75 |
PP |
4,361.75 |
4,361.75 |
4,361.75 |
4,365.75 |
S1 |
4,345.75 |
4,345.75 |
4,368.00 |
4,353.75 |
S2 |
4,319.75 |
4,319.75 |
4,364.00 |
|
S3 |
4,277.75 |
4,303.75 |
4,360.25 |
|
S4 |
4,235.75 |
4,261.75 |
4,348.75 |
|
|
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 |
4,377.75 |
4,262.75 |
115.00 |
2.6% |
40.00 |
0.9% |
95% |
True |
False |
1,749,693 |
10 |
4,377.75 |
4,174.00 |
203.75 |
4.7% |
43.25 |
1.0% |
97% |
True |
False |
1,792,788 |
20 |
4,377.75 |
4,114.00 |
263.75 |
6.0% |
46.50 |
1.1% |
98% |
True |
False |
1,743,596 |
40 |
4,377.75 |
4,062.25 |
315.50 |
7.2% |
48.25 |
1.1% |
98% |
True |
False |
1,645,886 |
60 |
4,377.75 |
3,897.25 |
480.50 |
11.0% |
50.50 |
1.2% |
99% |
True |
False |
1,612,145 |
80 |
4,377.75 |
3,839.25 |
538.50 |
12.3% |
56.00 |
1.3% |
99% |
True |
False |
1,419,716 |
100 |
4,377.75 |
3,839.25 |
538.50 |
12.3% |
58.50 |
1.3% |
99% |
True |
False |
1,136,596 |
120 |
4,377.75 |
3,821.50 |
556.25 |
12.7% |
60.00 |
1.4% |
99% |
True |
False |
947,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,556.25 |
2.618 |
4,487.75 |
1.618 |
4,445.75 |
1.000 |
4,419.75 |
0.618 |
4,403.75 |
HIGH |
4,377.75 |
0.618 |
4,361.75 |
0.500 |
4,356.75 |
0.382 |
4,351.75 |
LOW |
4,335.75 |
0.618 |
4,309.75 |
1.000 |
4,293.75 |
1.618 |
4,267.75 |
2.618 |
4,225.75 |
4.250 |
4,157.25 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,366.75 |
4,358.00 |
PP |
4,361.75 |
4,344.50 |
S1 |
4,356.75 |
4,331.00 |
|