Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,345.00 |
4,372.00 |
27.00 |
0.6% |
4,288.00 |
High |
4,377.75 |
4,394.75 |
17.00 |
0.4% |
4,325.50 |
Low |
4,335.75 |
4,339.75 |
4.00 |
0.1% |
4,262.75 |
Close |
4,371.75 |
4,374.25 |
2.50 |
0.1% |
4,304.75 |
Range |
42.00 |
55.00 |
13.00 |
31.0% |
62.75 |
ATR |
46.91 |
47.49 |
0.58 |
1.2% |
0.00 |
Volume |
1,317,118 |
758,316 |
-558,802 |
-42.4% |
8,983,057 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,534.50 |
4,509.50 |
4,404.50 |
|
R3 |
4,479.50 |
4,454.50 |
4,389.50 |
|
R2 |
4,424.50 |
4,424.50 |
4,384.25 |
|
R1 |
4,399.50 |
4,399.50 |
4,379.25 |
4,412.00 |
PP |
4,369.50 |
4,369.50 |
4,369.50 |
4,376.00 |
S1 |
4,344.50 |
4,344.50 |
4,369.25 |
4,357.00 |
S2 |
4,314.50 |
4,314.50 |
4,364.25 |
|
S3 |
4,259.50 |
4,289.50 |
4,359.00 |
|
S4 |
4,204.50 |
4,234.50 |
4,344.00 |
|
|
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 |
4,394.75 |
4,262.75 |
132.00 |
3.0% |
44.00 |
1.0% |
84% |
True |
False |
1,516,317 |
10 |
4,394.75 |
4,178.00 |
216.75 |
5.0% |
44.50 |
1.0% |
91% |
True |
False |
1,654,763 |
20 |
4,394.75 |
4,114.00 |
280.75 |
6.4% |
47.75 |
1.1% |
93% |
True |
False |
1,715,678 |
40 |
4,394.75 |
4,062.25 |
332.50 |
7.6% |
48.75 |
1.1% |
94% |
True |
False |
1,629,149 |
60 |
4,394.75 |
3,937.00 |
457.75 |
10.5% |
50.00 |
1.1% |
96% |
True |
False |
1,594,470 |
80 |
4,394.75 |
3,839.25 |
555.50 |
12.7% |
56.25 |
1.3% |
96% |
True |
False |
1,429,151 |
100 |
4,394.75 |
3,839.25 |
555.50 |
12.7% |
58.25 |
1.3% |
96% |
True |
False |
1,144,149 |
120 |
4,394.75 |
3,821.50 |
573.25 |
13.1% |
60.00 |
1.4% |
96% |
True |
False |
953,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,628.50 |
2.618 |
4,538.75 |
1.618 |
4,483.75 |
1.000 |
4,449.75 |
0.618 |
4,428.75 |
HIGH |
4,394.75 |
0.618 |
4,373.75 |
0.500 |
4,367.25 |
0.382 |
4,360.75 |
LOW |
4,339.75 |
0.618 |
4,305.75 |
1.000 |
4,284.75 |
1.618 |
4,250.75 |
2.618 |
4,195.75 |
4.250 |
4,106.00 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,372.00 |
4,366.25 |
PP |
4,369.50 |
4,358.00 |
S1 |
4,367.25 |
4,350.00 |
|