Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,372.00 |
4,378.75 |
6.75 |
0.2% |
4,288.00 |
High |
4,394.75 |
4,441.00 |
46.25 |
1.1% |
4,325.50 |
Low |
4,339.75 |
4,350.00 |
10.25 |
0.2% |
4,262.75 |
Close |
4,374.25 |
4,426.50 |
52.25 |
1.2% |
4,304.75 |
Range |
55.00 |
91.00 |
36.00 |
65.5% |
62.75 |
ATR |
47.49 |
50.59 |
3.11 |
6.5% |
0.00 |
Volume |
758,316 |
486,414 |
-271,902 |
-35.9% |
8,983,057 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.75 |
4,643.75 |
4,476.50 |
|
R3 |
4,587.75 |
4,552.75 |
4,451.50 |
|
R2 |
4,496.75 |
4,496.75 |
4,443.25 |
|
R1 |
4,461.75 |
4,461.75 |
4,434.75 |
4,479.25 |
PP |
4,405.75 |
4,405.75 |
4,405.75 |
4,414.50 |
S1 |
4,370.75 |
4,370.75 |
4,418.25 |
4,388.25 |
S2 |
4,314.75 |
4,314.75 |
4,409.75 |
|
S3 |
4,223.75 |
4,279.75 |
4,401.50 |
|
S4 |
4,132.75 |
4,188.75 |
4,376.50 |
|
|
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 |
4,441.00 |
4,284.00 |
157.00 |
3.5% |
54.25 |
1.2% |
91% |
True |
False |
1,280,733 |
10 |
4,441.00 |
4,229.00 |
212.00 |
4.8% |
47.50 |
1.1% |
93% |
True |
False |
1,516,568 |
20 |
4,441.00 |
4,114.00 |
327.00 |
7.4% |
49.50 |
1.1% |
96% |
True |
False |
1,660,753 |
40 |
4,441.00 |
4,062.25 |
378.75 |
8.6% |
50.00 |
1.1% |
96% |
True |
False |
1,608,994 |
60 |
4,441.00 |
3,937.00 |
504.00 |
11.4% |
50.50 |
1.1% |
97% |
True |
False |
1,577,049 |
80 |
4,441.00 |
3,839.25 |
601.75 |
13.6% |
56.50 |
1.3% |
98% |
True |
False |
1,435,174 |
100 |
4,441.00 |
3,839.25 |
601.75 |
13.6% |
58.25 |
1.3% |
98% |
True |
False |
1,148,983 |
120 |
4,441.00 |
3,821.50 |
619.50 |
14.0% |
60.25 |
1.4% |
98% |
True |
False |
957,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,827.75 |
2.618 |
4,679.25 |
1.618 |
4,588.25 |
1.000 |
4,532.00 |
0.618 |
4,497.25 |
HIGH |
4,441.00 |
0.618 |
4,406.25 |
0.500 |
4,395.50 |
0.382 |
4,384.75 |
LOW |
4,350.00 |
0.618 |
4,293.75 |
1.000 |
4,259.00 |
1.618 |
4,202.75 |
2.618 |
4,111.75 |
4.250 |
3,963.25 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,416.25 |
4,413.75 |
PP |
4,405.75 |
4,401.00 |
S1 |
4,395.50 |
4,388.50 |
|