Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,378.75 |
4,424.75 |
46.00 |
1.1% |
4,306.50 |
High |
4,441.00 |
4,453.35 |
12.35 |
0.3% |
4,453.35 |
Low |
4,350.00 |
4,415.25 |
65.25 |
1.5% |
4,305.25 |
Close |
4,426.50 |
4,453.35 |
26.85 |
0.6% |
4,453.35 |
Range |
91.00 |
38.10 |
-52.90 |
-58.1% |
148.10 |
ATR |
50.59 |
49.70 |
-0.89 |
-1.8% |
0.00 |
Volume |
486,414 |
38,996 |
-447,418 |
-92.0% |
4,266,019 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.00 |
4,542.25 |
4,474.25 |
|
R3 |
4,516.75 |
4,504.25 |
4,463.75 |
|
R2 |
4,478.75 |
4,478.75 |
4,460.25 |
|
R1 |
4,466.00 |
4,466.00 |
4,456.75 |
4,472.50 |
PP |
4,440.75 |
4,440.75 |
4,440.75 |
4,443.75 |
S1 |
4,428.00 |
4,428.00 |
4,449.75 |
4,434.25 |
S2 |
4,402.50 |
4,402.50 |
4,446.25 |
|
S3 |
4,364.50 |
4,389.75 |
4,442.75 |
|
S4 |
4,326.25 |
4,351.75 |
4,432.50 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,848.25 |
4,799.00 |
4,534.75 |
|
R3 |
4,700.25 |
4,650.75 |
4,494.00 |
|
R2 |
4,552.00 |
4,552.00 |
4,480.50 |
|
R1 |
4,502.75 |
4,502.75 |
4,467.00 |
4,527.50 |
PP |
4,404.00 |
4,404.00 |
4,404.00 |
4,416.25 |
S1 |
4,354.50 |
4,354.50 |
4,439.75 |
4,379.25 |
S2 |
4,256.00 |
4,256.00 |
4,426.25 |
|
S3 |
4,107.75 |
4,206.50 |
4,412.50 |
|
S4 |
3,959.75 |
4,058.50 |
4,372.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,453.35 |
4,305.25 |
148.10 |
3.3% |
53.50 |
1.2% |
100% |
True |
False |
853,203 |
10 |
4,453.35 |
4,262.75 |
190.60 |
4.3% |
44.25 |
1.0% |
100% |
True |
False |
1,324,907 |
20 |
4,453.35 |
4,114.00 |
339.35 |
7.6% |
48.75 |
1.1% |
100% |
True |
False |
1,574,669 |
40 |
4,453.35 |
4,062.25 |
391.10 |
8.8% |
50.00 |
1.1% |
100% |
True |
False |
1,565,760 |
60 |
4,453.35 |
3,937.00 |
516.35 |
11.6% |
49.25 |
1.1% |
100% |
True |
False |
1,547,650 |
80 |
4,453.35 |
3,839.25 |
614.10 |
13.8% |
56.25 |
1.3% |
100% |
True |
False |
1,435,568 |
100 |
4,453.35 |
3,839.25 |
614.10 |
13.8% |
58.25 |
1.3% |
100% |
True |
False |
1,149,355 |
120 |
4,453.35 |
3,838.00 |
615.35 |
13.8% |
59.50 |
1.3% |
100% |
True |
False |
958,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,615.25 |
2.618 |
4,553.00 |
1.618 |
4,515.00 |
1.000 |
4,491.50 |
0.618 |
4,477.00 |
HIGH |
4,453.25 |
0.618 |
4,438.75 |
0.500 |
4,434.25 |
0.382 |
4,429.75 |
LOW |
4,415.25 |
0.618 |
4,391.75 |
1.000 |
4,377.25 |
1.618 |
4,353.50 |
2.618 |
4,315.50 |
4.250 |
4,253.25 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,447.00 |
4,434.50 |
PP |
4,440.75 |
4,415.50 |
S1 |
4,434.25 |
4,396.50 |
|