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 |
1,975.6 |
1,971.4 |
-4.2 |
-0.2% |
1,962.3 |
High |
1,981.4 |
1,985.9 |
4.5 |
0.2% |
1,987.8 |
Low |
1,963.1 |
1,953.0 |
-10.1 |
-0.5% |
1,953.8 |
Close |
1,969.7 |
1,958.6 |
-11.1 |
-0.6% |
1,977.2 |
Range |
18.3 |
32.9 |
14.6 |
79.8% |
34.0 |
ATR |
26.1 |
26.6 |
0.5 |
1.9% |
0.0 |
Volume |
122,542 |
198,397 |
75,855 |
61.9% |
827,760 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,064.5 |
2,044.5 |
1,976.7 |
|
R3 |
2,031.6 |
2,011.6 |
1,967.6 |
|
R2 |
1,998.7 |
1,998.7 |
1,964.6 |
|
R1 |
1,978.7 |
1,978.7 |
1,961.6 |
1,972.3 |
PP |
1,965.8 |
1,965.8 |
1,965.8 |
1,962.6 |
S1 |
1,945.8 |
1,945.8 |
1,955.6 |
1,939.4 |
S2 |
1,932.9 |
1,932.9 |
1,952.6 |
|
S3 |
1,900.0 |
1,912.9 |
1,949.6 |
|
S4 |
1,867.1 |
1,880.0 |
1,940.5 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.9 |
2,060.1 |
1,995.9 |
|
R3 |
2,040.9 |
2,026.1 |
1,986.6 |
|
R2 |
2,006.9 |
2,006.9 |
1,983.4 |
|
R1 |
1,992.1 |
1,992.1 |
1,980.3 |
1,999.5 |
PP |
1,972.9 |
1,972.9 |
1,972.9 |
1,976.7 |
S1 |
1,958.1 |
1,958.1 |
1,974.1 |
1,965.5 |
S2 |
1,938.9 |
1,938.9 |
1,971.0 |
|
S3 |
1,904.9 |
1,924.1 |
1,967.9 |
|
S4 |
1,870.9 |
1,890.1 |
1,958.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,987.8 |
1,953.0 |
34.8 |
1.8% |
25.9 |
1.3% |
16% |
False |
True |
166,543 |
10 |
2,000.7 |
1,953.0 |
47.7 |
2.4% |
25.8 |
1.3% |
12% |
False |
True |
174,305 |
20 |
2,042.0 |
1,949.6 |
92.4 |
4.7% |
26.1 |
1.3% |
10% |
False |
False |
128,336 |
40 |
2,102.2 |
1,949.6 |
152.6 |
7.8% |
27.3 |
1.4% |
6% |
False |
False |
76,334 |
60 |
2,102.2 |
1,949.6 |
152.6 |
7.8% |
29.1 |
1.5% |
6% |
False |
False |
52,234 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
28.2 |
1.4% |
44% |
False |
False |
39,796 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
27.7 |
1.4% |
44% |
False |
False |
32,143 |
120 |
2,102.2 |
1,840.0 |
262.2 |
13.4% |
26.8 |
1.4% |
45% |
False |
False |
26,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,125.7 |
2.618 |
2,072.0 |
1.618 |
2,039.1 |
1.000 |
2,018.8 |
0.618 |
2,006.2 |
HIGH |
1,985.9 |
0.618 |
1,973.3 |
0.500 |
1,969.5 |
0.382 |
1,965.6 |
LOW |
1,953.0 |
0.618 |
1,932.7 |
1.000 |
1,920.1 |
1.618 |
1,899.8 |
2.618 |
1,866.9 |
4.250 |
1,813.2 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,969.5 |
1,970.4 |
PP |
1,965.8 |
1,966.5 |
S1 |
1,962.2 |
1,962.5 |
|