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 |
1,957.2 |
1,955.7 |
-1.5 |
-0.1% |
1,962.3 |
High |
1,973.9 |
1,972.8 |
-1.1 |
-0.1% |
1,987.8 |
Low |
1,952.5 |
1,936.1 |
-16.4 |
-0.8% |
1,953.8 |
Close |
1,968.9 |
1,970.7 |
1.8 |
0.1% |
1,977.2 |
Range |
21.4 |
36.7 |
15.3 |
71.5% |
34.0 |
ATR |
26.2 |
27.0 |
0.7 |
2.9% |
0.0 |
Volume |
199,710 |
266,353 |
66,643 |
33.4% |
827,760 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.0 |
2,057.0 |
1,990.9 |
|
R3 |
2,033.3 |
2,020.3 |
1,980.8 |
|
R2 |
1,996.6 |
1,996.6 |
1,977.4 |
|
R1 |
1,983.6 |
1,983.6 |
1,974.1 |
1,990.1 |
PP |
1,959.9 |
1,959.9 |
1,959.9 |
1,963.1 |
S1 |
1,946.9 |
1,946.9 |
1,967.3 |
1,953.4 |
S2 |
1,923.2 |
1,923.2 |
1,964.0 |
|
S3 |
1,886.5 |
1,910.2 |
1,960.6 |
|
S4 |
1,849.8 |
1,873.5 |
1,950.5 |
|
|
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 |
1,936.1 |
51.7 |
2.6% |
25.2 |
1.3% |
67% |
False |
True |
183,482 |
10 |
2,000.5 |
1,936.1 |
64.4 |
3.3% |
26.4 |
1.3% |
54% |
False |
True |
182,445 |
20 |
2,007.3 |
1,936.1 |
71.2 |
3.6% |
26.4 |
1.3% |
49% |
False |
True |
148,401 |
40 |
2,102.2 |
1,936.1 |
166.1 |
8.4% |
27.2 |
1.4% |
21% |
False |
True |
87,722 |
60 |
2,102.2 |
1,936.1 |
166.1 |
8.4% |
28.6 |
1.4% |
21% |
False |
True |
59,915 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.4 |
1.4% |
49% |
False |
False |
45,595 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.9 |
1.4% |
49% |
False |
False |
36,761 |
120 |
2,102.2 |
1,840.0 |
262.2 |
13.3% |
26.9 |
1.4% |
50% |
False |
False |
30,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,128.8 |
2.618 |
2,068.9 |
1.618 |
2,032.2 |
1.000 |
2,009.5 |
0.618 |
1,995.5 |
HIGH |
1,972.8 |
0.618 |
1,958.8 |
0.500 |
1,954.5 |
0.382 |
1,950.1 |
LOW |
1,936.1 |
0.618 |
1,913.4 |
1.000 |
1,899.4 |
1.618 |
1,876.7 |
2.618 |
1,840.0 |
4.250 |
1,780.1 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,965.3 |
1,967.5 |
PP |
1,959.9 |
1,964.2 |
S1 |
1,954.5 |
1,961.0 |
|