Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,970.3 |
1,970.7 |
0.4 |
0.0% |
1,975.6 |
High |
1,980.4 |
1,971.8 |
-8.6 |
-0.4% |
1,985.9 |
Low |
1,965.4 |
1,940.8 |
-24.6 |
-1.3% |
1,936.1 |
Close |
1,971.2 |
1,947.7 |
-23.5 |
-1.2% |
1,971.2 |
Range |
15.0 |
31.0 |
16.0 |
106.7% |
49.8 |
ATR |
26.1 |
26.5 |
0.3 |
1.3% |
0.0 |
Volume |
160,514 |
250,140 |
89,626 |
55.8% |
947,516 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.4 |
2,028.1 |
1,964.8 |
|
R3 |
2,015.4 |
1,997.1 |
1,956.2 |
|
R2 |
1,984.4 |
1,984.4 |
1,953.4 |
|
R1 |
1,966.1 |
1,966.1 |
1,950.5 |
1,959.8 |
PP |
1,953.4 |
1,953.4 |
1,953.4 |
1,950.3 |
S1 |
1,935.1 |
1,935.1 |
1,944.9 |
1,928.8 |
S2 |
1,922.4 |
1,922.4 |
1,942.0 |
|
S3 |
1,891.4 |
1,904.1 |
1,939.2 |
|
S4 |
1,860.4 |
1,873.1 |
1,930.7 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,113.8 |
2,092.3 |
1,998.6 |
|
R3 |
2,064.0 |
2,042.5 |
1,984.9 |
|
R2 |
2,014.2 |
2,014.2 |
1,980.3 |
|
R1 |
1,992.7 |
1,992.7 |
1,975.8 |
1,978.6 |
PP |
1,964.4 |
1,964.4 |
1,964.4 |
1,957.3 |
S1 |
1,942.9 |
1,942.9 |
1,966.6 |
1,928.8 |
S2 |
1,914.6 |
1,914.6 |
1,962.1 |
|
S3 |
1,864.8 |
1,893.1 |
1,957.5 |
|
S4 |
1,815.0 |
1,843.3 |
1,943.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,985.9 |
1,936.1 |
49.8 |
2.6% |
27.4 |
1.4% |
23% |
False |
False |
215,022 |
10 |
1,987.8 |
1,936.1 |
51.7 |
2.7% |
24.6 |
1.3% |
22% |
False |
False |
184,543 |
20 |
2,006.2 |
1,936.1 |
70.1 |
3.6% |
25.4 |
1.3% |
17% |
False |
False |
165,898 |
40 |
2,102.2 |
1,936.1 |
166.1 |
8.5% |
27.0 |
1.4% |
7% |
False |
False |
97,805 |
60 |
2,102.2 |
1,936.1 |
166.1 |
8.5% |
28.0 |
1.4% |
7% |
False |
False |
66,668 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
28.6 |
1.5% |
40% |
False |
False |
50,714 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
27.8 |
1.4% |
40% |
False |
False |
40,823 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
26.9 |
1.4% |
40% |
False |
False |
34,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,103.6 |
2.618 |
2,053.0 |
1.618 |
2,022.0 |
1.000 |
2,002.8 |
0.618 |
1,991.0 |
HIGH |
1,971.8 |
0.618 |
1,960.0 |
0.500 |
1,956.3 |
0.382 |
1,952.6 |
LOW |
1,940.8 |
0.618 |
1,921.6 |
1.000 |
1,909.8 |
1.618 |
1,890.6 |
2.618 |
1,859.6 |
4.250 |
1,809.1 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,956.3 |
1,958.3 |
PP |
1,953.4 |
1,954.7 |
S1 |
1,950.6 |
1,951.2 |
|