Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,970.7 |
1,948.0 |
-22.7 |
-1.2% |
1,975.6 |
High |
1,971.8 |
1,950.4 |
-21.4 |
-1.1% |
1,985.9 |
Low |
1,940.8 |
1,929.3 |
-11.5 |
-0.6% |
1,936.1 |
Close |
1,947.7 |
1,944.9 |
-2.8 |
-0.1% |
1,971.2 |
Range |
31.0 |
21.1 |
-9.9 |
-31.9% |
49.8 |
ATR |
26.5 |
26.1 |
-0.4 |
-1.4% |
0.0 |
Volume |
250,140 |
182,021 |
-68,119 |
-27.2% |
947,516 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.8 |
1,996.0 |
1,956.5 |
|
R3 |
1,983.7 |
1,974.9 |
1,950.7 |
|
R2 |
1,962.6 |
1,962.6 |
1,948.8 |
|
R1 |
1,953.8 |
1,953.8 |
1,946.8 |
1,947.7 |
PP |
1,941.5 |
1,941.5 |
1,941.5 |
1,938.5 |
S1 |
1,932.7 |
1,932.7 |
1,943.0 |
1,926.6 |
S2 |
1,920.4 |
1,920.4 |
1,941.0 |
|
S3 |
1,899.3 |
1,911.6 |
1,939.1 |
|
S4 |
1,878.2 |
1,890.5 |
1,933.3 |
|
|
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 |
1,980.4 |
1,929.3 |
51.1 |
2.6% |
25.0 |
1.3% |
31% |
False |
True |
211,747 |
10 |
1,987.8 |
1,929.3 |
58.5 |
3.0% |
25.5 |
1.3% |
27% |
False |
True |
189,145 |
20 |
2,006.2 |
1,929.3 |
76.9 |
4.0% |
25.8 |
1.3% |
20% |
False |
True |
172,580 |
40 |
2,102.2 |
1,929.3 |
172.9 |
8.9% |
27.1 |
1.4% |
9% |
False |
True |
102,212 |
60 |
2,102.2 |
1,929.3 |
172.9 |
8.9% |
27.9 |
1.4% |
9% |
False |
True |
69,654 |
80 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
28.6 |
1.5% |
39% |
False |
False |
52,973 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
27.7 |
1.4% |
39% |
False |
False |
42,634 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
26.9 |
1.4% |
39% |
False |
False |
35,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.1 |
2.618 |
2,005.6 |
1.618 |
1,984.5 |
1.000 |
1,971.5 |
0.618 |
1,963.4 |
HIGH |
1,950.4 |
0.618 |
1,942.3 |
0.500 |
1,939.9 |
0.382 |
1,937.4 |
LOW |
1,929.3 |
0.618 |
1,916.3 |
1.000 |
1,908.2 |
1.618 |
1,895.2 |
2.618 |
1,874.1 |
4.250 |
1,839.6 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,943.2 |
1,954.9 |
PP |
1,941.5 |
1,951.5 |
S1 |
1,939.9 |
1,948.2 |
|