Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,943.3 |
1,923.5 |
-19.8 |
-1.0% |
1,970.7 |
High |
1,945.1 |
1,949.0 |
3.9 |
0.2% |
1,971.8 |
Low |
1,922.0 |
1,919.5 |
-2.5 |
-0.1% |
1,919.5 |
Close |
1,923.7 |
1,929.6 |
5.9 |
0.3% |
1,929.6 |
Range |
23.1 |
29.5 |
6.4 |
27.7% |
52.3 |
ATR |
25.9 |
26.1 |
0.3 |
1.0% |
0.0 |
Volume |
171,779 |
186,861 |
15,082 |
8.8% |
790,801 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.2 |
2,004.9 |
1,945.8 |
|
R3 |
1,991.7 |
1,975.4 |
1,937.7 |
|
R2 |
1,962.2 |
1,962.2 |
1,935.0 |
|
R1 |
1,945.9 |
1,945.9 |
1,932.3 |
1,954.1 |
PP |
1,932.7 |
1,932.7 |
1,932.7 |
1,936.8 |
S1 |
1,916.4 |
1,916.4 |
1,926.9 |
1,924.6 |
S2 |
1,903.2 |
1,903.2 |
1,924.2 |
|
S3 |
1,873.7 |
1,886.9 |
1,921.5 |
|
S4 |
1,844.2 |
1,857.4 |
1,913.4 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.2 |
2,065.7 |
1,958.4 |
|
R3 |
2,044.9 |
2,013.4 |
1,944.0 |
|
R2 |
1,992.6 |
1,992.6 |
1,939.2 |
|
R1 |
1,961.1 |
1,961.1 |
1,934.4 |
1,950.7 |
PP |
1,940.3 |
1,940.3 |
1,940.3 |
1,935.1 |
S1 |
1,908.8 |
1,908.8 |
1,924.8 |
1,898.4 |
S2 |
1,888.0 |
1,888.0 |
1,920.0 |
|
S3 |
1,835.7 |
1,856.5 |
1,915.2 |
|
S4 |
1,783.4 |
1,804.2 |
1,900.8 |
|
|
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 |
1,919.5 |
60.9 |
3.2% |
23.9 |
1.2% |
17% |
False |
True |
190,263 |
10 |
1,987.8 |
1,919.5 |
68.3 |
3.5% |
24.6 |
1.3% |
15% |
False |
True |
186,872 |
20 |
2,000.7 |
1,919.5 |
81.2 |
4.2% |
25.7 |
1.3% |
12% |
False |
True |
183,378 |
40 |
2,102.2 |
1,919.5 |
182.7 |
9.5% |
27.1 |
1.4% |
6% |
False |
True |
110,646 |
60 |
2,102.2 |
1,919.5 |
182.7 |
9.5% |
27.7 |
1.4% |
6% |
False |
True |
75,529 |
80 |
2,102.2 |
1,848.6 |
253.6 |
13.1% |
28.7 |
1.5% |
32% |
False |
False |
57,374 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
28.0 |
1.4% |
33% |
False |
False |
46,210 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.1 |
1.4% |
33% |
False |
False |
38,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.4 |
2.618 |
2,026.2 |
1.618 |
1,996.7 |
1.000 |
1,978.5 |
0.618 |
1,967.2 |
HIGH |
1,949.0 |
0.618 |
1,937.7 |
0.500 |
1,934.3 |
0.382 |
1,930.8 |
LOW |
1,919.5 |
0.618 |
1,901.3 |
1.000 |
1,890.0 |
1.618 |
1,871.8 |
2.618 |
1,842.3 |
4.250 |
1,794.1 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,934.3 |
1,935.0 |
PP |
1,932.7 |
1,933.2 |
S1 |
1,931.2 |
1,931.4 |
|