Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,335.0 |
4,328.0 |
-7.0 |
-0.2% |
4,360.0 |
High |
4,337.0 |
4,363.0 |
26.0 |
0.6% |
4,365.0 |
Low |
4,304.0 |
4,328.0 |
24.0 |
0.6% |
4,301.0 |
Close |
4,317.0 |
4,344.0 |
27.0 |
0.6% |
4,317.0 |
Range |
33.0 |
35.0 |
2.0 |
6.1% |
64.0 |
ATR |
48.1 |
47.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
365,852 |
1,366,161 |
1,000,309 |
273.4% |
685,376 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,450.0 |
4,432.0 |
4,363.3 |
|
R3 |
4,415.0 |
4,397.0 |
4,353.6 |
|
R2 |
4,380.0 |
4,380.0 |
4,350.4 |
|
R1 |
4,362.0 |
4,362.0 |
4,347.2 |
4,371.0 |
PP |
4,345.0 |
4,345.0 |
4,345.0 |
4,349.5 |
S1 |
4,327.0 |
4,327.0 |
4,340.8 |
4,336.0 |
S2 |
4,310.0 |
4,310.0 |
4,337.6 |
|
S3 |
4,275.0 |
4,292.0 |
4,334.4 |
|
S4 |
4,240.0 |
4,257.0 |
4,324.8 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.7 |
4,482.3 |
4,352.2 |
|
R3 |
4,455.7 |
4,418.3 |
4,334.6 |
|
R2 |
4,391.7 |
4,391.7 |
4,328.7 |
|
R1 |
4,354.3 |
4,354.3 |
4,322.9 |
4,341.0 |
PP |
4,327.7 |
4,327.7 |
4,327.7 |
4,321.0 |
S1 |
4,290.3 |
4,290.3 |
4,311.1 |
4,277.0 |
S2 |
4,263.7 |
4,263.7 |
4,305.3 |
|
S3 |
4,199.7 |
4,226.3 |
4,299.4 |
|
S4 |
4,135.7 |
4,162.3 |
4,281.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,363.0 |
4,301.0 |
62.0 |
1.4% |
34.0 |
0.8% |
69% |
True |
False |
403,379 |
10 |
4,367.0 |
4,241.0 |
126.0 |
2.9% |
45.4 |
1.0% |
82% |
False |
False |
209,539 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
43.7 |
1.0% |
53% |
False |
False |
106,023 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
39.1 |
0.9% |
53% |
False |
False |
54,106 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
41.9 |
1.0% |
81% |
False |
False |
36,660 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
32.9 |
0.8% |
81% |
False |
False |
27,501 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
26.3 |
0.6% |
81% |
False |
False |
22,001 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.8% |
21.9 |
0.5% |
87% |
False |
False |
18,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,511.8 |
2.618 |
4,454.6 |
1.618 |
4,419.6 |
1.000 |
4,398.0 |
0.618 |
4,384.6 |
HIGH |
4,363.0 |
0.618 |
4,349.6 |
0.500 |
4,345.5 |
0.382 |
4,341.4 |
LOW |
4,328.0 |
0.618 |
4,306.4 |
1.000 |
4,293.0 |
1.618 |
4,271.4 |
2.618 |
4,236.4 |
4.250 |
4,179.3 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,345.5 |
4,340.0 |
PP |
4,345.0 |
4,336.0 |
S1 |
4,344.5 |
4,332.0 |
|