Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,328.0 |
4,362.0 |
34.0 |
0.8% |
4,360.0 |
High |
4,363.0 |
4,383.0 |
20.0 |
0.5% |
4,365.0 |
Low |
4,328.0 |
4,337.0 |
9.0 |
0.2% |
4,301.0 |
Close |
4,344.0 |
4,381.0 |
37.0 |
0.9% |
4,317.0 |
Range |
35.0 |
46.0 |
11.0 |
31.4% |
64.0 |
ATR |
47.9 |
47.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,366,161 |
1,864,104 |
497,943 |
36.4% |
685,376 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.0 |
4,489.0 |
4,406.3 |
|
R3 |
4,459.0 |
4,443.0 |
4,393.7 |
|
R2 |
4,413.0 |
4,413.0 |
4,389.4 |
|
R1 |
4,397.0 |
4,397.0 |
4,385.2 |
4,405.0 |
PP |
4,367.0 |
4,367.0 |
4,367.0 |
4,371.0 |
S1 |
4,351.0 |
4,351.0 |
4,376.8 |
4,359.0 |
S2 |
4,321.0 |
4,321.0 |
4,372.6 |
|
S3 |
4,275.0 |
4,305.0 |
4,368.4 |
|
S4 |
4,229.0 |
4,259.0 |
4,355.7 |
|
|
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 |
4,383.0 |
4,301.0 |
82.0 |
1.9% |
36.6 |
0.8% |
98% |
True |
False |
772,900 |
10 |
4,383.0 |
4,241.0 |
142.0 |
3.2% |
44.6 |
1.0% |
99% |
True |
False |
395,406 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
44.9 |
1.0% |
73% |
False |
False |
199,124 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
39.7 |
0.9% |
73% |
False |
False |
100,696 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
41.3 |
0.9% |
89% |
False |
False |
67,728 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
33.5 |
0.8% |
89% |
False |
False |
50,802 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
26.8 |
0.6% |
89% |
False |
False |
40,642 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.7% |
22.3 |
0.5% |
92% |
False |
False |
33,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,578.5 |
2.618 |
4,503.4 |
1.618 |
4,457.4 |
1.000 |
4,429.0 |
0.618 |
4,411.4 |
HIGH |
4,383.0 |
0.618 |
4,365.4 |
0.500 |
4,360.0 |
0.382 |
4,354.6 |
LOW |
4,337.0 |
0.618 |
4,308.6 |
1.000 |
4,291.0 |
1.618 |
4,262.6 |
2.618 |
4,216.6 |
4.250 |
4,141.5 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,374.0 |
4,368.5 |
PP |
4,367.0 |
4,356.0 |
S1 |
4,360.0 |
4,343.5 |
|