Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,362.0 |
4,382.0 |
20.0 |
0.5% |
4,360.0 |
High |
4,383.0 |
4,416.0 |
33.0 |
0.8% |
4,365.0 |
Low |
4,337.0 |
4,370.0 |
33.0 |
0.8% |
4,301.0 |
Close |
4,381.0 |
4,407.0 |
26.0 |
0.6% |
4,317.0 |
Range |
46.0 |
46.0 |
0.0 |
0.0% |
64.0 |
ATR |
47.8 |
47.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,864,104 |
1,103,042 |
-761,062 |
-40.8% |
685,376 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,535.7 |
4,517.3 |
4,432.3 |
|
R3 |
4,489.7 |
4,471.3 |
4,419.7 |
|
R2 |
4,443.7 |
4,443.7 |
4,415.4 |
|
R1 |
4,425.3 |
4,425.3 |
4,411.2 |
4,434.5 |
PP |
4,397.7 |
4,397.7 |
4,397.7 |
4,402.3 |
S1 |
4,379.3 |
4,379.3 |
4,402.8 |
4,388.5 |
S2 |
4,351.7 |
4,351.7 |
4,398.6 |
|
S3 |
4,305.7 |
4,333.3 |
4,394.4 |
|
S4 |
4,259.7 |
4,287.3 |
4,381.7 |
|
|
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 |
4,416.0 |
4,301.0 |
115.0 |
2.6% |
39.4 |
0.9% |
92% |
True |
False |
970,457 |
10 |
4,416.0 |
4,257.0 |
159.0 |
3.6% |
42.3 |
1.0% |
94% |
True |
False |
502,424 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
45.9 |
1.0% |
86% |
False |
False |
254,250 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
40.6 |
0.9% |
86% |
False |
False |
128,272 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.5% |
40.6 |
0.9% |
94% |
False |
False |
86,112 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.5% |
34.1 |
0.8% |
94% |
False |
False |
64,590 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.5% |
27.2 |
0.6% |
94% |
False |
False |
51,672 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.6% |
22.7 |
0.5% |
96% |
False |
False |
43,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,611.5 |
2.618 |
4,536.4 |
1.618 |
4,490.4 |
1.000 |
4,462.0 |
0.618 |
4,444.4 |
HIGH |
4,416.0 |
0.618 |
4,398.4 |
0.500 |
4,393.0 |
0.382 |
4,387.6 |
LOW |
4,370.0 |
0.618 |
4,341.6 |
1.000 |
4,324.0 |
1.618 |
4,295.6 |
2.618 |
4,249.6 |
4.250 |
4,174.5 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,402.3 |
4,395.3 |
PP |
4,397.7 |
4,383.7 |
S1 |
4,393.0 |
4,372.0 |
|