Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,382.0 |
4,397.0 |
15.0 |
0.3% |
4,360.0 |
High |
4,416.0 |
4,405.0 |
-11.0 |
-0.2% |
4,365.0 |
Low |
4,370.0 |
4,360.0 |
-10.0 |
-0.2% |
4,301.0 |
Close |
4,407.0 |
4,395.0 |
-12.0 |
-0.3% |
4,317.0 |
Range |
46.0 |
45.0 |
-1.0 |
-2.2% |
64.0 |
ATR |
47.6 |
47.6 |
0.0 |
-0.1% |
0.0 |
Volume |
1,103,042 |
946,167 |
-156,875 |
-14.2% |
685,376 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,521.7 |
4,503.3 |
4,419.8 |
|
R3 |
4,476.7 |
4,458.3 |
4,407.4 |
|
R2 |
4,431.7 |
4,431.7 |
4,403.3 |
|
R1 |
4,413.3 |
4,413.3 |
4,399.1 |
4,400.0 |
PP |
4,386.7 |
4,386.7 |
4,386.7 |
4,380.0 |
S1 |
4,368.3 |
4,368.3 |
4,390.9 |
4,355.0 |
S2 |
4,341.7 |
4,341.7 |
4,386.8 |
|
S3 |
4,296.7 |
4,323.3 |
4,382.6 |
|
S4 |
4,251.7 |
4,278.3 |
4,370.3 |
|
|
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 |
4,304.0 |
112.0 |
2.5% |
41.0 |
0.9% |
81% |
False |
False |
1,129,065 |
10 |
4,416.0 |
4,297.0 |
119.0 |
2.7% |
42.4 |
1.0% |
82% |
False |
False |
596,763 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
45.7 |
1.0% |
80% |
False |
False |
301,531 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.4% |
41.5 |
0.9% |
80% |
False |
False |
151,926 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
41.2 |
0.9% |
92% |
False |
False |
101,881 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
34.6 |
0.8% |
92% |
False |
False |
76,418 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.6% |
27.7 |
0.6% |
92% |
False |
False |
61,134 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.6% |
23.1 |
0.5% |
94% |
False |
False |
50,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,596.3 |
2.618 |
4,522.8 |
1.618 |
4,477.8 |
1.000 |
4,450.0 |
0.618 |
4,432.8 |
HIGH |
4,405.0 |
0.618 |
4,387.8 |
0.500 |
4,382.5 |
0.382 |
4,377.2 |
LOW |
4,360.0 |
0.618 |
4,332.2 |
1.000 |
4,315.0 |
1.618 |
4,287.2 |
2.618 |
4,242.2 |
4.250 |
4,168.8 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,390.8 |
4,388.8 |
PP |
4,386.7 |
4,382.7 |
S1 |
4,382.5 |
4,376.5 |
|