Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,397.0 |
4,394.0 |
-3.0 |
-0.1% |
4,328.0 |
High |
4,405.0 |
4,438.0 |
33.0 |
0.7% |
4,438.0 |
Low |
4,360.0 |
4,388.0 |
28.0 |
0.6% |
4,328.0 |
Close |
4,395.0 |
4,430.0 |
35.0 |
0.8% |
4,430.0 |
Range |
45.0 |
50.0 |
5.0 |
11.1% |
110.0 |
ATR |
47.6 |
47.8 |
0.2 |
0.4% |
0.0 |
Volume |
946,167 |
1,267,630 |
321,463 |
34.0% |
6,547,104 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,568.7 |
4,549.3 |
4,457.5 |
|
R3 |
4,518.7 |
4,499.3 |
4,443.8 |
|
R2 |
4,468.7 |
4,468.7 |
4,439.2 |
|
R1 |
4,449.3 |
4,449.3 |
4,434.6 |
4,459.0 |
PP |
4,418.7 |
4,418.7 |
4,418.7 |
4,423.5 |
S1 |
4,399.3 |
4,399.3 |
4,425.4 |
4,409.0 |
S2 |
4,368.7 |
4,368.7 |
4,420.8 |
|
S3 |
4,318.7 |
4,349.3 |
4,416.3 |
|
S4 |
4,268.7 |
4,299.3 |
4,402.5 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,728.7 |
4,689.3 |
4,490.5 |
|
R3 |
4,618.7 |
4,579.3 |
4,460.3 |
|
R2 |
4,508.7 |
4,508.7 |
4,450.2 |
|
R1 |
4,469.3 |
4,469.3 |
4,440.1 |
4,489.0 |
PP |
4,398.7 |
4,398.7 |
4,398.7 |
4,408.5 |
S1 |
4,359.3 |
4,359.3 |
4,419.9 |
4,379.0 |
S2 |
4,288.7 |
4,288.7 |
4,409.8 |
|
S3 |
4,178.7 |
4,249.3 |
4,399.8 |
|
S4 |
4,068.7 |
4,139.3 |
4,369.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,438.0 |
4,328.0 |
110.0 |
2.5% |
44.4 |
1.0% |
93% |
True |
False |
1,309,420 |
10 |
4,438.0 |
4,301.0 |
137.0 |
3.1% |
41.0 |
0.9% |
94% |
True |
False |
723,248 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.4% |
46.4 |
1.0% |
96% |
True |
False |
364,885 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.4% |
41.9 |
0.9% |
96% |
True |
False |
183,617 |
60 |
4,438.0 |
4,040.0 |
398.0 |
9.0% |
40.1 |
0.9% |
98% |
True |
False |
123,004 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.6% |
35.2 |
0.8% |
98% |
True |
False |
92,263 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.6% |
28.2 |
0.6% |
98% |
True |
False |
73,810 |
120 |
4,438.0 |
3,748.0 |
690.0 |
15.6% |
23.5 |
0.5% |
99% |
True |
False |
61,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,650.5 |
2.618 |
4,568.9 |
1.618 |
4,518.9 |
1.000 |
4,488.0 |
0.618 |
4,468.9 |
HIGH |
4,438.0 |
0.618 |
4,418.9 |
0.500 |
4,413.0 |
0.382 |
4,407.1 |
LOW |
4,388.0 |
0.618 |
4,357.1 |
1.000 |
4,338.0 |
1.618 |
4,307.1 |
2.618 |
4,257.1 |
4.250 |
4,175.5 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,424.3 |
4,419.7 |
PP |
4,418.7 |
4,409.3 |
S1 |
4,413.0 |
4,399.0 |
|