Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,394.0 |
4,389.0 |
-5.0 |
-0.1% |
4,328.0 |
High |
4,438.0 |
4,392.0 |
-46.0 |
-1.0% |
4,438.0 |
Low |
4,388.0 |
4,364.0 |
-24.0 |
-0.5% |
4,328.0 |
Close |
4,430.0 |
4,367.0 |
-63.0 |
-1.4% |
4,430.0 |
Range |
50.0 |
28.0 |
-22.0 |
-44.0% |
110.0 |
ATR |
47.8 |
49.1 |
1.3 |
2.7% |
0.0 |
Volume |
1,267,630 |
571,667 |
-695,963 |
-54.9% |
6,547,104 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,458.3 |
4,440.7 |
4,382.4 |
|
R3 |
4,430.3 |
4,412.7 |
4,374.7 |
|
R2 |
4,402.3 |
4,402.3 |
4,372.1 |
|
R1 |
4,384.7 |
4,384.7 |
4,369.6 |
4,379.5 |
PP |
4,374.3 |
4,374.3 |
4,374.3 |
4,371.8 |
S1 |
4,356.7 |
4,356.7 |
4,364.4 |
4,351.5 |
S2 |
4,346.3 |
4,346.3 |
4,361.9 |
|
S3 |
4,318.3 |
4,328.7 |
4,359.3 |
|
S4 |
4,290.3 |
4,300.7 |
4,351.6 |
|
|
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 |
4,337.0 |
101.0 |
2.3% |
43.0 |
1.0% |
30% |
False |
False |
1,150,522 |
10 |
4,438.0 |
4,301.0 |
137.0 |
3.1% |
38.5 |
0.9% |
48% |
False |
False |
776,950 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
46.3 |
1.1% |
64% |
False |
False |
393,215 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
41.7 |
1.0% |
64% |
False |
False |
197,850 |
60 |
4,438.0 |
4,040.0 |
398.0 |
9.1% |
39.8 |
0.9% |
82% |
False |
False |
132,527 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
35.6 |
0.8% |
85% |
False |
False |
99,409 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
28.5 |
0.7% |
85% |
False |
False |
79,527 |
120 |
4,438.0 |
3,748.0 |
690.0 |
15.8% |
23.7 |
0.5% |
90% |
False |
False |
66,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,511.0 |
2.618 |
4,465.3 |
1.618 |
4,437.3 |
1.000 |
4,420.0 |
0.618 |
4,409.3 |
HIGH |
4,392.0 |
0.618 |
4,381.3 |
0.500 |
4,378.0 |
0.382 |
4,374.7 |
LOW |
4,364.0 |
0.618 |
4,346.7 |
1.000 |
4,336.0 |
1.618 |
4,318.7 |
2.618 |
4,290.7 |
4.250 |
4,245.0 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,378.0 |
4,399.0 |
PP |
4,374.3 |
4,388.3 |
S1 |
4,370.7 |
4,377.7 |
|