Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,389.0 |
4,378.0 |
-11.0 |
-0.3% |
4,328.0 |
High |
4,392.0 |
4,380.0 |
-12.0 |
-0.3% |
4,438.0 |
Low |
4,364.0 |
4,344.0 |
-20.0 |
-0.5% |
4,328.0 |
Close |
4,367.0 |
4,351.0 |
-16.0 |
-0.4% |
4,430.0 |
Range |
28.0 |
36.0 |
8.0 |
28.6% |
110.0 |
ATR |
49.1 |
48.1 |
-0.9 |
-1.9% |
0.0 |
Volume |
571,667 |
615,792 |
44,125 |
7.7% |
6,547,104 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.3 |
4,444.7 |
4,370.8 |
|
R3 |
4,430.3 |
4,408.7 |
4,360.9 |
|
R2 |
4,394.3 |
4,394.3 |
4,357.6 |
|
R1 |
4,372.7 |
4,372.7 |
4,354.3 |
4,365.5 |
PP |
4,358.3 |
4,358.3 |
4,358.3 |
4,354.8 |
S1 |
4,336.7 |
4,336.7 |
4,347.7 |
4,329.5 |
S2 |
4,322.3 |
4,322.3 |
4,344.4 |
|
S3 |
4,286.3 |
4,300.7 |
4,341.1 |
|
S4 |
4,250.3 |
4,264.7 |
4,331.2 |
|
|
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 |
4,344.0 |
94.0 |
2.2% |
41.0 |
0.9% |
7% |
False |
True |
900,859 |
10 |
4,438.0 |
4,301.0 |
137.0 |
3.1% |
38.8 |
0.9% |
36% |
False |
False |
836,879 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
47.5 |
1.1% |
56% |
False |
False |
423,984 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
41.7 |
1.0% |
56% |
False |
False |
213,245 |
60 |
4,438.0 |
4,040.0 |
398.0 |
9.1% |
39.4 |
0.9% |
78% |
False |
False |
142,782 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.8% |
36.0 |
0.8% |
81% |
False |
False |
107,106 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.8% |
28.8 |
0.7% |
81% |
False |
False |
85,685 |
120 |
4,438.0 |
3,748.0 |
690.0 |
15.9% |
24.0 |
0.6% |
87% |
False |
False |
71,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,533.0 |
2.618 |
4,474.2 |
1.618 |
4,438.2 |
1.000 |
4,416.0 |
0.618 |
4,402.2 |
HIGH |
4,380.0 |
0.618 |
4,366.2 |
0.500 |
4,362.0 |
0.382 |
4,357.8 |
LOW |
4,344.0 |
0.618 |
4,321.8 |
1.000 |
4,308.0 |
1.618 |
4,285.8 |
2.618 |
4,249.8 |
4.250 |
4,191.0 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,362.0 |
4,391.0 |
PP |
4,358.3 |
4,377.7 |
S1 |
4,354.7 |
4,364.3 |
|