Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,378.0 |
4,344.0 |
-34.0 |
-0.8% |
4,328.0 |
High |
4,380.0 |
4,346.0 |
-34.0 |
-0.8% |
4,438.0 |
Low |
4,344.0 |
4,288.0 |
-56.0 |
-1.3% |
4,328.0 |
Close |
4,351.0 |
4,328.0 |
-23.0 |
-0.5% |
4,430.0 |
Range |
36.0 |
58.0 |
22.0 |
61.1% |
110.0 |
ATR |
48.1 |
49.2 |
1.1 |
2.2% |
0.0 |
Volume |
615,792 |
836,468 |
220,676 |
35.8% |
6,547,104 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,494.7 |
4,469.3 |
4,359.9 |
|
R3 |
4,436.7 |
4,411.3 |
4,344.0 |
|
R2 |
4,378.7 |
4,378.7 |
4,338.6 |
|
R1 |
4,353.3 |
4,353.3 |
4,333.3 |
4,337.0 |
PP |
4,320.7 |
4,320.7 |
4,320.7 |
4,312.5 |
S1 |
4,295.3 |
4,295.3 |
4,322.7 |
4,279.0 |
S2 |
4,262.7 |
4,262.7 |
4,317.4 |
|
S3 |
4,204.7 |
4,237.3 |
4,312.1 |
|
S4 |
4,146.7 |
4,179.3 |
4,296.1 |
|
|
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 |
4,288.0 |
150.0 |
3.5% |
43.4 |
1.0% |
27% |
False |
True |
847,544 |
10 |
4,438.0 |
4,288.0 |
150.0 |
3.5% |
41.4 |
1.0% |
27% |
False |
True |
909,000 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.6% |
46.6 |
1.1% |
44% |
False |
False |
465,302 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.6% |
42.6 |
1.0% |
44% |
False |
False |
234,006 |
60 |
4,438.0 |
4,040.0 |
398.0 |
9.2% |
39.0 |
0.9% |
72% |
False |
False |
156,622 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.8% |
36.8 |
0.8% |
76% |
False |
False |
117,562 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.8% |
29.4 |
0.7% |
76% |
False |
False |
94,050 |
120 |
4,438.0 |
3,748.0 |
690.0 |
15.9% |
24.5 |
0.6% |
84% |
False |
False |
78,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,592.5 |
2.618 |
4,497.8 |
1.618 |
4,439.8 |
1.000 |
4,404.0 |
0.618 |
4,381.8 |
HIGH |
4,346.0 |
0.618 |
4,323.8 |
0.500 |
4,317.0 |
0.382 |
4,310.2 |
LOW |
4,288.0 |
0.618 |
4,252.2 |
1.000 |
4,230.0 |
1.618 |
4,194.2 |
2.618 |
4,136.2 |
4.250 |
4,041.5 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,324.3 |
4,340.0 |
PP |
4,320.7 |
4,336.0 |
S1 |
4,317.0 |
4,332.0 |
|