Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,344.0 |
4,334.0 |
-10.0 |
-0.2% |
4,389.0 |
High |
4,346.0 |
4,334.0 |
-12.0 |
-0.3% |
4,392.0 |
Low |
4,288.0 |
4,275.0 |
-13.0 |
-0.3% |
4,275.0 |
Close |
4,328.0 |
4,291.0 |
-37.0 |
-0.9% |
4,291.0 |
Range |
58.0 |
59.0 |
1.0 |
1.7% |
117.0 |
ATR |
49.2 |
49.9 |
0.7 |
1.4% |
0.0 |
Volume |
836,468 |
738,189 |
-98,279 |
-11.7% |
2,762,116 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.0 |
4,443.0 |
4,323.5 |
|
R3 |
4,418.0 |
4,384.0 |
4,307.2 |
|
R2 |
4,359.0 |
4,359.0 |
4,301.8 |
|
R1 |
4,325.0 |
4,325.0 |
4,296.4 |
4,312.5 |
PP |
4,300.0 |
4,300.0 |
4,300.0 |
4,293.8 |
S1 |
4,266.0 |
4,266.0 |
4,285.6 |
4,253.5 |
S2 |
4,241.0 |
4,241.0 |
4,280.2 |
|
S3 |
4,182.0 |
4,207.0 |
4,274.8 |
|
S4 |
4,123.0 |
4,148.0 |
4,258.6 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,670.3 |
4,597.7 |
4,355.4 |
|
R3 |
4,553.3 |
4,480.7 |
4,323.2 |
|
R2 |
4,436.3 |
4,436.3 |
4,312.5 |
|
R1 |
4,363.7 |
4,363.7 |
4,301.7 |
4,341.5 |
PP |
4,319.3 |
4,319.3 |
4,319.3 |
4,308.3 |
S1 |
4,246.7 |
4,246.7 |
4,280.3 |
4,224.5 |
S2 |
4,202.3 |
4,202.3 |
4,269.6 |
|
S3 |
4,085.3 |
4,129.7 |
4,258.8 |
|
S4 |
3,968.3 |
4,012.7 |
4,226.7 |
|
|
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 |
4,275.0 |
163.0 |
3.8% |
46.2 |
1.1% |
10% |
False |
True |
805,949 |
10 |
4,438.0 |
4,275.0 |
163.0 |
3.8% |
43.6 |
1.0% |
10% |
False |
True |
967,507 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.6% |
46.6 |
1.1% |
25% |
False |
False |
502,194 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.6% |
43.3 |
1.0% |
25% |
False |
False |
252,460 |
60 |
4,438.0 |
4,040.0 |
398.0 |
9.3% |
38.7 |
0.9% |
63% |
False |
False |
168,925 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.9% |
37.5 |
0.9% |
69% |
False |
False |
126,789 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.9% |
30.0 |
0.7% |
69% |
False |
False |
101,431 |
120 |
4,438.0 |
3,832.0 |
606.0 |
14.1% |
25.0 |
0.6% |
76% |
False |
False |
84,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,584.8 |
2.618 |
4,488.5 |
1.618 |
4,429.5 |
1.000 |
4,393.0 |
0.618 |
4,370.5 |
HIGH |
4,334.0 |
0.618 |
4,311.5 |
0.500 |
4,304.5 |
0.382 |
4,297.5 |
LOW |
4,275.0 |
0.618 |
4,238.5 |
1.000 |
4,216.0 |
1.618 |
4,179.5 |
2.618 |
4,120.5 |
4.250 |
4,024.3 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,304.5 |
4,327.5 |
PP |
4,300.0 |
4,315.3 |
S1 |
4,295.5 |
4,303.2 |
|