Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,341.75 |
4,349.75 |
8.00 |
0.2% |
4,330.75 |
High |
4,369.50 |
4,391.25 |
21.75 |
0.5% |
4,369.50 |
Low |
4,327.50 |
4,348.75 |
21.25 |
0.5% |
4,305.75 |
Close |
4,348.75 |
4,388.00 |
39.25 |
0.9% |
4,348.75 |
Range |
42.00 |
42.50 |
0.50 |
1.2% |
63.75 |
ATR |
47.87 |
47.49 |
-0.38 |
-0.8% |
0.00 |
Volume |
1,199,593 |
2,211,433 |
1,011,840 |
84.3% |
1,608,216 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,503.50 |
4,488.25 |
4,411.50 |
|
R3 |
4,461.00 |
4,445.75 |
4,399.75 |
|
R2 |
4,418.50 |
4,418.50 |
4,395.75 |
|
R1 |
4,403.25 |
4,403.25 |
4,392.00 |
4,411.00 |
PP |
4,376.00 |
4,376.00 |
4,376.00 |
4,379.75 |
S1 |
4,360.75 |
4,360.75 |
4,384.00 |
4,368.50 |
S2 |
4,333.50 |
4,333.50 |
4,380.25 |
|
S3 |
4,291.00 |
4,318.25 |
4,376.25 |
|
S4 |
4,248.50 |
4,275.75 |
4,364.50 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.50 |
4,504.50 |
4,383.75 |
|
R3 |
4,468.75 |
4,440.75 |
4,366.25 |
|
R2 |
4,405.00 |
4,405.00 |
4,360.50 |
|
R1 |
4,377.00 |
4,377.00 |
4,354.50 |
4,391.00 |
PP |
4,341.25 |
4,341.25 |
4,341.25 |
4,348.50 |
S1 |
4,313.25 |
4,313.25 |
4,343.00 |
4,327.25 |
S2 |
4,277.50 |
4,277.50 |
4,337.00 |
|
S3 |
4,213.75 |
4,249.50 |
4,331.25 |
|
S4 |
4,150.00 |
4,185.75 |
4,313.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,391.25 |
4,305.75 |
85.50 |
1.9% |
37.25 |
0.9% |
96% |
True |
False |
757,586 |
10 |
4,391.25 |
4,216.00 |
175.25 |
4.0% |
44.00 |
1.0% |
98% |
True |
False |
390,245 |
20 |
4,391.25 |
4,154.75 |
236.50 |
5.4% |
46.50 |
1.1% |
99% |
True |
False |
198,293 |
40 |
4,391.25 |
4,098.25 |
293.00 |
6.7% |
48.00 |
1.1% |
99% |
True |
False |
100,612 |
60 |
4,391.25 |
3,925.00 |
466.25 |
10.6% |
50.25 |
1.1% |
99% |
True |
False |
67,694 |
80 |
4,391.25 |
3,874.75 |
516.50 |
11.8% |
55.75 |
1.3% |
99% |
True |
False |
50,888 |
100 |
4,391.25 |
3,874.75 |
516.50 |
11.8% |
57.25 |
1.3% |
99% |
True |
False |
40,725 |
120 |
4,391.25 |
3,857.00 |
534.25 |
12.2% |
58.25 |
1.3% |
99% |
True |
False |
33,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,572.00 |
2.618 |
4,502.50 |
1.618 |
4,460.00 |
1.000 |
4,433.75 |
0.618 |
4,417.50 |
HIGH |
4,391.25 |
0.618 |
4,375.00 |
0.500 |
4,370.00 |
0.382 |
4,365.00 |
LOW |
4,348.75 |
0.618 |
4,322.50 |
1.000 |
4,306.25 |
1.618 |
4,280.00 |
2.618 |
4,237.50 |
4.250 |
4,168.00 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,382.00 |
4,374.75 |
PP |
4,376.00 |
4,361.75 |
S1 |
4,370.00 |
4,348.50 |
|