Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,349.75 |
4,389.75 |
40.00 |
0.9% |
4,330.75 |
High |
4,391.25 |
4,423.25 |
32.00 |
0.7% |
4,369.50 |
Low |
4,348.75 |
4,381.75 |
33.00 |
0.8% |
4,305.75 |
Close |
4,388.00 |
4,416.75 |
28.75 |
0.7% |
4,348.75 |
Range |
42.50 |
41.50 |
-1.00 |
-2.4% |
63.75 |
ATR |
47.49 |
47.06 |
-0.43 |
-0.9% |
0.00 |
Volume |
2,211,433 |
2,519,014 |
307,581 |
13.9% |
1,608,216 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.75 |
4,515.75 |
4,439.50 |
|
R3 |
4,490.25 |
4,474.25 |
4,428.25 |
|
R2 |
4,448.75 |
4,448.75 |
4,424.25 |
|
R1 |
4,432.75 |
4,432.75 |
4,420.50 |
4,440.75 |
PP |
4,407.25 |
4,407.25 |
4,407.25 |
4,411.25 |
S1 |
4,391.25 |
4,391.25 |
4,413.00 |
4,399.25 |
S2 |
4,365.75 |
4,365.75 |
4,409.25 |
|
S3 |
4,324.25 |
4,349.75 |
4,405.25 |
|
S4 |
4,282.75 |
4,308.25 |
4,394.00 |
|
|
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 |
4,423.25 |
4,305.75 |
117.50 |
2.7% |
40.25 |
0.9% |
94% |
True |
False |
1,253,327 |
10 |
4,423.25 |
4,216.00 |
207.25 |
4.7% |
44.00 |
1.0% |
97% |
True |
False |
640,847 |
20 |
4,423.25 |
4,154.75 |
268.50 |
6.1% |
47.00 |
1.1% |
98% |
True |
False |
324,110 |
40 |
4,423.25 |
4,098.25 |
325.00 |
7.4% |
48.25 |
1.1% |
98% |
True |
False |
163,550 |
60 |
4,423.25 |
3,966.75 |
456.50 |
10.3% |
49.50 |
1.1% |
99% |
True |
False |
109,638 |
80 |
4,423.25 |
3,874.75 |
548.50 |
12.4% |
55.75 |
1.3% |
99% |
True |
False |
82,374 |
100 |
4,423.25 |
3,874.75 |
548.50 |
12.4% |
56.75 |
1.3% |
99% |
True |
False |
65,915 |
120 |
4,423.25 |
3,857.00 |
566.25 |
12.8% |
58.00 |
1.3% |
99% |
True |
False |
54,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,599.50 |
2.618 |
4,532.00 |
1.618 |
4,490.50 |
1.000 |
4,464.75 |
0.618 |
4,449.00 |
HIGH |
4,423.25 |
0.618 |
4,407.50 |
0.500 |
4,402.50 |
0.382 |
4,397.50 |
LOW |
4,381.75 |
0.618 |
4,356.00 |
1.000 |
4,340.25 |
1.618 |
4,314.50 |
2.618 |
4,273.00 |
4.250 |
4,205.50 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,412.00 |
4,403.00 |
PP |
4,407.25 |
4,389.25 |
S1 |
4,402.50 |
4,375.50 |
|