Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,422.75 |
4,469.00 |
46.25 |
1.0% |
4,349.75 |
High |
4,485.50 |
4,493.75 |
8.25 |
0.2% |
4,493.75 |
Low |
4,393.75 |
4,451.00 |
57.25 |
1.3% |
4,348.75 |
Close |
4,471.25 |
4,453.75 |
-17.50 |
-0.4% |
4,453.75 |
Range |
91.75 |
42.75 |
-49.00 |
-53.4% |
145.00 |
ATR |
50.84 |
50.27 |
-0.58 |
-1.1% |
0.00 |
Volume |
2,023,296 |
1,895,105 |
-128,191 |
-6.3% |
10,791,482 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,594.50 |
4,566.75 |
4,477.25 |
|
R3 |
4,551.75 |
4,524.00 |
4,465.50 |
|
R2 |
4,509.00 |
4,509.00 |
4,461.50 |
|
R1 |
4,481.25 |
4,481.25 |
4,457.75 |
4,473.75 |
PP |
4,466.25 |
4,466.25 |
4,466.25 |
4,462.50 |
S1 |
4,438.50 |
4,438.50 |
4,449.75 |
4,431.00 |
S2 |
4,423.50 |
4,423.50 |
4,446.00 |
|
S3 |
4,380.75 |
4,395.75 |
4,442.00 |
|
S4 |
4,338.00 |
4,353.00 |
4,430.25 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,867.00 |
4,805.50 |
4,533.50 |
|
R3 |
4,722.00 |
4,660.50 |
4,493.50 |
|
R2 |
4,577.00 |
4,577.00 |
4,480.25 |
|
R1 |
4,515.50 |
4,515.50 |
4,467.00 |
4,546.25 |
PP |
4,432.00 |
4,432.00 |
4,432.00 |
4,447.50 |
S1 |
4,370.50 |
4,370.50 |
4,440.50 |
4,401.25 |
S2 |
4,287.00 |
4,287.00 |
4,427.25 |
|
S3 |
4,142.00 |
4,225.50 |
4,414.00 |
|
S4 |
3,997.00 |
4,080.50 |
4,374.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,493.75 |
4,348.75 |
145.00 |
3.3% |
55.00 |
1.2% |
72% |
True |
False |
2,158,296 |
10 |
4,493.75 |
4,305.75 |
188.00 |
4.2% |
45.25 |
1.0% |
79% |
True |
False |
1,239,969 |
20 |
4,493.75 |
4,154.75 |
339.00 |
7.6% |
49.50 |
1.1% |
88% |
True |
False |
626,499 |
40 |
4,493.75 |
4,098.25 |
395.50 |
8.9% |
50.50 |
1.1% |
90% |
True |
False |
314,924 |
60 |
4,493.75 |
3,966.75 |
527.00 |
11.8% |
48.25 |
1.1% |
92% |
True |
False |
210,563 |
80 |
4,493.75 |
3,874.75 |
619.00 |
13.9% |
55.75 |
1.3% |
94% |
True |
False |
158,135 |
100 |
4,493.75 |
3,874.75 |
619.00 |
13.9% |
57.00 |
1.3% |
94% |
True |
False |
126,524 |
120 |
4,493.75 |
3,873.50 |
620.25 |
13.9% |
57.75 |
1.3% |
94% |
True |
False |
105,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,675.50 |
2.618 |
4,605.75 |
1.618 |
4,563.00 |
1.000 |
4,536.50 |
0.618 |
4,520.25 |
HIGH |
4,493.75 |
0.618 |
4,477.50 |
0.500 |
4,472.50 |
0.382 |
4,467.25 |
LOW |
4,451.00 |
0.618 |
4,424.50 |
1.000 |
4,408.25 |
1.618 |
4,381.75 |
2.618 |
4,339.00 |
4.250 |
4,269.25 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,472.50 |
4,448.75 |
PP |
4,466.25 |
4,443.75 |
S1 |
4,460.00 |
4,438.50 |
|