Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,469.00 |
4,458.00 |
-11.00 |
-0.2% |
4,349.75 |
High |
4,493.75 |
4,462.00 |
-31.75 |
-0.7% |
4,493.75 |
Low |
4,451.00 |
4,410.50 |
-40.50 |
-0.9% |
4,348.75 |
Close |
4,453.75 |
4,434.75 |
-19.00 |
-0.4% |
4,453.75 |
Range |
42.75 |
51.50 |
8.75 |
20.5% |
145.00 |
ATR |
50.27 |
50.35 |
0.09 |
0.2% |
0.00 |
Volume |
1,895,105 |
1,540,416 |
-354,689 |
-18.7% |
10,791,482 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.25 |
4,564.00 |
4,463.00 |
|
R3 |
4,538.75 |
4,512.50 |
4,449.00 |
|
R2 |
4,487.25 |
4,487.25 |
4,444.25 |
|
R1 |
4,461.00 |
4,461.00 |
4,439.50 |
4,448.50 |
PP |
4,435.75 |
4,435.75 |
4,435.75 |
4,429.50 |
S1 |
4,409.50 |
4,409.50 |
4,430.00 |
4,397.00 |
S2 |
4,384.25 |
4,384.25 |
4,425.25 |
|
S3 |
4,332.75 |
4,358.00 |
4,420.50 |
|
S4 |
4,281.25 |
4,306.50 |
4,406.50 |
|
|
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 |
4,381.75 |
112.00 |
2.5% |
56.75 |
1.3% |
47% |
False |
False |
2,024,093 |
10 |
4,493.75 |
4,305.75 |
188.00 |
4.2% |
47.00 |
1.1% |
69% |
False |
False |
1,390,839 |
20 |
4,493.75 |
4,154.75 |
339.00 |
7.6% |
50.25 |
1.1% |
83% |
False |
False |
703,192 |
40 |
4,493.75 |
4,098.25 |
395.50 |
8.9% |
51.00 |
1.2% |
85% |
False |
False |
353,390 |
60 |
4,493.75 |
4,015.00 |
478.75 |
10.8% |
48.00 |
1.1% |
88% |
False |
False |
236,210 |
80 |
4,493.75 |
3,874.75 |
619.00 |
14.0% |
55.50 |
1.3% |
90% |
False |
False |
177,386 |
100 |
4,493.75 |
3,874.75 |
619.00 |
14.0% |
57.00 |
1.3% |
90% |
False |
False |
141,928 |
120 |
4,493.75 |
3,873.50 |
620.25 |
14.0% |
57.75 |
1.3% |
90% |
False |
False |
118,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,681.00 |
2.618 |
4,596.75 |
1.618 |
4,545.25 |
1.000 |
4,513.50 |
0.618 |
4,493.75 |
HIGH |
4,462.00 |
0.618 |
4,442.25 |
0.500 |
4,436.25 |
0.382 |
4,430.25 |
LOW |
4,410.50 |
0.618 |
4,378.75 |
1.000 |
4,359.00 |
1.618 |
4,327.25 |
2.618 |
4,275.75 |
4.250 |
4,191.50 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,436.25 |
4,443.75 |
PP |
4,435.75 |
4,440.75 |
S1 |
4,435.25 |
4,437.75 |
|