Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,430.25 |
4,410.00 |
-20.25 |
-0.5% |
4,349.75 |
High |
4,438.50 |
4,427.00 |
-11.50 |
-0.3% |
4,493.75 |
Low |
4,403.50 |
4,393.00 |
-10.50 |
-0.2% |
4,348.75 |
Close |
4,409.25 |
4,423.75 |
14.50 |
0.3% |
4,453.75 |
Range |
35.00 |
34.00 |
-1.00 |
-2.9% |
145.00 |
ATR |
49.26 |
48.17 |
-1.09 |
-2.2% |
0.00 |
Volume |
1,468,258 |
1,384,002 |
-84,256 |
-5.7% |
10,791,482 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.50 |
4,504.25 |
4,442.50 |
|
R3 |
4,482.50 |
4,470.25 |
4,433.00 |
|
R2 |
4,448.50 |
4,448.50 |
4,430.00 |
|
R1 |
4,436.25 |
4,436.25 |
4,426.75 |
4,442.50 |
PP |
4,414.50 |
4,414.50 |
4,414.50 |
4,417.75 |
S1 |
4,402.25 |
4,402.25 |
4,420.75 |
4,408.50 |
S2 |
4,380.50 |
4,380.50 |
4,417.50 |
|
S3 |
4,346.50 |
4,368.25 |
4,414.50 |
|
S4 |
4,312.50 |
4,334.25 |
4,405.00 |
|
|
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 |
4,393.00 |
100.75 |
2.3% |
51.00 |
1.2% |
31% |
False |
True |
1,662,215 |
10 |
4,493.75 |
4,305.75 |
188.00 |
4.2% |
47.75 |
1.1% |
63% |
False |
False |
1,664,329 |
20 |
4,493.75 |
4,154.75 |
339.00 |
7.7% |
48.25 |
1.1% |
79% |
False |
False |
845,066 |
40 |
4,493.75 |
4,098.25 |
395.50 |
8.9% |
50.25 |
1.1% |
82% |
False |
False |
424,559 |
60 |
4,493.75 |
4,041.50 |
452.25 |
10.2% |
47.75 |
1.1% |
85% |
False |
False |
283,709 |
80 |
4,493.75 |
3,874.75 |
619.00 |
14.0% |
55.25 |
1.2% |
89% |
False |
False |
213,038 |
100 |
4,493.75 |
3,874.75 |
619.00 |
14.0% |
56.75 |
1.3% |
89% |
False |
False |
170,450 |
120 |
4,493.75 |
3,874.75 |
619.00 |
14.0% |
57.25 |
1.3% |
89% |
False |
False |
142,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,571.50 |
2.618 |
4,516.00 |
1.618 |
4,482.00 |
1.000 |
4,461.00 |
0.618 |
4,448.00 |
HIGH |
4,427.00 |
0.618 |
4,414.00 |
0.500 |
4,410.00 |
0.382 |
4,406.00 |
LOW |
4,393.00 |
0.618 |
4,372.00 |
1.000 |
4,359.00 |
1.618 |
4,338.00 |
2.618 |
4,304.00 |
4.250 |
4,248.50 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,419.25 |
4,427.50 |
PP |
4,414.50 |
4,426.25 |
S1 |
4,410.00 |
4,425.00 |
|