Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,410.00 |
4,425.75 |
15.75 |
0.4% |
4,458.00 |
High |
4,427.00 |
4,426.25 |
-0.75 |
0.0% |
4,462.00 |
Low |
4,393.00 |
4,381.50 |
-11.50 |
-0.3% |
4,381.50 |
Close |
4,423.75 |
4,389.00 |
-34.75 |
-0.8% |
4,389.00 |
Range |
34.00 |
44.75 |
10.75 |
31.6% |
80.50 |
ATR |
48.17 |
47.92 |
-0.24 |
-0.5% |
0.00 |
Volume |
1,384,002 |
1,550,992 |
166,990 |
12.1% |
5,943,668 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,533.25 |
4,505.75 |
4,413.50 |
|
R3 |
4,488.50 |
4,461.00 |
4,401.25 |
|
R2 |
4,443.75 |
4,443.75 |
4,397.25 |
|
R1 |
4,416.25 |
4,416.25 |
4,393.00 |
4,407.50 |
PP |
4,399.00 |
4,399.00 |
4,399.00 |
4,394.50 |
S1 |
4,371.50 |
4,371.50 |
4,385.00 |
4,363.00 |
S2 |
4,354.25 |
4,354.25 |
4,380.75 |
|
S3 |
4,309.50 |
4,326.75 |
4,376.75 |
|
S4 |
4,264.75 |
4,282.00 |
4,364.50 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,652.25 |
4,601.25 |
4,433.25 |
|
R3 |
4,571.75 |
4,520.75 |
4,411.25 |
|
R2 |
4,491.25 |
4,491.25 |
4,403.75 |
|
R1 |
4,440.25 |
4,440.25 |
4,396.50 |
4,425.50 |
PP |
4,410.75 |
4,410.75 |
4,410.75 |
4,403.50 |
S1 |
4,359.75 |
4,359.75 |
4,381.50 |
4,345.00 |
S2 |
4,330.25 |
4,330.25 |
4,374.25 |
|
S3 |
4,249.75 |
4,279.25 |
4,366.75 |
|
S4 |
4,169.25 |
4,198.75 |
4,344.75 |
|
|
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 |
4,381.50 |
112.25 |
2.6% |
41.50 |
0.9% |
7% |
False |
True |
1,567,754 |
10 |
4,493.75 |
4,327.50 |
166.25 |
3.8% |
48.25 |
1.1% |
37% |
False |
False |
1,793,474 |
20 |
4,493.75 |
4,172.50 |
321.25 |
7.3% |
48.00 |
1.1% |
67% |
False |
False |
922,161 |
40 |
4,493.75 |
4,098.25 |
395.50 |
9.0% |
50.25 |
1.1% |
74% |
False |
False |
463,255 |
60 |
4,493.75 |
4,087.00 |
406.75 |
9.3% |
47.50 |
1.1% |
74% |
False |
False |
309,534 |
80 |
4,493.75 |
3,874.75 |
619.00 |
14.1% |
55.25 |
1.3% |
83% |
False |
False |
232,424 |
100 |
4,493.75 |
3,874.75 |
619.00 |
14.1% |
56.50 |
1.3% |
83% |
False |
False |
185,959 |
120 |
4,493.75 |
3,874.75 |
619.00 |
14.1% |
57.50 |
1.3% |
83% |
False |
False |
154,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.50 |
2.618 |
4,543.50 |
1.618 |
4,498.75 |
1.000 |
4,471.00 |
0.618 |
4,454.00 |
HIGH |
4,426.25 |
0.618 |
4,409.25 |
0.500 |
4,404.00 |
0.382 |
4,398.50 |
LOW |
4,381.50 |
0.618 |
4,353.75 |
1.000 |
4,336.75 |
1.618 |
4,309.00 |
2.618 |
4,264.25 |
4.250 |
4,191.25 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,404.00 |
4,410.00 |
PP |
4,399.00 |
4,403.00 |
S1 |
4,394.00 |
4,396.00 |
|