Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
14,692.25 |
14,734.50 |
42.25 |
0.3% |
14,767.00 |
High |
14,866.75 |
15,011.50 |
144.75 |
1.0% |
14,869.50 |
Low |
14,635.50 |
14,732.00 |
96.50 |
0.7% |
14,425.00 |
Close |
14,735.75 |
14,986.75 |
251.00 |
1.7% |
14,735.75 |
Range |
231.25 |
279.50 |
48.25 |
20.9% |
444.50 |
ATR |
229.63 |
233.19 |
3.56 |
1.6% |
0.00 |
Volume |
186,618 |
533,102 |
346,484 |
185.7% |
291,337 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,748.50 |
15,647.25 |
15,140.50 |
|
R3 |
15,469.00 |
15,367.75 |
15,063.50 |
|
R2 |
15,189.50 |
15,189.50 |
15,038.00 |
|
R1 |
15,088.25 |
15,088.25 |
15,012.25 |
15,139.00 |
PP |
14,910.00 |
14,910.00 |
14,910.00 |
14,935.50 |
S1 |
14,808.75 |
14,808.75 |
14,961.25 |
14,859.50 |
S2 |
14,630.50 |
14,630.50 |
14,935.50 |
|
S3 |
14,351.00 |
14,529.25 |
14,910.00 |
|
S4 |
14,071.50 |
14,249.75 |
14,833.00 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,010.25 |
15,817.50 |
14,980.25 |
|
R3 |
15,565.75 |
15,373.00 |
14,858.00 |
|
R2 |
15,121.25 |
15,121.25 |
14,817.25 |
|
R1 |
14,928.50 |
14,928.50 |
14,776.50 |
14,802.50 |
PP |
14,676.75 |
14,676.75 |
14,676.75 |
14,613.75 |
S1 |
14,484.00 |
14,484.00 |
14,695.00 |
14,358.00 |
S2 |
14,232.25 |
14,232.25 |
14,654.25 |
|
S3 |
13,787.75 |
14,039.50 |
14,613.50 |
|
S4 |
13,343.25 |
13,595.00 |
14,491.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,011.50 |
14,425.00 |
586.50 |
3.9% |
256.25 |
1.7% |
96% |
True |
False |
162,197 |
10 |
15,011.50 |
14,420.00 |
591.50 |
3.9% |
231.25 |
1.5% |
96% |
True |
False |
84,421 |
20 |
15,011.50 |
13,500.00 |
1,511.50 |
10.1% |
227.50 |
1.5% |
98% |
True |
False |
43,220 |
40 |
15,011.50 |
12,944.50 |
2,067.00 |
13.8% |
204.25 |
1.4% |
99% |
True |
False |
21,943 |
60 |
15,011.50 |
12,653.00 |
2,358.50 |
15.7% |
210.00 |
1.4% |
99% |
True |
False |
14,815 |
80 |
15,011.50 |
11,929.25 |
3,082.25 |
20.6% |
217.25 |
1.5% |
99% |
True |
False |
11,142 |
100 |
15,011.50 |
11,693.00 |
3,318.50 |
22.1% |
225.00 |
1.5% |
99% |
True |
False |
8,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,199.50 |
2.618 |
15,743.25 |
1.618 |
15,463.75 |
1.000 |
15,291.00 |
0.618 |
15,184.25 |
HIGH |
15,011.50 |
0.618 |
14,904.75 |
0.500 |
14,871.75 |
0.382 |
14,838.75 |
LOW |
14,732.00 |
0.618 |
14,559.25 |
1.000 |
14,452.50 |
1.618 |
14,279.75 |
2.618 |
14,000.25 |
4.250 |
13,544.00 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
14,948.50 |
14,897.25 |
PP |
14,910.00 |
14,807.75 |
S1 |
14,871.75 |
14,718.25 |
|