| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,915.7 |
1,900.0 |
-15.7 |
-0.8% |
1,854.8 |
| High |
1,918.2 |
1,903.3 |
-14.9 |
-0.8% |
1,918.2 |
| Low |
1,886.2 |
1,880.9 |
-5.3 |
-0.3% |
1,816.3 |
| Close |
1,901.9 |
1,886.2 |
-15.7 |
-0.8% |
1,886.2 |
| Range |
32.0 |
22.4 |
-9.6 |
-30.0% |
101.9 |
| ATR |
38.1 |
37.0 |
-1.1 |
-2.9% |
0.0 |
| Volume |
26,165 |
193,613 |
167,448 |
640.0% |
241,450 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,957.3 |
1,944.2 |
1,898.5 |
|
| R3 |
1,934.9 |
1,921.8 |
1,892.4 |
|
| R2 |
1,912.5 |
1,912.5 |
1,890.3 |
|
| R1 |
1,899.4 |
1,899.4 |
1,888.3 |
1,894.8 |
| PP |
1,890.1 |
1,890.1 |
1,890.1 |
1,887.8 |
| S1 |
1,877.0 |
1,877.0 |
1,884.1 |
1,872.4 |
| S2 |
1,867.7 |
1,867.7 |
1,882.1 |
|
| S3 |
1,845.3 |
1,854.6 |
1,880.0 |
|
| S4 |
1,822.9 |
1,832.2 |
1,873.9 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.3 |
2,134.6 |
1,942.2 |
|
| R3 |
2,077.4 |
2,032.7 |
1,914.2 |
|
| R2 |
1,975.5 |
1,975.5 |
1,904.9 |
|
| R1 |
1,930.8 |
1,930.8 |
1,895.5 |
1,953.2 |
| PP |
1,873.6 |
1,873.6 |
1,873.6 |
1,884.7 |
| S1 |
1,828.9 |
1,828.9 |
1,876.9 |
1,851.3 |
| S2 |
1,771.7 |
1,771.7 |
1,867.5 |
|
| S3 |
1,669.8 |
1,727.0 |
1,858.2 |
|
| S4 |
1,567.9 |
1,625.1 |
1,830.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.2 |
1,816.3 |
101.9 |
5.4% |
41.1 |
2.2% |
69% |
False |
False |
48,290 |
| 10 |
1,918.2 |
1,755.0 |
163.2 |
8.7% |
39.7 |
2.1% |
80% |
False |
False |
24,776 |
| 20 |
1,918.2 |
1,750.0 |
168.2 |
8.9% |
36.1 |
1.9% |
81% |
False |
False |
12,522 |
| 40 |
1,918.2 |
1,723.4 |
194.8 |
10.3% |
33.7 |
1.8% |
84% |
False |
False |
6,343 |
| 60 |
1,918.2 |
1,718.4 |
199.8 |
10.6% |
34.5 |
1.8% |
84% |
False |
False |
4,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,998.5 |
|
2.618 |
1,961.9 |
|
1.618 |
1,939.5 |
|
1.000 |
1,925.7 |
|
0.618 |
1,917.1 |
|
HIGH |
1,903.3 |
|
0.618 |
1,894.7 |
|
0.500 |
1,892.1 |
|
0.382 |
1,889.5 |
|
LOW |
1,880.9 |
|
0.618 |
1,867.1 |
|
1.000 |
1,858.5 |
|
1.618 |
1,844.7 |
|
2.618 |
1,822.3 |
|
4.250 |
1,785.7 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,892.1 |
1,895.5 |
| PP |
1,890.1 |
1,892.4 |
| S1 |
1,888.2 |
1,889.3 |
|