| 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 |
1,900.0 |
1,886.2 |
-13.8 |
-0.7% |
1,854.8 |
| High |
1,903.3 |
1,903.4 |
0.1 |
0.0% |
1,918.2 |
| Low |
1,880.9 |
1,878.3 |
-2.6 |
-0.1% |
1,816.3 |
| Close |
1,886.2 |
1,895.1 |
8.9 |
0.5% |
1,886.2 |
| Range |
22.4 |
25.1 |
2.7 |
12.1% |
101.9 |
| ATR |
37.0 |
36.1 |
-0.8 |
-2.3% |
0.0 |
| Volume |
193,613 |
388,747 |
195,134 |
100.8% |
241,450 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.6 |
1,956.4 |
1,908.9 |
|
| R3 |
1,942.5 |
1,931.3 |
1,902.0 |
|
| R2 |
1,917.4 |
1,917.4 |
1,899.7 |
|
| R1 |
1,906.2 |
1,906.2 |
1,897.4 |
1,911.8 |
| PP |
1,892.3 |
1,892.3 |
1,892.3 |
1,895.1 |
| S1 |
1,881.1 |
1,881.1 |
1,892.8 |
1,886.7 |
| S2 |
1,867.2 |
1,867.2 |
1,890.5 |
|
| S3 |
1,842.1 |
1,856.0 |
1,888.2 |
|
| S4 |
1,817.0 |
1,830.9 |
1,881.3 |
|
|
| 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 |
1,820.1 |
98.1 |
5.2% |
37.1 |
2.0% |
76% |
False |
False |
125,497 |
| 10 |
1,918.2 |
1,755.0 |
163.2 |
8.6% |
39.4 |
2.1% |
86% |
False |
False |
63,598 |
| 20 |
1,918.2 |
1,755.0 |
163.2 |
8.6% |
36.0 |
1.9% |
86% |
False |
False |
31,958 |
| 40 |
1,918.2 |
1,723.4 |
194.8 |
10.3% |
33.4 |
1.8% |
88% |
False |
False |
16,058 |
| 60 |
1,918.2 |
1,718.4 |
199.8 |
10.5% |
33.9 |
1.8% |
88% |
False |
False |
10,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.1 |
|
2.618 |
1,969.1 |
|
1.618 |
1,944.0 |
|
1.000 |
1,928.5 |
|
0.618 |
1,918.9 |
|
HIGH |
1,903.4 |
|
0.618 |
1,893.8 |
|
0.500 |
1,890.9 |
|
0.382 |
1,887.9 |
|
LOW |
1,878.3 |
|
0.618 |
1,862.8 |
|
1.000 |
1,853.2 |
|
1.618 |
1,837.7 |
|
2.618 |
1,812.6 |
|
4.250 |
1,771.6 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,893.7 |
1,898.3 |
| PP |
1,892.3 |
1,897.2 |
| S1 |
1,890.9 |
1,896.2 |
|