Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,886.2 |
1,897.8 |
11.6 |
0.6% |
1,854.8 |
High |
1,903.4 |
1,926.7 |
23.3 |
1.2% |
1,918.2 |
Low |
1,878.3 |
1,893.2 |
14.9 |
0.8% |
1,816.3 |
Close |
1,895.1 |
1,916.7 |
21.6 |
1.1% |
1,886.2 |
Range |
25.1 |
33.5 |
8.4 |
33.5% |
101.9 |
ATR |
36.1 |
35.9 |
-0.2 |
-0.5% |
0.0 |
Volume |
388,747 |
352,597 |
-36,150 |
-9.3% |
241,450 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.7 |
1,998.2 |
1,935.1 |
|
R3 |
1,979.2 |
1,964.7 |
1,925.9 |
|
R2 |
1,945.7 |
1,945.7 |
1,922.8 |
|
R1 |
1,931.2 |
1,931.2 |
1,919.8 |
1,938.5 |
PP |
1,912.2 |
1,912.2 |
1,912.2 |
1,915.8 |
S1 |
1,897.7 |
1,897.7 |
1,913.6 |
1,905.0 |
S2 |
1,878.7 |
1,878.7 |
1,910.6 |
|
S3 |
1,845.2 |
1,864.2 |
1,907.5 |
|
S4 |
1,811.7 |
1,830.7 |
1,898.3 |
|
|
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 |
1,926.7 |
1,872.8 |
53.9 |
2.8% |
31.4 |
1.6% |
81% |
True |
False |
195,246 |
10 |
1,926.7 |
1,755.0 |
171.7 |
9.0% |
39.9 |
2.1% |
94% |
True |
False |
98,657 |
20 |
1,926.7 |
1,755.0 |
171.7 |
9.0% |
35.9 |
1.9% |
94% |
True |
False |
49,565 |
40 |
1,926.7 |
1,723.4 |
203.3 |
10.6% |
33.8 |
1.8% |
95% |
True |
False |
24,870 |
60 |
1,926.7 |
1,718.4 |
208.3 |
10.9% |
33.4 |
1.7% |
95% |
True |
False |
16,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,069.1 |
2.618 |
2,014.4 |
1.618 |
1,980.9 |
1.000 |
1,960.2 |
0.618 |
1,947.4 |
HIGH |
1,926.7 |
0.618 |
1,913.9 |
0.500 |
1,910.0 |
0.382 |
1,906.0 |
LOW |
1,893.2 |
0.618 |
1,872.5 |
1.000 |
1,859.7 |
1.618 |
1,839.0 |
2.618 |
1,805.5 |
4.250 |
1,750.8 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,914.5 |
1,912.0 |
PP |
1,912.2 |
1,907.2 |
S1 |
1,910.0 |
1,902.5 |
|