| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,897.8 |
1,919.2 |
21.4 |
1.1% |
1,854.8 |
| High |
1,926.7 |
1,929.1 |
2.4 |
0.1% |
1,918.2 |
| Low |
1,893.2 |
1,880.1 |
-13.1 |
-0.7% |
1,816.3 |
| Close |
1,916.7 |
1,894.7 |
-22.0 |
-1.1% |
1,886.2 |
| Range |
33.5 |
49.0 |
15.5 |
46.3% |
101.9 |
| ATR |
35.9 |
36.9 |
0.9 |
2.6% |
0.0 |
| Volume |
352,597 |
299,887 |
-52,710 |
-14.9% |
241,450 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.3 |
2,020.5 |
1,921.7 |
|
| R3 |
1,999.3 |
1,971.5 |
1,908.2 |
|
| R2 |
1,950.3 |
1,950.3 |
1,903.7 |
|
| R1 |
1,922.5 |
1,922.5 |
1,899.2 |
1,911.9 |
| PP |
1,901.3 |
1,901.3 |
1,901.3 |
1,896.0 |
| S1 |
1,873.5 |
1,873.5 |
1,890.2 |
1,862.9 |
| S2 |
1,852.3 |
1,852.3 |
1,885.7 |
|
| S3 |
1,803.3 |
1,824.5 |
1,881.2 |
|
| S4 |
1,754.3 |
1,775.5 |
1,867.8 |
|
|
| 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 |
1,929.1 |
1,878.3 |
50.8 |
2.7% |
32.4 |
1.7% |
32% |
True |
False |
252,201 |
| 10 |
1,929.1 |
1,760.0 |
169.1 |
8.9% |
41.1 |
2.2% |
80% |
True |
False |
128,564 |
| 20 |
1,929.1 |
1,755.0 |
174.1 |
9.2% |
37.1 |
2.0% |
80% |
True |
False |
64,553 |
| 40 |
1,929.1 |
1,723.4 |
205.7 |
10.9% |
34.3 |
1.8% |
83% |
True |
False |
32,367 |
| 60 |
1,929.1 |
1,718.4 |
210.7 |
11.1% |
33.7 |
1.8% |
84% |
True |
False |
21,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.4 |
|
2.618 |
2,057.4 |
|
1.618 |
2,008.4 |
|
1.000 |
1,978.1 |
|
0.618 |
1,959.4 |
|
HIGH |
1,929.1 |
|
0.618 |
1,910.4 |
|
0.500 |
1,904.6 |
|
0.382 |
1,898.8 |
|
LOW |
1,880.1 |
|
0.618 |
1,849.8 |
|
1.000 |
1,831.1 |
|
1.618 |
1,800.8 |
|
2.618 |
1,751.8 |
|
4.250 |
1,671.9 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.6 |
1,903.7 |
| PP |
1,901.3 |
1,900.7 |
| S1 |
1,898.0 |
1,897.7 |
|