| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,919.2 |
1,895.5 |
-23.7 |
-1.2% |
1,854.8 |
| High |
1,929.1 |
1,912.1 |
-17.0 |
-0.9% |
1,918.2 |
| Low |
1,880.1 |
1,876.3 |
-3.8 |
-0.2% |
1,816.3 |
| Close |
1,894.7 |
1,909.0 |
14.3 |
0.8% |
1,886.2 |
| Range |
49.0 |
35.8 |
-13.2 |
-26.9% |
101.9 |
| ATR |
36.9 |
36.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
299,887 |
252,216 |
-47,671 |
-15.9% |
241,450 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.5 |
1,993.6 |
1,928.7 |
|
| R3 |
1,970.7 |
1,957.8 |
1,918.8 |
|
| R2 |
1,934.9 |
1,934.9 |
1,915.6 |
|
| R1 |
1,922.0 |
1,922.0 |
1,912.3 |
1,928.5 |
| PP |
1,899.1 |
1,899.1 |
1,899.1 |
1,902.4 |
| S1 |
1,886.2 |
1,886.2 |
1,905.7 |
1,892.7 |
| S2 |
1,863.3 |
1,863.3 |
1,902.4 |
|
| S3 |
1,827.5 |
1,850.4 |
1,899.2 |
|
| S4 |
1,791.7 |
1,814.6 |
1,889.3 |
|
|
| 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 |
1,929.1 |
1,876.3 |
52.8 |
2.8% |
33.2 |
1.7% |
62% |
False |
True |
297,412 |
| 10 |
1,929.1 |
1,788.7 |
140.4 |
7.4% |
41.4 |
2.2% |
86% |
False |
False |
153,673 |
| 20 |
1,929.1 |
1,755.0 |
174.1 |
9.1% |
36.7 |
1.9% |
88% |
False |
False |
77,144 |
| 40 |
1,929.1 |
1,723.4 |
205.7 |
10.8% |
34.6 |
1.8% |
90% |
False |
False |
38,671 |
| 60 |
1,929.1 |
1,718.4 |
210.7 |
11.0% |
33.4 |
1.7% |
90% |
False |
False |
25,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.3 |
|
2.618 |
2,005.8 |
|
1.618 |
1,970.0 |
|
1.000 |
1,947.9 |
|
0.618 |
1,934.2 |
|
HIGH |
1,912.1 |
|
0.618 |
1,898.4 |
|
0.500 |
1,894.2 |
|
0.382 |
1,890.0 |
|
LOW |
1,876.3 |
|
0.618 |
1,854.2 |
|
1.000 |
1,840.5 |
|
1.618 |
1,818.4 |
|
2.618 |
1,782.6 |
|
4.250 |
1,724.2 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.1 |
1,906.9 |
| PP |
1,899.1 |
1,904.8 |
| S1 |
1,894.2 |
1,902.7 |
|