| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,895.5 |
1,906.8 |
11.3 |
0.6% |
1,886.2 |
| High |
1,912.1 |
1,920.3 |
8.2 |
0.4% |
1,929.1 |
| Low |
1,876.3 |
1,884.7 |
8.4 |
0.4% |
1,876.3 |
| Close |
1,909.0 |
1,893.4 |
-15.6 |
-0.8% |
1,893.4 |
| Range |
35.8 |
35.6 |
-0.2 |
-0.6% |
52.8 |
| ATR |
36.8 |
36.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
252,216 |
229,117 |
-23,099 |
-9.2% |
1,522,564 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.3 |
1,985.4 |
1,913.0 |
|
| R3 |
1,970.7 |
1,949.8 |
1,903.2 |
|
| R2 |
1,935.1 |
1,935.1 |
1,899.9 |
|
| R1 |
1,914.2 |
1,914.2 |
1,896.7 |
1,906.9 |
| PP |
1,899.5 |
1,899.5 |
1,899.5 |
1,895.8 |
| S1 |
1,878.6 |
1,878.6 |
1,890.1 |
1,871.3 |
| S2 |
1,863.9 |
1,863.9 |
1,886.9 |
|
| S3 |
1,828.3 |
1,843.0 |
1,883.6 |
|
| S4 |
1,792.7 |
1,807.4 |
1,873.8 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.0 |
2,028.5 |
1,922.4 |
|
| R3 |
2,005.2 |
1,975.7 |
1,907.9 |
|
| R2 |
1,952.4 |
1,952.4 |
1,903.1 |
|
| R1 |
1,922.9 |
1,922.9 |
1,898.2 |
1,937.7 |
| PP |
1,899.6 |
1,899.6 |
1,899.6 |
1,907.0 |
| S1 |
1,870.1 |
1,870.1 |
1,888.6 |
1,884.9 |
| S2 |
1,846.8 |
1,846.8 |
1,883.7 |
|
| S3 |
1,794.0 |
1,817.3 |
1,878.9 |
|
| S4 |
1,741.2 |
1,764.5 |
1,864.4 |
|
|
| 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% |
35.8 |
1.9% |
32% |
False |
False |
304,512 |
| 10 |
1,929.1 |
1,816.3 |
112.8 |
6.0% |
38.5 |
2.0% |
68% |
False |
False |
176,401 |
| 20 |
1,929.1 |
1,755.0 |
174.1 |
9.2% |
37.2 |
2.0% |
79% |
False |
False |
88,591 |
| 40 |
1,929.1 |
1,723.4 |
205.7 |
10.9% |
35.0 |
1.9% |
83% |
False |
False |
44,397 |
| 60 |
1,929.1 |
1,718.4 |
210.7 |
11.1% |
33.0 |
1.7% |
83% |
False |
False |
29,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.6 |
|
2.618 |
2,013.5 |
|
1.618 |
1,977.9 |
|
1.000 |
1,955.9 |
|
0.618 |
1,942.3 |
|
HIGH |
1,920.3 |
|
0.618 |
1,906.7 |
|
0.500 |
1,902.5 |
|
0.382 |
1,898.3 |
|
LOW |
1,884.7 |
|
0.618 |
1,862.7 |
|
1.000 |
1,849.1 |
|
1.618 |
1,827.1 |
|
2.618 |
1,791.5 |
|
4.250 |
1,733.4 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.5 |
1,902.7 |
| PP |
1,899.5 |
1,899.6 |
| S1 |
1,896.4 |
1,896.5 |
|