| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,883.0 |
1,880.1 |
-2.9 |
-0.2% |
1,886.2 |
| High |
1,892.4 |
1,882.8 |
-9.6 |
-0.5% |
1,929.1 |
| Low |
1,869.3 |
1,857.0 |
-12.3 |
-0.7% |
1,876.3 |
| Close |
1,880.5 |
1,865.3 |
-15.2 |
-0.8% |
1,893.4 |
| Range |
23.1 |
25.8 |
2.7 |
11.7% |
52.8 |
| ATR |
35.1 |
34.5 |
-0.7 |
-1.9% |
0.0 |
| Volume |
165,845 |
164,171 |
-1,674 |
-1.0% |
1,522,564 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.8 |
1,931.3 |
1,879.5 |
|
| R3 |
1,920.0 |
1,905.5 |
1,872.4 |
|
| R2 |
1,894.2 |
1,894.2 |
1,870.0 |
|
| R1 |
1,879.7 |
1,879.7 |
1,867.7 |
1,874.1 |
| PP |
1,868.4 |
1,868.4 |
1,868.4 |
1,865.5 |
| S1 |
1,853.9 |
1,853.9 |
1,862.9 |
1,848.3 |
| S2 |
1,842.6 |
1,842.6 |
1,860.6 |
|
| S3 |
1,816.8 |
1,828.1 |
1,858.2 |
|
| S4 |
1,791.0 |
1,802.3 |
1,851.1 |
|
|
| 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 |
1,920.3 |
1,857.0 |
63.3 |
3.4% |
29.5 |
1.6% |
13% |
False |
True |
197,213 |
| 10 |
1,929.1 |
1,857.0 |
72.1 |
3.9% |
31.0 |
1.7% |
12% |
False |
True |
224,707 |
| 20 |
1,929.1 |
1,755.0 |
174.1 |
9.3% |
35.9 |
1.9% |
63% |
False |
False |
113,795 |
| 40 |
1,929.1 |
1,723.4 |
205.7 |
11.0% |
34.8 |
1.9% |
69% |
False |
False |
57,008 |
| 60 |
1,929.1 |
1,723.4 |
205.7 |
11.0% |
32.7 |
1.8% |
69% |
False |
False |
38,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,992.5 |
|
2.618 |
1,950.3 |
|
1.618 |
1,924.5 |
|
1.000 |
1,908.6 |
|
0.618 |
1,898.7 |
|
HIGH |
1,882.8 |
|
0.618 |
1,872.9 |
|
0.500 |
1,869.9 |
|
0.382 |
1,866.9 |
|
LOW |
1,857.0 |
|
0.618 |
1,841.1 |
|
1.000 |
1,831.2 |
|
1.618 |
1,815.3 |
|
2.618 |
1,789.5 |
|
4.250 |
1,747.4 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,869.9 |
1,877.5 |
| PP |
1,868.4 |
1,873.4 |
| S1 |
1,866.8 |
1,869.4 |
|