Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,880.1 |
1,866.3 |
-13.8 |
-0.7% |
1,898.0 |
High |
1,882.8 |
1,867.8 |
-15.0 |
-0.8% |
1,898.0 |
Low |
1,857.0 |
1,830.7 |
-26.3 |
-1.4% |
1,830.7 |
Close |
1,865.3 |
1,834.6 |
-30.7 |
-1.6% |
1,834.6 |
Range |
25.8 |
37.1 |
11.3 |
43.8% |
67.3 |
ATR |
34.5 |
34.6 |
0.2 |
0.5% |
0.0 |
Volume |
164,171 |
262,032 |
97,861 |
59.6% |
766,765 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.7 |
1,932.2 |
1,855.0 |
|
R3 |
1,918.6 |
1,895.1 |
1,844.8 |
|
R2 |
1,881.5 |
1,881.5 |
1,841.4 |
|
R1 |
1,858.0 |
1,858.0 |
1,838.0 |
1,851.2 |
PP |
1,844.4 |
1,844.4 |
1,844.4 |
1,841.0 |
S1 |
1,820.9 |
1,820.9 |
1,831.2 |
1,814.1 |
S2 |
1,807.3 |
1,807.3 |
1,827.8 |
|
S3 |
1,770.2 |
1,783.8 |
1,824.4 |
|
S4 |
1,733.1 |
1,746.7 |
1,814.2 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.3 |
2,012.8 |
1,871.6 |
|
R3 |
1,989.0 |
1,945.5 |
1,853.1 |
|
R2 |
1,921.7 |
1,921.7 |
1,846.9 |
|
R1 |
1,878.2 |
1,878.2 |
1,840.8 |
1,866.3 |
PP |
1,854.4 |
1,854.4 |
1,854.4 |
1,848.5 |
S1 |
1,810.9 |
1,810.9 |
1,828.4 |
1,799.0 |
S2 |
1,787.1 |
1,787.1 |
1,822.3 |
|
S3 |
1,719.8 |
1,743.6 |
1,816.1 |
|
S4 |
1,652.5 |
1,676.3 |
1,797.6 |
|
|
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 |
1,830.7 |
89.6 |
4.9% |
29.8 |
1.6% |
4% |
False |
True |
199,176 |
10 |
1,929.1 |
1,830.7 |
98.4 |
5.4% |
31.5 |
1.7% |
4% |
False |
True |
248,294 |
20 |
1,929.1 |
1,755.0 |
174.1 |
9.5% |
36.1 |
2.0% |
46% |
False |
False |
126,883 |
40 |
1,929.1 |
1,723.4 |
205.7 |
11.2% |
35.1 |
1.9% |
54% |
False |
False |
63,553 |
60 |
1,929.1 |
1,723.4 |
205.7 |
11.2% |
33.0 |
1.8% |
54% |
False |
False |
42,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.5 |
2.618 |
1,964.9 |
1.618 |
1,927.8 |
1.000 |
1,904.9 |
0.618 |
1,890.7 |
HIGH |
1,867.8 |
0.618 |
1,853.6 |
0.500 |
1,849.3 |
0.382 |
1,844.9 |
LOW |
1,830.7 |
0.618 |
1,807.8 |
1.000 |
1,793.6 |
1.618 |
1,770.7 |
2.618 |
1,733.6 |
4.250 |
1,673.0 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,849.3 |
1,861.6 |
PP |
1,844.4 |
1,852.6 |
S1 |
1,839.5 |
1,843.6 |
|