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 |
7,604.5 |
7,607.5 |
3.0 |
0.0% |
7,649.0 |
High |
7,656.5 |
7,655.5 |
-1.0 |
0.0% |
7,669.0 |
Low |
7,591.0 |
7,596.0 |
5.0 |
0.1% |
7,564.5 |
Close |
7,630.5 |
7,646.5 |
16.0 |
0.2% |
7,577.5 |
Range |
65.5 |
59.5 |
-6.0 |
-9.2% |
104.5 |
ATR |
63.7 |
63.4 |
-0.3 |
-0.5% |
0.0 |
Volume |
198,509 |
108,331 |
-90,178 |
-45.4% |
126,151 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,811.0 |
7,788.5 |
7,679.0 |
|
R3 |
7,751.5 |
7,729.0 |
7,663.0 |
|
R2 |
7,692.0 |
7,692.0 |
7,657.5 |
|
R1 |
7,669.5 |
7,669.5 |
7,652.0 |
7,681.0 |
PP |
7,632.5 |
7,632.5 |
7,632.5 |
7,638.5 |
S1 |
7,610.0 |
7,610.0 |
7,641.0 |
7,621.0 |
S2 |
7,573.0 |
7,573.0 |
7,635.5 |
|
S3 |
7,513.5 |
7,550.5 |
7,630.0 |
|
S4 |
7,454.0 |
7,491.0 |
7,614.0 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,917.0 |
7,852.0 |
7,635.0 |
|
R3 |
7,812.5 |
7,747.5 |
7,606.0 |
|
R2 |
7,708.0 |
7,708.0 |
7,596.5 |
|
R1 |
7,643.0 |
7,643.0 |
7,587.0 |
7,623.0 |
PP |
7,603.5 |
7,603.5 |
7,603.5 |
7,594.0 |
S1 |
7,538.5 |
7,538.5 |
7,568.0 |
7,519.0 |
S2 |
7,499.0 |
7,499.0 |
7,558.5 |
|
S3 |
7,394.5 |
7,434.0 |
7,549.0 |
|
S4 |
7,290.0 |
7,329.5 |
7,520.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,656.5 |
7,564.5 |
92.0 |
1.2% |
60.5 |
0.8% |
89% |
False |
False |
200,991 |
10 |
7,669.0 |
7,564.5 |
104.5 |
1.4% |
61.0 |
0.8% |
78% |
False |
False |
105,735 |
20 |
7,814.0 |
7,455.0 |
359.0 |
4.7% |
58.5 |
0.8% |
53% |
False |
False |
53,493 |
40 |
7,944.0 |
7,455.0 |
489.0 |
6.4% |
46.5 |
0.6% |
39% |
False |
False |
26,811 |
60 |
7,944.0 |
7,328.5 |
615.5 |
8.0% |
36.0 |
0.5% |
52% |
False |
False |
17,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,908.5 |
2.618 |
7,811.5 |
1.618 |
7,752.0 |
1.000 |
7,715.0 |
0.618 |
7,692.5 |
HIGH |
7,655.5 |
0.618 |
7,633.0 |
0.500 |
7,626.0 |
0.382 |
7,618.5 |
LOW |
7,596.0 |
0.618 |
7,559.0 |
1.000 |
7,536.5 |
1.618 |
7,499.5 |
2.618 |
7,440.0 |
4.250 |
7,343.0 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,639.5 |
7,636.0 |
PP |
7,632.5 |
7,625.0 |
S1 |
7,626.0 |
7,614.0 |
|