Trading Metrics calculated at close of trading on 19-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
19-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
7,641.5 |
7,638.0 |
-3.5 |
0.0% |
7,590.5 |
High |
7,703.5 |
7,639.5 |
-64.0 |
-0.8% |
7,703.5 |
Low |
7,627.0 |
7,593.5 |
-33.5 |
-0.4% |
7,572.0 |
Close |
7,656.5 |
7,599.5 |
-57.0 |
-0.7% |
7,656.5 |
Range |
76.5 |
46.0 |
-30.5 |
-39.9% |
131.5 |
ATR |
64.3 |
64.2 |
-0.1 |
-0.1% |
0.0 |
Volume |
139,364 |
52,076 |
-87,288 |
-62.6% |
1,066,291 |
|
Daily Pivots for day following 19-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,749.0 |
7,720.0 |
7,625.0 |
|
R3 |
7,703.0 |
7,674.0 |
7,612.0 |
|
R2 |
7,657.0 |
7,657.0 |
7,608.0 |
|
R1 |
7,628.0 |
7,628.0 |
7,603.5 |
7,619.5 |
PP |
7,611.0 |
7,611.0 |
7,611.0 |
7,606.5 |
S1 |
7,582.0 |
7,582.0 |
7,595.5 |
7,573.5 |
S2 |
7,565.0 |
7,565.0 |
7,591.0 |
|
S3 |
7,519.0 |
7,536.0 |
7,587.0 |
|
S4 |
7,473.0 |
7,490.0 |
7,574.0 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,038.5 |
7,979.0 |
7,729.0 |
|
R3 |
7,907.0 |
7,847.5 |
7,692.5 |
|
R2 |
7,775.5 |
7,775.5 |
7,680.5 |
|
R1 |
7,716.0 |
7,716.0 |
7,668.5 |
7,746.0 |
PP |
7,644.0 |
7,644.0 |
7,644.0 |
7,659.0 |
S1 |
7,584.5 |
7,584.5 |
7,644.5 |
7,614.0 |
S2 |
7,512.5 |
7,512.5 |
7,632.5 |
|
S3 |
7,381.0 |
7,453.0 |
7,620.5 |
|
S4 |
7,249.5 |
7,321.5 |
7,584.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,703.5 |
7,572.0 |
131.5 |
1.7% |
61.0 |
0.8% |
21% |
False |
False |
162,247 |
10 |
7,703.5 |
7,564.5 |
139.0 |
1.8% |
59.0 |
0.8% |
25% |
False |
False |
124,141 |
20 |
7,814.0 |
7,455.0 |
359.0 |
4.7% |
61.5 |
0.8% |
40% |
False |
False |
63,062 |
40 |
7,922.5 |
7,455.0 |
467.5 |
6.2% |
48.0 |
0.6% |
31% |
False |
False |
31,597 |
60 |
7,944.0 |
7,328.5 |
615.5 |
8.1% |
37.0 |
0.5% |
44% |
False |
False |
21,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,835.0 |
2.618 |
7,760.0 |
1.618 |
7,714.0 |
1.000 |
7,685.5 |
0.618 |
7,668.0 |
HIGH |
7,639.5 |
0.618 |
7,622.0 |
0.500 |
7,616.5 |
0.382 |
7,611.0 |
LOW |
7,593.5 |
0.618 |
7,565.0 |
1.000 |
7,547.5 |
1.618 |
7,519.0 |
2.618 |
7,473.0 |
4.250 |
7,398.0 |
|
|
Fisher Pivots for day following 19-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,616.5 |
7,648.5 |
PP |
7,611.0 |
7,632.0 |
S1 |
7,605.0 |
7,616.0 |
|