Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
7,608.0 |
7,580.0 |
-28.0 |
-0.4% |
7,590.5 |
High |
7,621.5 |
7,591.0 |
-30.5 |
-0.4% |
7,703.5 |
Low |
7,574.5 |
7,529.5 |
-45.0 |
-0.6% |
7,572.0 |
Close |
7,578.5 |
7,574.5 |
-4.0 |
-0.1% |
7,656.5 |
Range |
47.0 |
61.5 |
14.5 |
30.9% |
131.5 |
ATR |
63.0 |
62.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
81,676 |
79,833 |
-1,843 |
-2.3% |
1,066,291 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,749.5 |
7,723.5 |
7,608.5 |
|
R3 |
7,688.0 |
7,662.0 |
7,591.5 |
|
R2 |
7,626.5 |
7,626.5 |
7,586.0 |
|
R1 |
7,600.5 |
7,600.5 |
7,580.0 |
7,583.0 |
PP |
7,565.0 |
7,565.0 |
7,565.0 |
7,556.0 |
S1 |
7,539.0 |
7,539.0 |
7,569.0 |
7,521.0 |
S2 |
7,503.5 |
7,503.5 |
7,563.0 |
|
S3 |
7,442.0 |
7,477.5 |
7,557.5 |
|
S4 |
7,380.5 |
7,416.0 |
7,540.5 |
|
|
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 |
7,529.5 |
174.0 |
2.3% |
58.0 |
0.8% |
26% |
False |
True |
92,256 |
10 |
7,703.5 |
7,529.5 |
174.0 |
2.3% |
58.5 |
0.8% |
26% |
False |
True |
138,330 |
20 |
7,722.5 |
7,455.0 |
267.5 |
3.5% |
65.0 |
0.9% |
45% |
False |
False |
71,134 |
40 |
7,899.0 |
7,455.0 |
444.0 |
5.9% |
50.5 |
0.7% |
27% |
False |
False |
35,634 |
60 |
7,944.0 |
7,455.0 |
489.0 |
6.5% |
37.5 |
0.5% |
24% |
False |
False |
23,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,852.5 |
2.618 |
7,752.0 |
1.618 |
7,690.5 |
1.000 |
7,652.5 |
0.618 |
7,629.0 |
HIGH |
7,591.0 |
0.618 |
7,567.5 |
0.500 |
7,560.0 |
0.382 |
7,553.0 |
LOW |
7,529.5 |
0.618 |
7,491.5 |
1.000 |
7,468.0 |
1.618 |
7,430.0 |
2.618 |
7,368.5 |
4.250 |
7,268.0 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,570.0 |
7,584.5 |
PP |
7,565.0 |
7,581.0 |
S1 |
7,560.0 |
7,578.0 |
|