| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,995.0 |
2,018.8 |
23.8 |
1.2% |
2,001.4 |
| High |
2,024.0 |
2,025.8 |
1.8 |
0.1% |
2,025.8 |
| Low |
1,994.0 |
2,010.0 |
16.0 |
0.8% |
1,992.7 |
| Close |
2,017.2 |
2,016.1 |
-1.1 |
-0.1% |
2,016.1 |
| Range |
30.0 |
15.8 |
-14.2 |
-47.3% |
33.1 |
| ATR |
26.5 |
25.8 |
-0.8 |
-2.9% |
0.0 |
| Volume |
3,925 |
3,677 |
-248 |
-6.3% |
16,758 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.7 |
2,056.2 |
2,024.8 |
|
| R3 |
2,048.9 |
2,040.4 |
2,020.4 |
|
| R2 |
2,033.1 |
2,033.1 |
2,019.0 |
|
| R1 |
2,024.6 |
2,024.6 |
2,017.5 |
2,021.0 |
| PP |
2,017.3 |
2,017.3 |
2,017.3 |
2,015.5 |
| S1 |
2,008.8 |
2,008.8 |
2,014.7 |
2,005.2 |
| S2 |
2,001.5 |
2,001.5 |
2,013.2 |
|
| S3 |
1,985.7 |
1,993.0 |
2,011.8 |
|
| S4 |
1,969.9 |
1,977.2 |
2,007.4 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.8 |
2,096.6 |
2,034.3 |
|
| R3 |
2,077.7 |
2,063.5 |
2,025.2 |
|
| R2 |
2,044.6 |
2,044.6 |
2,022.2 |
|
| R1 |
2,030.4 |
2,030.4 |
2,019.1 |
2,037.5 |
| PP |
2,011.5 |
2,011.5 |
2,011.5 |
2,015.1 |
| S1 |
1,997.3 |
1,997.3 |
2,013.1 |
2,004.4 |
| S2 |
1,978.4 |
1,978.4 |
2,010.0 |
|
| S3 |
1,945.3 |
1,964.2 |
2,007.0 |
|
| S4 |
1,912.2 |
1,931.1 |
1,997.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.8 |
1,992.7 |
33.1 |
1.6% |
22.6 |
1.1% |
71% |
True |
False |
3,351 |
| 10 |
2,039.0 |
1,988.6 |
50.4 |
2.5% |
25.3 |
1.3% |
55% |
False |
False |
2,960 |
| 20 |
2,084.4 |
1,988.6 |
95.8 |
4.8% |
24.7 |
1.2% |
29% |
False |
False |
2,605 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
27.0 |
1.3% |
19% |
False |
False |
2,417 |
| 60 |
2,129.7 |
1,974.9 |
154.8 |
7.7% |
28.6 |
1.4% |
27% |
False |
False |
2,259 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.0 |
1.3% |
54% |
False |
False |
1,915 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.5 |
1.3% |
54% |
False |
False |
1,712 |
| 120 |
2,129.7 |
1,864.5 |
265.2 |
13.2% |
24.8 |
1.2% |
57% |
False |
False |
1,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.0 |
|
2.618 |
2,067.2 |
|
1.618 |
2,051.4 |
|
1.000 |
2,041.6 |
|
0.618 |
2,035.6 |
|
HIGH |
2,025.8 |
|
0.618 |
2,019.8 |
|
0.500 |
2,017.9 |
|
0.382 |
2,016.0 |
|
LOW |
2,010.0 |
|
0.618 |
2,000.2 |
|
1.000 |
1,994.2 |
|
1.618 |
1,984.4 |
|
2.618 |
1,968.6 |
|
4.250 |
1,942.9 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.9 |
2,014.0 |
| PP |
2,017.3 |
2,012.0 |
| S1 |
2,016.7 |
2,009.9 |
|