| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2,009.2 |
2,009.7 |
0.5 |
0.0% |
2,013.7 |
| High |
2,019.1 |
2,010.0 |
-9.1 |
-0.5% |
2,024.5 |
| Low |
2,004.5 |
1,979.8 |
-24.7 |
-1.2% |
1,975.0 |
| Close |
2,010.1 |
1,986.6 |
-23.5 |
-1.2% |
2,010.1 |
| Range |
14.6 |
30.2 |
15.6 |
106.8% |
49.5 |
| ATR |
25.3 |
25.7 |
0.4 |
1.4% |
0.0 |
| Volume |
1,485 |
5,524 |
4,039 |
272.0% |
18,570 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.7 |
2,064.9 |
2,003.2 |
|
| R3 |
2,052.5 |
2,034.7 |
1,994.9 |
|
| R2 |
2,022.3 |
2,022.3 |
1,992.1 |
|
| R1 |
2,004.5 |
2,004.5 |
1,989.4 |
1,998.3 |
| PP |
1,992.1 |
1,992.1 |
1,992.1 |
1,989.1 |
| S1 |
1,974.3 |
1,974.3 |
1,983.8 |
1,968.1 |
| S2 |
1,961.9 |
1,961.9 |
1,981.1 |
|
| S3 |
1,931.7 |
1,944.1 |
1,978.3 |
|
| S4 |
1,901.5 |
1,913.9 |
1,970.0 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.7 |
2,130.4 |
2,037.3 |
|
| R3 |
2,102.2 |
2,080.9 |
2,023.7 |
|
| R2 |
2,052.7 |
2,052.7 |
2,019.2 |
|
| R1 |
2,031.4 |
2,031.4 |
2,014.6 |
2,017.3 |
| PP |
2,003.2 |
2,003.2 |
2,003.2 |
1,996.2 |
| S1 |
1,981.9 |
1,981.9 |
2,005.6 |
1,967.8 |
| S2 |
1,953.7 |
1,953.7 |
2,001.0 |
|
| S3 |
1,904.2 |
1,932.4 |
1,996.5 |
|
| S4 |
1,854.7 |
1,882.9 |
1,982.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,024.5 |
1,975.0 |
49.5 |
2.5% |
26.9 |
1.4% |
23% |
False |
False |
3,981 |
| 10 |
2,025.8 |
1,975.0 |
50.8 |
2.6% |
24.0 |
1.2% |
23% |
False |
False |
3,759 |
| 20 |
2,043.2 |
1,975.0 |
68.2 |
3.4% |
24.7 |
1.2% |
17% |
False |
False |
3,174 |
| 40 |
2,129.7 |
1,975.0 |
154.7 |
7.8% |
25.9 |
1.3% |
7% |
False |
False |
2,852 |
| 60 |
2,129.7 |
1,975.0 |
154.7 |
7.8% |
26.8 |
1.4% |
7% |
False |
False |
2,504 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
27.4 |
1.4% |
42% |
False |
False |
2,180 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
26.6 |
1.3% |
42% |
False |
False |
1,840 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
25.5 |
1.3% |
42% |
False |
False |
1,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.4 |
|
2.618 |
2,089.1 |
|
1.618 |
2,058.9 |
|
1.000 |
2,040.2 |
|
0.618 |
2,028.7 |
|
HIGH |
2,010.0 |
|
0.618 |
1,998.5 |
|
0.500 |
1,994.9 |
|
0.382 |
1,991.3 |
|
LOW |
1,979.8 |
|
0.618 |
1,961.1 |
|
1.000 |
1,949.6 |
|
1.618 |
1,930.9 |
|
2.618 |
1,900.7 |
|
4.250 |
1,851.5 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.9 |
1,997.1 |
| PP |
1,992.1 |
1,993.6 |
| S1 |
1,989.4 |
1,990.1 |
|