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 |
2,009.7 |
1,987.0 |
-22.7 |
-1.1% |
2,013.7 |
High |
2,010.0 |
1,989.0 |
-21.0 |
-1.0% |
2,024.5 |
Low |
1,979.8 |
1,968.5 |
-11.3 |
-0.6% |
1,975.0 |
Close |
1,986.6 |
1,983.9 |
-2.7 |
-0.1% |
2,010.1 |
Range |
30.2 |
20.5 |
-9.7 |
-32.1% |
49.5 |
ATR |
25.7 |
25.3 |
-0.4 |
-1.4% |
0.0 |
Volume |
5,524 |
6,118 |
594 |
10.8% |
18,570 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.0 |
2,033.4 |
1,995.2 |
|
R3 |
2,021.5 |
2,012.9 |
1,989.5 |
|
R2 |
2,001.0 |
2,001.0 |
1,987.7 |
|
R1 |
1,992.4 |
1,992.4 |
1,985.8 |
1,986.5 |
PP |
1,980.5 |
1,980.5 |
1,980.5 |
1,977.5 |
S1 |
1,971.9 |
1,971.9 |
1,982.0 |
1,966.0 |
S2 |
1,960.0 |
1,960.0 |
1,980.1 |
|
S3 |
1,939.5 |
1,951.4 |
1,978.3 |
|
S4 |
1,919.0 |
1,930.9 |
1,972.6 |
|
|
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 |
2,019.1 |
1,968.5 |
50.6 |
2.6% |
24.5 |
1.2% |
30% |
False |
True |
3,881 |
10 |
2,025.8 |
1,968.5 |
57.3 |
2.9% |
24.9 |
1.3% |
27% |
False |
True |
4,112 |
20 |
2,043.2 |
1,968.5 |
74.7 |
3.8% |
25.1 |
1.3% |
21% |
False |
True |
3,383 |
40 |
2,129.7 |
1,968.5 |
161.2 |
8.1% |
26.1 |
1.3% |
10% |
False |
True |
2,972 |
60 |
2,129.7 |
1,968.5 |
161.2 |
8.1% |
26.8 |
1.3% |
10% |
False |
True |
2,578 |
80 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
27.4 |
1.4% |
41% |
False |
False |
2,251 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
26.6 |
1.3% |
41% |
False |
False |
1,894 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
25.4 |
1.3% |
41% |
False |
False |
1,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.1 |
2.618 |
2,042.7 |
1.618 |
2,022.2 |
1.000 |
2,009.5 |
0.618 |
2,001.7 |
HIGH |
1,989.0 |
0.618 |
1,981.2 |
0.500 |
1,978.8 |
0.382 |
1,976.3 |
LOW |
1,968.5 |
0.618 |
1,955.8 |
1.000 |
1,948.0 |
1.618 |
1,935.3 |
2.618 |
1,914.8 |
4.250 |
1,881.4 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,982.2 |
1,993.8 |
PP |
1,980.5 |
1,990.5 |
S1 |
1,978.8 |
1,987.2 |
|