Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,982.4 |
1,962.3 |
-20.1 |
-1.0% |
2,009.7 |
High |
1,983.3 |
1,987.3 |
4.0 |
0.2% |
2,010.0 |
Low |
1,960.9 |
1,958.6 |
-2.3 |
-0.1% |
1,958.6 |
Close |
1,962.5 |
1,968.4 |
5.9 |
0.3% |
1,968.4 |
Range |
22.4 |
28.7 |
6.3 |
28.1% |
51.4 |
ATR |
25.2 |
25.4 |
0.3 |
1.0% |
0.0 |
Volume |
5,128 |
8,379 |
3,251 |
63.4% |
25,149 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.5 |
2,041.7 |
1,984.2 |
|
R3 |
2,028.8 |
2,013.0 |
1,976.3 |
|
R2 |
2,000.1 |
2,000.1 |
1,973.7 |
|
R1 |
1,984.3 |
1,984.3 |
1,971.0 |
1,992.2 |
PP |
1,971.4 |
1,971.4 |
1,971.4 |
1,975.4 |
S1 |
1,955.6 |
1,955.6 |
1,965.8 |
1,963.5 |
S2 |
1,942.7 |
1,942.7 |
1,963.1 |
|
S3 |
1,914.0 |
1,926.9 |
1,960.5 |
|
S4 |
1,885.3 |
1,898.2 |
1,952.6 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,133.2 |
2,102.2 |
1,996.7 |
|
R3 |
2,081.8 |
2,050.8 |
1,982.5 |
|
R2 |
2,030.4 |
2,030.4 |
1,977.8 |
|
R1 |
1,999.4 |
1,999.4 |
1,973.1 |
1,989.2 |
PP |
1,979.0 |
1,979.0 |
1,979.0 |
1,973.9 |
S1 |
1,948.0 |
1,948.0 |
1,963.7 |
1,937.8 |
S2 |
1,927.6 |
1,927.6 |
1,959.0 |
|
S3 |
1,876.2 |
1,896.6 |
1,954.3 |
|
S4 |
1,824.8 |
1,845.2 |
1,940.1 |
|
|
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 |
1,958.6 |
60.5 |
3.1% |
23.3 |
1.2% |
16% |
False |
True |
5,326 |
10 |
2,025.8 |
1,958.6 |
67.2 |
3.4% |
24.0 |
1.2% |
15% |
False |
True |
4,739 |
20 |
2,039.0 |
1,958.6 |
80.4 |
4.1% |
25.1 |
1.3% |
12% |
False |
True |
3,829 |
40 |
2,129.7 |
1,958.6 |
171.1 |
8.7% |
26.0 |
1.3% |
6% |
False |
True |
3,250 |
60 |
2,129.7 |
1,958.6 |
171.1 |
8.7% |
26.6 |
1.4% |
6% |
False |
True |
2,765 |
80 |
2,129.7 |
1,885.2 |
244.5 |
12.4% |
27.6 |
1.4% |
34% |
False |
False |
2,411 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
26.8 |
1.4% |
34% |
False |
False |
2,025 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.7 |
1.3% |
34% |
False |
False |
1,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,109.3 |
2.618 |
2,062.4 |
1.618 |
2,033.7 |
1.000 |
2,016.0 |
0.618 |
2,005.0 |
HIGH |
1,987.3 |
0.618 |
1,976.3 |
0.500 |
1,973.0 |
0.382 |
1,969.6 |
LOW |
1,958.6 |
0.618 |
1,940.9 |
1.000 |
1,929.9 |
1.618 |
1,912.2 |
2.618 |
1,883.5 |
4.250 |
1,836.6 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,973.0 |
1,973.8 |
PP |
1,971.4 |
1,972.0 |
S1 |
1,969.9 |
1,970.2 |
|