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 |
4,364.50 |
4,383.50 |
19.00 |
0.4% |
4,376.00 |
High |
4,388.75 |
4,414.00 |
25.25 |
0.6% |
4,414.00 |
Low |
4,352.00 |
4,373.00 |
21.00 |
0.5% |
4,352.00 |
Close |
4,386.00 |
4,393.50 |
7.50 |
0.2% |
4,393.50 |
Range |
36.75 |
41.00 |
4.25 |
11.6% |
62.00 |
ATR |
46.54 |
46.15 |
-0.40 |
-0.9% |
0.00 |
Volume |
955 |
1,895 |
940 |
98.4% |
5,869 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.50 |
4,496.00 |
4,416.00 |
|
R3 |
4,475.50 |
4,455.00 |
4,404.75 |
|
R2 |
4,434.50 |
4,434.50 |
4,401.00 |
|
R1 |
4,414.00 |
4,414.00 |
4,397.25 |
4,424.25 |
PP |
4,393.50 |
4,393.50 |
4,393.50 |
4,398.50 |
S1 |
4,373.00 |
4,373.00 |
4,389.75 |
4,383.25 |
S2 |
4,352.50 |
4,352.50 |
4,386.00 |
|
S3 |
4,311.50 |
4,332.00 |
4,382.25 |
|
S4 |
4,270.50 |
4,291.00 |
4,371.00 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.50 |
4,545.00 |
4,427.50 |
|
R3 |
4,510.50 |
4,483.00 |
4,410.50 |
|
R2 |
4,448.50 |
4,448.50 |
4,404.75 |
|
R1 |
4,421.00 |
4,421.00 |
4,399.25 |
4,434.75 |
PP |
4,386.50 |
4,386.50 |
4,386.50 |
4,393.50 |
S1 |
4,359.00 |
4,359.00 |
4,387.75 |
4,372.75 |
S2 |
4,324.50 |
4,324.50 |
4,382.25 |
|
S3 |
4,262.50 |
4,297.00 |
4,376.50 |
|
S4 |
4,200.50 |
4,235.00 |
4,359.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,414.00 |
4,352.00 |
62.00 |
1.4% |
33.25 |
0.8% |
67% |
True |
False |
1,173 |
10 |
4,414.00 |
4,227.25 |
186.75 |
4.3% |
45.75 |
1.0% |
89% |
True |
False |
1,096 |
20 |
4,414.00 |
4,186.00 |
228.00 |
5.2% |
45.00 |
1.0% |
91% |
True |
False |
800 |
40 |
4,414.00 |
4,131.00 |
283.00 |
6.4% |
44.50 |
1.0% |
93% |
True |
False |
495 |
60 |
4,414.00 |
3,976.00 |
438.00 |
10.0% |
45.25 |
1.0% |
95% |
True |
False |
371 |
80 |
4,414.00 |
3,916.00 |
498.00 |
11.3% |
45.00 |
1.0% |
96% |
True |
False |
300 |
100 |
4,414.00 |
3,916.00 |
498.00 |
11.3% |
43.50 |
1.0% |
96% |
True |
False |
252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,588.25 |
2.618 |
4,521.25 |
1.618 |
4,480.25 |
1.000 |
4,455.00 |
0.618 |
4,439.25 |
HIGH |
4,414.00 |
0.618 |
4,398.25 |
0.500 |
4,393.50 |
0.382 |
4,388.75 |
LOW |
4,373.00 |
0.618 |
4,347.75 |
1.000 |
4,332.00 |
1.618 |
4,306.75 |
2.618 |
4,265.75 |
4.250 |
4,198.75 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,393.50 |
4,390.00 |
PP |
4,393.50 |
4,386.50 |
S1 |
4,393.50 |
4,383.00 |
|