Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,383.50 |
4,399.00 |
15.50 |
0.4% |
4,376.00 |
High |
4,414.00 |
4,435.25 |
21.25 |
0.5% |
4,414.00 |
Low |
4,373.00 |
4,395.25 |
22.25 |
0.5% |
4,352.00 |
Close |
4,393.50 |
4,433.25 |
39.75 |
0.9% |
4,393.50 |
Range |
41.00 |
40.00 |
-1.00 |
-2.4% |
62.00 |
ATR |
46.15 |
45.83 |
-0.31 |
-0.7% |
0.00 |
Volume |
1,895 |
910 |
-985 |
-52.0% |
5,869 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,541.25 |
4,527.25 |
4,455.25 |
|
R3 |
4,501.25 |
4,487.25 |
4,444.25 |
|
R2 |
4,461.25 |
4,461.25 |
4,440.50 |
|
R1 |
4,447.25 |
4,447.25 |
4,437.00 |
4,454.25 |
PP |
4,421.25 |
4,421.25 |
4,421.25 |
4,424.75 |
S1 |
4,407.25 |
4,407.25 |
4,429.50 |
4,414.25 |
S2 |
4,381.25 |
4,381.25 |
4,426.00 |
|
S3 |
4,341.25 |
4,367.25 |
4,422.25 |
|
S4 |
4,301.25 |
4,327.25 |
4,411.25 |
|
|
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 |
4,435.25 |
4,352.00 |
83.25 |
1.9% |
35.25 |
0.8% |
98% |
True |
False |
1,243 |
10 |
4,435.25 |
4,259.00 |
176.25 |
4.0% |
42.00 |
0.9% |
99% |
True |
False |
1,164 |
20 |
4,435.25 |
4,194.75 |
240.50 |
5.4% |
44.50 |
1.0% |
99% |
True |
False |
800 |
40 |
4,435.25 |
4,131.00 |
304.25 |
6.9% |
44.50 |
1.0% |
99% |
True |
False |
508 |
60 |
4,435.25 |
3,976.00 |
459.25 |
10.4% |
45.00 |
1.0% |
100% |
True |
False |
386 |
80 |
4,435.25 |
3,916.00 |
519.25 |
11.7% |
44.50 |
1.0% |
100% |
True |
False |
311 |
100 |
4,435.25 |
3,916.00 |
519.25 |
11.7% |
43.75 |
1.0% |
100% |
True |
False |
261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.25 |
2.618 |
4,540.00 |
1.618 |
4,500.00 |
1.000 |
4,475.25 |
0.618 |
4,460.00 |
HIGH |
4,435.25 |
0.618 |
4,420.00 |
0.500 |
4,415.25 |
0.382 |
4,410.50 |
LOW |
4,395.25 |
0.618 |
4,370.50 |
1.000 |
4,355.25 |
1.618 |
4,330.50 |
2.618 |
4,290.50 |
4.250 |
4,225.25 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,427.25 |
4,420.00 |
PP |
4,421.25 |
4,406.75 |
S1 |
4,415.25 |
4,393.50 |
|