Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,399.00 |
4,435.75 |
36.75 |
0.8% |
4,376.00 |
High |
4,435.25 |
4,468.50 |
33.25 |
0.7% |
4,414.00 |
Low |
4,395.25 |
4,432.00 |
36.75 |
0.8% |
4,352.00 |
Close |
4,433.25 |
4,462.50 |
29.25 |
0.7% |
4,393.50 |
Range |
40.00 |
36.50 |
-3.50 |
-8.8% |
62.00 |
ATR |
45.83 |
45.17 |
-0.67 |
-1.5% |
0.00 |
Volume |
910 |
2,300 |
1,390 |
152.7% |
5,869 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.75 |
4,549.75 |
4,482.50 |
|
R3 |
4,527.25 |
4,513.25 |
4,472.50 |
|
R2 |
4,490.75 |
4,490.75 |
4,469.25 |
|
R1 |
4,476.75 |
4,476.75 |
4,465.75 |
4,483.75 |
PP |
4,454.25 |
4,454.25 |
4,454.25 |
4,458.00 |
S1 |
4,440.25 |
4,440.25 |
4,459.25 |
4,447.25 |
S2 |
4,417.75 |
4,417.75 |
4,455.75 |
|
S3 |
4,381.25 |
4,403.75 |
4,452.50 |
|
S4 |
4,344.75 |
4,367.25 |
4,442.50 |
|
|
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 |
4,468.50 |
4,352.00 |
116.50 |
2.6% |
37.50 |
0.8% |
95% |
True |
False |
1,457 |
10 |
4,468.50 |
4,259.00 |
209.50 |
4.7% |
41.25 |
0.9% |
97% |
True |
False |
1,383 |
20 |
4,468.50 |
4,194.75 |
273.75 |
6.1% |
44.75 |
1.0% |
98% |
True |
False |
893 |
40 |
4,468.50 |
4,131.00 |
337.50 |
7.6% |
44.50 |
1.0% |
98% |
True |
False |
565 |
60 |
4,468.50 |
4,000.50 |
468.00 |
10.5% |
44.50 |
1.0% |
99% |
True |
False |
425 |
80 |
4,468.50 |
3,916.00 |
552.50 |
12.4% |
44.75 |
1.0% |
99% |
True |
False |
340 |
100 |
4,468.50 |
3,916.00 |
552.50 |
12.4% |
43.75 |
1.0% |
99% |
True |
False |
284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,623.50 |
2.618 |
4,564.00 |
1.618 |
4,527.50 |
1.000 |
4,505.00 |
0.618 |
4,491.00 |
HIGH |
4,468.50 |
0.618 |
4,454.50 |
0.500 |
4,450.25 |
0.382 |
4,446.00 |
LOW |
4,432.00 |
0.618 |
4,409.50 |
1.000 |
4,395.50 |
1.618 |
4,373.00 |
2.618 |
4,336.50 |
4.250 |
4,277.00 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,458.50 |
4,448.50 |
PP |
4,454.25 |
4,434.75 |
S1 |
4,450.25 |
4,420.75 |
|