Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,435.75 |
4,464.25 |
28.50 |
0.6% |
4,376.00 |
High |
4,468.50 |
4,485.00 |
16.50 |
0.4% |
4,414.00 |
Low |
4,432.00 |
4,431.50 |
-0.50 |
0.0% |
4,352.00 |
Close |
4,462.50 |
4,464.50 |
2.00 |
0.0% |
4,393.50 |
Range |
36.50 |
53.50 |
17.00 |
46.6% |
62.00 |
ATR |
45.17 |
45.76 |
0.60 |
1.3% |
0.00 |
Volume |
2,300 |
688 |
-1,612 |
-70.1% |
5,869 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,620.75 |
4,596.25 |
4,494.00 |
|
R3 |
4,567.25 |
4,542.75 |
4,479.25 |
|
R2 |
4,513.75 |
4,513.75 |
4,474.25 |
|
R1 |
4,489.25 |
4,489.25 |
4,469.50 |
4,501.50 |
PP |
4,460.25 |
4,460.25 |
4,460.25 |
4,466.50 |
S1 |
4,435.75 |
4,435.75 |
4,459.50 |
4,448.00 |
S2 |
4,406.75 |
4,406.75 |
4,454.75 |
|
S3 |
4,353.25 |
4,382.25 |
4,449.75 |
|
S4 |
4,299.75 |
4,328.75 |
4,435.00 |
|
|
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 |
4,485.00 |
4,352.00 |
133.00 |
3.0% |
41.50 |
0.9% |
85% |
True |
False |
1,349 |
10 |
4,485.00 |
4,261.50 |
223.50 |
5.0% |
42.50 |
0.9% |
91% |
True |
False |
1,171 |
20 |
4,485.00 |
4,194.75 |
290.25 |
6.5% |
46.00 |
1.0% |
93% |
True |
False |
916 |
40 |
4,485.00 |
4,131.00 |
354.00 |
7.9% |
45.25 |
1.0% |
94% |
True |
False |
581 |
60 |
4,485.00 |
4,000.50 |
484.50 |
10.9% |
44.50 |
1.0% |
96% |
True |
False |
436 |
80 |
4,485.00 |
3,916.00 |
569.00 |
12.7% |
45.50 |
1.0% |
96% |
True |
False |
348 |
100 |
4,485.00 |
3,916.00 |
569.00 |
12.7% |
44.25 |
1.0% |
96% |
True |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,712.50 |
2.618 |
4,625.00 |
1.618 |
4,571.50 |
1.000 |
4,538.50 |
0.618 |
4,518.00 |
HIGH |
4,485.00 |
0.618 |
4,464.50 |
0.500 |
4,458.25 |
0.382 |
4,452.00 |
LOW |
4,431.50 |
0.618 |
4,398.50 |
1.000 |
4,378.00 |
1.618 |
4,345.00 |
2.618 |
4,291.50 |
4.250 |
4,204.00 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,462.50 |
4,456.50 |
PP |
4,460.25 |
4,448.25 |
S1 |
4,458.25 |
4,440.00 |
|