Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,464.25 |
4,468.00 |
3.75 |
0.1% |
4,376.00 |
High |
4,485.00 |
4,532.25 |
47.25 |
1.1% |
4,414.00 |
Low |
4,431.50 |
4,441.25 |
9.75 |
0.2% |
4,352.00 |
Close |
4,464.50 |
4,518.25 |
53.75 |
1.2% |
4,393.50 |
Range |
53.50 |
91.00 |
37.50 |
70.1% |
62.00 |
ATR |
45.76 |
48.99 |
3.23 |
7.1% |
0.00 |
Volume |
688 |
1,560 |
872 |
126.7% |
5,869 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,770.25 |
4,735.25 |
4,568.25 |
|
R3 |
4,679.25 |
4,644.25 |
4,543.25 |
|
R2 |
4,588.25 |
4,588.25 |
4,535.00 |
|
R1 |
4,553.25 |
4,553.25 |
4,526.50 |
4,570.75 |
PP |
4,497.25 |
4,497.25 |
4,497.25 |
4,506.00 |
S1 |
4,462.25 |
4,462.25 |
4,510.00 |
4,479.75 |
S2 |
4,406.25 |
4,406.25 |
4,501.50 |
|
S3 |
4,315.25 |
4,371.25 |
4,493.25 |
|
S4 |
4,224.25 |
4,280.25 |
4,468.25 |
|
|
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 |
4,532.25 |
4,373.00 |
159.25 |
3.5% |
52.50 |
1.2% |
91% |
True |
False |
1,470 |
10 |
4,532.25 |
4,318.00 |
214.25 |
4.7% |
45.25 |
1.0% |
93% |
True |
False |
1,233 |
20 |
4,532.25 |
4,194.75 |
337.50 |
7.5% |
47.75 |
1.1% |
96% |
True |
False |
974 |
40 |
4,532.25 |
4,131.00 |
401.25 |
8.9% |
46.50 |
1.0% |
97% |
True |
False |
618 |
60 |
4,532.25 |
4,000.50 |
531.75 |
11.8% |
44.25 |
1.0% |
97% |
True |
False |
461 |
80 |
4,532.25 |
3,916.00 |
616.25 |
13.6% |
46.50 |
1.0% |
98% |
True |
False |
366 |
100 |
4,532.25 |
3,916.00 |
616.25 |
13.6% |
45.00 |
1.0% |
98% |
True |
False |
306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,919.00 |
2.618 |
4,770.50 |
1.618 |
4,679.50 |
1.000 |
4,623.25 |
0.618 |
4,588.50 |
HIGH |
4,532.25 |
0.618 |
4,497.50 |
0.500 |
4,486.75 |
0.382 |
4,476.00 |
LOW |
4,441.25 |
0.618 |
4,385.00 |
1.000 |
4,350.25 |
1.618 |
4,294.00 |
2.618 |
4,203.00 |
4.250 |
4,054.50 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,507.75 |
4,506.00 |
PP |
4,497.25 |
4,494.00 |
S1 |
4,486.75 |
4,482.00 |
|