Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,514.50 |
4,507.75 |
-6.75 |
-0.1% |
4,399.00 |
High |
4,540.50 |
4,509.25 |
-31.25 |
-0.7% |
4,540.50 |
Low |
4,498.75 |
4,456.75 |
-42.00 |
-0.9% |
4,395.25 |
Close |
4,500.75 |
4,481.25 |
-19.50 |
-0.4% |
4,500.75 |
Range |
41.75 |
52.50 |
10.75 |
25.7% |
145.25 |
ATR |
48.48 |
48.76 |
0.29 |
0.6% |
0.00 |
Volume |
2,700 |
1,369 |
-1,331 |
-49.3% |
8,158 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,640.00 |
4,613.00 |
4,510.00 |
|
R3 |
4,587.50 |
4,560.50 |
4,495.75 |
|
R2 |
4,535.00 |
4,535.00 |
4,491.00 |
|
R1 |
4,508.00 |
4,508.00 |
4,486.00 |
4,495.25 |
PP |
4,482.50 |
4,482.50 |
4,482.50 |
4,476.00 |
S1 |
4,455.50 |
4,455.50 |
4,476.50 |
4,442.75 |
S2 |
4,430.00 |
4,430.00 |
4,471.50 |
|
S3 |
4,377.50 |
4,403.00 |
4,466.75 |
|
S4 |
4,325.00 |
4,350.50 |
4,452.50 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,914.50 |
4,853.00 |
4,580.75 |
|
R3 |
4,769.25 |
4,707.75 |
4,540.75 |
|
R2 |
4,624.00 |
4,624.00 |
4,527.50 |
|
R1 |
4,562.50 |
4,562.50 |
4,514.00 |
4,593.25 |
PP |
4,478.75 |
4,478.75 |
4,478.75 |
4,494.25 |
S1 |
4,417.25 |
4,417.25 |
4,487.50 |
4,448.00 |
S2 |
4,333.50 |
4,333.50 |
4,474.00 |
|
S3 |
4,188.25 |
4,272.00 |
4,460.75 |
|
S4 |
4,043.00 |
4,126.75 |
4,420.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,540.50 |
4,431.50 |
109.00 |
2.4% |
55.00 |
1.2% |
46% |
False |
False |
1,723 |
10 |
4,540.50 |
4,352.00 |
188.50 |
4.2% |
45.00 |
1.0% |
69% |
False |
False |
1,483 |
20 |
4,540.50 |
4,194.75 |
345.75 |
7.7% |
48.00 |
1.1% |
83% |
False |
False |
1,139 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.1% |
48.00 |
1.1% |
86% |
False |
False |
716 |
60 |
4,540.50 |
4,049.00 |
491.50 |
11.0% |
43.25 |
1.0% |
88% |
False |
False |
517 |
80 |
4,540.50 |
3,916.00 |
624.50 |
13.9% |
47.00 |
1.0% |
91% |
False |
False |
414 |
100 |
4,540.50 |
3,916.00 |
624.50 |
13.9% |
45.25 |
1.0% |
91% |
False |
False |
342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,732.50 |
2.618 |
4,646.75 |
1.618 |
4,594.25 |
1.000 |
4,561.75 |
0.618 |
4,541.75 |
HIGH |
4,509.25 |
0.618 |
4,489.25 |
0.500 |
4,483.00 |
0.382 |
4,476.75 |
LOW |
4,456.75 |
0.618 |
4,424.25 |
1.000 |
4,404.25 |
1.618 |
4,371.75 |
2.618 |
4,319.25 |
4.250 |
4,233.50 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,483.00 |
4,491.00 |
PP |
4,482.50 |
4,487.75 |
S1 |
4,481.75 |
4,484.50 |
|