Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,507.75 |
4,478.00 |
-29.75 |
-0.7% |
4,399.00 |
High |
4,509.25 |
4,484.00 |
-25.25 |
-0.6% |
4,540.50 |
Low |
4,456.75 |
4,450.00 |
-6.75 |
-0.2% |
4,395.25 |
Close |
4,481.25 |
4,455.50 |
-25.75 |
-0.6% |
4,500.75 |
Range |
52.50 |
34.00 |
-18.50 |
-35.2% |
145.25 |
ATR |
48.76 |
47.71 |
-1.05 |
-2.2% |
0.00 |
Volume |
1,369 |
1,642 |
273 |
19.9% |
8,158 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.25 |
4,544.25 |
4,474.25 |
|
R3 |
4,531.25 |
4,510.25 |
4,464.75 |
|
R2 |
4,497.25 |
4,497.25 |
4,461.75 |
|
R1 |
4,476.25 |
4,476.25 |
4,458.50 |
4,469.75 |
PP |
4,463.25 |
4,463.25 |
4,463.25 |
4,460.00 |
S1 |
4,442.25 |
4,442.25 |
4,452.50 |
4,435.75 |
S2 |
4,429.25 |
4,429.25 |
4,449.25 |
|
S3 |
4,395.25 |
4,408.25 |
4,446.25 |
|
S4 |
4,361.25 |
4,374.25 |
4,436.75 |
|
|
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% |
54.50 |
1.2% |
22% |
False |
False |
1,591 |
10 |
4,540.50 |
4,352.00 |
188.50 |
4.2% |
46.00 |
1.0% |
55% |
False |
False |
1,524 |
20 |
4,540.50 |
4,194.75 |
345.75 |
7.8% |
48.00 |
1.1% |
75% |
False |
False |
1,196 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.2% |
48.25 |
1.1% |
79% |
False |
False |
755 |
60 |
4,540.50 |
4,049.00 |
491.50 |
11.0% |
43.50 |
1.0% |
83% |
False |
False |
544 |
80 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
47.00 |
1.1% |
86% |
False |
False |
435 |
100 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
45.00 |
1.0% |
86% |
False |
False |
356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,628.50 |
2.618 |
4,573.00 |
1.618 |
4,539.00 |
1.000 |
4,518.00 |
0.618 |
4,505.00 |
HIGH |
4,484.00 |
0.618 |
4,471.00 |
0.500 |
4,467.00 |
0.382 |
4,463.00 |
LOW |
4,450.00 |
0.618 |
4,429.00 |
1.000 |
4,416.00 |
1.618 |
4,395.00 |
2.618 |
4,361.00 |
4.250 |
4,305.50 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,467.00 |
4,495.25 |
PP |
4,463.25 |
4,482.00 |
S1 |
4,459.25 |
4,468.75 |
|