Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,478.00 |
4,458.00 |
-20.00 |
-0.4% |
4,399.00 |
High |
4,484.00 |
4,472.50 |
-11.50 |
-0.3% |
4,540.50 |
Low |
4,450.00 |
4,439.75 |
-10.25 |
-0.2% |
4,395.25 |
Close |
4,455.50 |
4,470.25 |
14.75 |
0.3% |
4,500.75 |
Range |
34.00 |
32.75 |
-1.25 |
-3.7% |
145.25 |
ATR |
47.71 |
46.64 |
-1.07 |
-2.2% |
0.00 |
Volume |
1,642 |
1,410 |
-232 |
-14.1% |
8,158 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,559.00 |
4,547.50 |
4,488.25 |
|
R3 |
4,526.25 |
4,514.75 |
4,479.25 |
|
R2 |
4,493.50 |
4,493.50 |
4,476.25 |
|
R1 |
4,482.00 |
4,482.00 |
4,473.25 |
4,487.75 |
PP |
4,460.75 |
4,460.75 |
4,460.75 |
4,463.75 |
S1 |
4,449.25 |
4,449.25 |
4,467.25 |
4,455.00 |
S2 |
4,428.00 |
4,428.00 |
4,464.25 |
|
S3 |
4,395.25 |
4,416.50 |
4,461.25 |
|
S4 |
4,362.50 |
4,383.75 |
4,452.25 |
|
|
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 |
4,439.75 |
100.75 |
2.3% |
50.50 |
1.1% |
30% |
False |
True |
1,736 |
10 |
4,540.50 |
4,352.00 |
188.50 |
4.2% |
46.00 |
1.0% |
63% |
False |
False |
1,542 |
20 |
4,540.50 |
4,194.75 |
345.75 |
7.7% |
46.25 |
1.0% |
80% |
False |
False |
1,240 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.2% |
47.50 |
1.1% |
83% |
False |
False |
784 |
60 |
4,540.50 |
4,118.50 |
422.00 |
9.4% |
43.50 |
1.0% |
83% |
False |
False |
568 |
80 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
47.25 |
1.1% |
89% |
False |
False |
451 |
100 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
45.25 |
1.0% |
89% |
False |
False |
369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,611.75 |
2.618 |
4,558.25 |
1.618 |
4,525.50 |
1.000 |
4,505.25 |
0.618 |
4,492.75 |
HIGH |
4,472.50 |
0.618 |
4,460.00 |
0.500 |
4,456.00 |
0.382 |
4,452.25 |
LOW |
4,439.75 |
0.618 |
4,419.50 |
1.000 |
4,407.00 |
1.618 |
4,386.75 |
2.618 |
4,354.00 |
4.250 |
4,300.50 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,465.50 |
4,474.50 |
PP |
4,460.75 |
4,473.00 |
S1 |
4,456.00 |
4,471.75 |
|