Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
27,150 |
26,570 |
-580 |
-2.1% |
26,325 |
High |
27,485 |
26,570 |
-915 |
-3.3% |
28,215 |
Low |
27,150 |
26,540 |
-610 |
-2.2% |
26,255 |
Close |
27,150 |
26,570 |
-580 |
-2.1% |
27,150 |
Range |
335 |
30 |
-305 |
-91.0% |
1,960 |
ATR |
880 |
861 |
-19 |
-2.2% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,650 |
26,640 |
26,587 |
|
R3 |
26,620 |
26,610 |
26,578 |
|
R2 |
26,590 |
26,590 |
26,576 |
|
R1 |
26,580 |
26,580 |
26,573 |
26,585 |
PP |
26,560 |
26,560 |
26,560 |
26,563 |
S1 |
26,550 |
26,550 |
26,567 |
26,555 |
S2 |
26,530 |
26,530 |
26,565 |
|
S3 |
26,500 |
26,520 |
26,562 |
|
S4 |
26,470 |
26,490 |
26,554 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,087 |
32,078 |
28,228 |
|
R3 |
31,127 |
30,118 |
27,689 |
|
R2 |
29,167 |
29,167 |
27,509 |
|
R1 |
28,158 |
28,158 |
27,330 |
28,663 |
PP |
27,207 |
27,207 |
27,207 |
27,459 |
S1 |
26,198 |
26,198 |
26,970 |
26,703 |
S2 |
25,247 |
25,247 |
26,791 |
|
S3 |
23,287 |
24,238 |
26,611 |
|
S4 |
21,327 |
22,278 |
26,072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,090 |
26,265 |
1,825 |
6.9% |
677 |
2.5% |
17% |
False |
False |
|
10 |
29,295 |
26,255 |
3,040 |
11.4% |
703 |
2.6% |
10% |
False |
False |
1 |
20 |
29,295 |
26,255 |
3,040 |
11.4% |
545 |
2.1% |
10% |
False |
False |
1 |
40 |
30,995 |
26,255 |
4,740 |
17.8% |
450 |
1.7% |
7% |
False |
False |
|
60 |
31,700 |
26,255 |
5,445 |
20.5% |
401 |
1.5% |
6% |
False |
False |
|
80 |
31,700 |
20,265 |
11,435 |
43.0% |
373 |
1.4% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,698 |
2.618 |
26,649 |
1.618 |
26,619 |
1.000 |
26,600 |
0.618 |
26,589 |
HIGH |
26,570 |
0.618 |
26,559 |
0.500 |
26,555 |
0.382 |
26,551 |
LOW |
26,540 |
0.618 |
26,521 |
1.000 |
26,510 |
1.618 |
26,491 |
2.618 |
26,461 |
4.250 |
26,413 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
26,565 |
27,013 |
PP |
26,560 |
26,865 |
S1 |
26,555 |
26,718 |
|