| 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 |
1,853.1910 |
1,836.8410 |
-16.3500 |
-0.9% |
1,905.2290 |
| High |
1,854.9370 |
1,844.4180 |
-10.5190 |
-0.6% |
1,912.3630 |
| Low |
1,828.6160 |
1,721.0150 |
-107.6010 |
-5.9% |
1,782.5800 |
| Close |
1,836.8480 |
1,738.8410 |
-98.0070 |
-5.3% |
1,836.8480 |
| Range |
26.3210 |
123.4030 |
97.0820 |
368.8% |
129.7830 |
| ATR |
65.9521 |
70.0557 |
4.1036 |
6.2% |
0.0000 |
| Volume |
98,411 |
1,623 |
-96,788 |
-98.4% |
408,272 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.3003 |
2,061.9737 |
1,806.7127 |
|
| R3 |
2,014.8973 |
1,938.5707 |
1,772.7768 |
|
| R2 |
1,891.4943 |
1,891.4943 |
1,761.4649 |
|
| R1 |
1,815.1677 |
1,815.1677 |
1,750.1529 |
1,791.6295 |
| PP |
1,768.0913 |
1,768.0913 |
1,768.0913 |
1,756.3223 |
| S1 |
1,691.7647 |
1,691.7647 |
1,727.5291 |
1,668.2265 |
| S2 |
1,644.6883 |
1,644.6883 |
1,716.2171 |
|
| S3 |
1,521.2853 |
1,568.3617 |
1,704.9052 |
|
| S4 |
1,397.8823 |
1,444.9587 |
1,670.9694 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.2793 |
2,164.8467 |
1,908.2287 |
|
| R3 |
2,103.4963 |
2,035.0637 |
1,872.5383 |
|
| R2 |
1,973.7133 |
1,973.7133 |
1,860.6416 |
|
| R1 |
1,905.2807 |
1,905.2807 |
1,848.7448 |
1,874.6055 |
| PP |
1,843.9303 |
1,843.9303 |
1,843.9303 |
1,828.5928 |
| S1 |
1,775.4977 |
1,775.4977 |
1,824.9512 |
1,744.8225 |
| S2 |
1,714.1473 |
1,714.1473 |
1,813.0545 |
|
| S3 |
1,584.3643 |
1,645.7147 |
1,801.1577 |
|
| S4 |
1,454.5813 |
1,515.9317 |
1,765.4674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,897.2140 |
1,721.0150 |
176.1990 |
10.1% |
69.6912 |
4.0% |
10% |
False |
True |
81,973 |
| 10 |
1,916.4340 |
1,721.0150 |
195.4190 |
11.2% |
67.5958 |
3.9% |
9% |
False |
True |
91,535 |
| 20 |
1,916.4340 |
1,721.0150 |
195.4190 |
11.2% |
57.9324 |
3.3% |
9% |
False |
True |
92,661 |
| 40 |
2,137.7700 |
1,721.0150 |
416.7550 |
24.0% |
73.5526 |
4.2% |
4% |
False |
True |
159,413 |
| 60 |
2,137.7700 |
1,659.0030 |
478.7670 |
27.5% |
78.8464 |
4.5% |
17% |
False |
False |
183,692 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.0% |
80.4596 |
4.6% |
48% |
False |
False |
207,726 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.0% |
79.9996 |
4.6% |
48% |
False |
False |
220,343 |
| 120 |
2,137.7700 |
1,152.4650 |
985.3050 |
56.7% |
73.9080 |
4.3% |
60% |
False |
False |
255,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,368.8808 |
|
2.618 |
2,167.4871 |
|
1.618 |
2,044.0841 |
|
1.000 |
1,967.8210 |
|
0.618 |
1,920.6811 |
|
HIGH |
1,844.4180 |
|
0.618 |
1,797.2781 |
|
0.500 |
1,782.7165 |
|
0.382 |
1,768.1549 |
|
LOW |
1,721.0150 |
|
0.618 |
1,644.7519 |
|
1.000 |
1,597.6120 |
|
1.618 |
1,521.3489 |
|
2.618 |
1,397.9459 |
|
4.250 |
1,196.5523 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,782.7165 |
1,790.6970 |
| PP |
1,768.0913 |
1,773.4117 |
| S1 |
1,753.4662 |
1,756.1263 |
|