| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,738.8410 |
1,737.9450 |
-0.8960 |
-0.1% |
1,905.2290 |
| High |
1,763.4080 |
1,749.7380 |
-13.6700 |
-0.8% |
1,912.3630 |
| Low |
1,727.2360 |
1,637.9000 |
-89.3360 |
-5.2% |
1,782.5800 |
| Close |
1,737.9600 |
1,637.9150 |
-100.0450 |
-5.8% |
1,836.8480 |
| Range |
36.1720 |
111.8380 |
75.6660 |
209.2% |
129.7830 |
| ATR |
67.6355 |
70.7928 |
3.1573 |
4.7% |
0.0000 |
| Volume |
166,014 |
19 |
-165,995 |
-100.0% |
408,272 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.6983 |
1,936.1447 |
1,699.4259 |
|
| R3 |
1,898.8603 |
1,824.3067 |
1,668.6705 |
|
| R2 |
1,787.0223 |
1,787.0223 |
1,658.4186 |
|
| R1 |
1,712.4687 |
1,712.4687 |
1,648.1668 |
1,693.8265 |
| PP |
1,675.1843 |
1,675.1843 |
1,675.1843 |
1,665.8633 |
| S1 |
1,600.6307 |
1,600.6307 |
1,627.6632 |
1,581.9885 |
| S2 |
1,563.3463 |
1,563.3463 |
1,617.4114 |
|
| S3 |
1,451.5083 |
1,488.7927 |
1,607.1596 |
|
| S4 |
1,339.6703 |
1,376.9547 |
1,576.4041 |
|
|
| 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 |
1,860.3790 |
1,637.9000 |
222.4790 |
13.6% |
67.2068 |
4.1% |
0% |
False |
True |
78,317 |
| 10 |
1,912.3630 |
1,637.9000 |
274.4630 |
16.8% |
72.9287 |
4.5% |
0% |
False |
True |
75,422 |
| 20 |
1,916.4340 |
1,637.9000 |
278.5340 |
17.0% |
60.7541 |
3.7% |
0% |
False |
True |
92,293 |
| 40 |
2,107.1370 |
1,637.9000 |
469.2370 |
28.6% |
73.7627 |
4.5% |
0% |
False |
True |
159,022 |
| 60 |
2,137.7700 |
1,637.9000 |
499.8700 |
30.5% |
77.8489 |
4.8% |
0% |
False |
True |
179,716 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
46.7% |
80.2542 |
4.9% |
35% |
False |
False |
199,463 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
46.7% |
79.9143 |
4.9% |
35% |
False |
False |
216,778 |
| 120 |
2,137.7700 |
1,183.8930 |
953.8770 |
58.2% |
74.1772 |
4.5% |
48% |
False |
False |
251,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.0495 |
|
2.618 |
2,042.5299 |
|
1.618 |
1,930.6919 |
|
1.000 |
1,861.5760 |
|
0.618 |
1,818.8539 |
|
HIGH |
1,749.7380 |
|
0.618 |
1,707.0159 |
|
0.500 |
1,693.8190 |
|
0.382 |
1,680.6221 |
|
LOW |
1,637.9000 |
|
0.618 |
1,568.7841 |
|
1.000 |
1,526.0620 |
|
1.618 |
1,456.9461 |
|
2.618 |
1,345.1081 |
|
4.250 |
1,162.5885 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,693.8190 |
1,741.1590 |
| PP |
1,675.1843 |
1,706.7443 |
| S1 |
1,656.5497 |
1,672.3297 |
|