| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,737.9450 |
1,638.3180 |
-99.6270 |
-5.7% |
1,905.2290 |
| High |
1,749.7380 |
1,670.3090 |
-79.4290 |
-4.5% |
1,912.3630 |
| Low |
1,637.9000 |
1,627.2270 |
-10.6730 |
-0.7% |
1,782.5800 |
| Close |
1,637.9150 |
1,664.3050 |
26.3900 |
1.6% |
1,836.8480 |
| Range |
111.8380 |
43.0820 |
-68.7560 |
-61.5% |
129.7830 |
| ATR |
70.7928 |
68.8134 |
-1.9793 |
-2.8% |
0.0000 |
| Volume |
19 |
2,451 |
2,432 |
12,800.0% |
408,272 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.1930 |
1,766.8310 |
1,688.0001 |
|
| R3 |
1,740.1110 |
1,723.7490 |
1,676.1526 |
|
| R2 |
1,697.0290 |
1,697.0290 |
1,672.2034 |
|
| R1 |
1,680.6670 |
1,680.6670 |
1,668.2542 |
1,688.8480 |
| PP |
1,653.9470 |
1,653.9470 |
1,653.9470 |
1,658.0375 |
| S1 |
1,637.5850 |
1,637.5850 |
1,660.3558 |
1,645.7660 |
| S2 |
1,610.8650 |
1,610.8650 |
1,656.4066 |
|
| S3 |
1,567.7830 |
1,594.5030 |
1,652.4575 |
|
| S4 |
1,524.7010 |
1,551.4210 |
1,640.6099 |
|
|
| 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 |
1,854.9370 |
1,627.2270 |
227.7100 |
13.7% |
68.1632 |
4.1% |
16% |
False |
True |
53,703 |
| 10 |
1,912.3630 |
1,627.2270 |
285.1360 |
17.1% |
72.7465 |
4.4% |
13% |
False |
True |
58,012 |
| 20 |
1,916.4340 |
1,627.2270 |
289.2070 |
17.4% |
60.4759 |
3.6% |
13% |
False |
True |
83,996 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
23.4% |
71.3530 |
4.3% |
10% |
False |
True |
150,492 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
30.7% |
76.6995 |
4.6% |
7% |
False |
True |
174,415 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
46.0% |
79.8274 |
4.8% |
38% |
False |
False |
196,113 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
46.0% |
79.5338 |
4.8% |
38% |
False |
False |
216,755 |
| 120 |
2,137.7700 |
1,183.8930 |
953.8770 |
57.3% |
74.4017 |
4.5% |
50% |
False |
False |
248,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,853.4075 |
|
2.618 |
1,783.0977 |
|
1.618 |
1,740.0157 |
|
1.000 |
1,713.3910 |
|
0.618 |
1,696.9337 |
|
HIGH |
1,670.3090 |
|
0.618 |
1,653.8517 |
|
0.500 |
1,648.7680 |
|
0.382 |
1,643.6843 |
|
LOW |
1,627.2270 |
|
0.618 |
1,600.6023 |
|
1.000 |
1,584.1450 |
|
1.618 |
1,557.5203 |
|
2.618 |
1,514.4383 |
|
4.250 |
1,444.1285 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,659.1260 |
1,695.3175 |
| PP |
1,653.9470 |
1,684.9800 |
| S1 |
1,648.7680 |
1,674.6425 |
|