| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,638.3180 |
1,667.0950 |
28.7770 |
1.8% |
1,836.8410 |
| High |
1,670.3090 |
1,727.1000 |
56.7910 |
3.4% |
1,844.4180 |
| Low |
1,627.2270 |
1,652.1850 |
24.9580 |
1.5% |
1,627.2270 |
| Close |
1,664.3050 |
1,726.2460 |
61.9410 |
3.7% |
1,726.2460 |
| Range |
43.0820 |
74.9150 |
31.8330 |
73.9% |
217.1910 |
| ATR |
68.8134 |
69.2493 |
0.4358 |
0.6% |
0.0000 |
| Volume |
2,451 |
190,979 |
188,528 |
7,691.9% |
361,086 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,926.5887 |
1,901.3323 |
1,767.4493 |
|
| R3 |
1,851.6737 |
1,826.4173 |
1,746.8476 |
|
| R2 |
1,776.7587 |
1,776.7587 |
1,739.9804 |
|
| R1 |
1,751.5023 |
1,751.5023 |
1,733.1132 |
1,764.1305 |
| PP |
1,701.8437 |
1,701.8437 |
1,701.8437 |
1,708.1578 |
| S1 |
1,676.5873 |
1,676.5873 |
1,719.3788 |
1,689.2155 |
| S2 |
1,626.9287 |
1,626.9287 |
1,712.5116 |
|
| S3 |
1,552.0137 |
1,601.6723 |
1,705.6444 |
|
| S4 |
1,477.0987 |
1,526.7573 |
1,685.0428 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.2033 |
2,272.4157 |
1,845.7011 |
|
| R3 |
2,167.0123 |
2,055.2247 |
1,785.9735 |
|
| R2 |
1,949.8213 |
1,949.8213 |
1,766.0644 |
|
| R1 |
1,838.0337 |
1,838.0337 |
1,746.1552 |
1,785.3320 |
| PP |
1,732.6303 |
1,732.6303 |
1,732.6303 |
1,706.2795 |
| S1 |
1,620.8427 |
1,620.8427 |
1,706.3368 |
1,568.1410 |
| S2 |
1,515.4393 |
1,515.4393 |
1,686.4277 |
|
| S3 |
1,298.2483 |
1,403.6517 |
1,666.5185 |
|
| S4 |
1,081.0573 |
1,186.4607 |
1,606.7910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,844.4180 |
1,627.2270 |
217.1910 |
12.6% |
77.8820 |
4.5% |
46% |
False |
False |
72,217 |
| 10 |
1,912.3630 |
1,627.2270 |
285.1360 |
16.5% |
74.4246 |
4.3% |
35% |
False |
False |
76,935 |
| 20 |
1,916.4340 |
1,627.2270 |
289.2070 |
16.8% |
61.3772 |
3.6% |
34% |
False |
False |
85,765 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
22.5% |
71.6340 |
4.1% |
25% |
False |
False |
146,539 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
29.6% |
76.1999 |
4.4% |
19% |
False |
False |
172,770 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.3% |
79.9237 |
4.6% |
46% |
False |
False |
194,108 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
44.3% |
79.7920 |
4.6% |
46% |
False |
False |
218,622 |
| 120 |
2,137.7700 |
1,183.8930 |
953.8770 |
55.3% |
74.6423 |
4.3% |
57% |
False |
False |
245,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,045.4888 |
|
2.618 |
1,923.2275 |
|
1.618 |
1,848.3125 |
|
1.000 |
1,802.0150 |
|
0.618 |
1,773.3975 |
|
HIGH |
1,727.1000 |
|
0.618 |
1,698.4825 |
|
0.500 |
1,689.6425 |
|
0.382 |
1,680.8025 |
|
LOW |
1,652.1850 |
|
0.618 |
1,605.8875 |
|
1.000 |
1,577.2700 |
|
1.618 |
1,530.9725 |
|
2.618 |
1,456.0575 |
|
4.250 |
1,333.7963 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,714.0448 |
1,713.6582 |
| PP |
1,701.8437 |
1,701.0703 |
| S1 |
1,689.6425 |
1,688.4825 |
|