| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,731.4680 |
1,786.0360 |
54.5680 |
3.2% |
1,836.8410 |
| High |
1,789.2440 |
1,896.1900 |
106.9460 |
6.0% |
1,844.4180 |
| Low |
1,715.5600 |
1,775.0400 |
59.4800 |
3.5% |
1,627.2270 |
| Close |
1,786.0710 |
1,879.6030 |
93.5320 |
5.2% |
1,726.2460 |
| Range |
73.6840 |
121.1500 |
47.4660 |
64.4% |
217.1910 |
| ATR |
69.5660 |
73.2506 |
3.6846 |
5.3% |
0.0000 |
| Volume |
210,011 |
368,469 |
158,458 |
75.5% |
361,086 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.7277 |
2,167.8153 |
1,946.2355 |
|
| R3 |
2,092.5777 |
2,046.6653 |
1,912.9193 |
|
| R2 |
1,971.4277 |
1,971.4277 |
1,901.8138 |
|
| R1 |
1,925.5153 |
1,925.5153 |
1,890.7084 |
1,948.4715 |
| PP |
1,850.2777 |
1,850.2777 |
1,850.2777 |
1,861.7558 |
| S1 |
1,804.3653 |
1,804.3653 |
1,868.4976 |
1,827.3215 |
| S2 |
1,729.1277 |
1,729.1277 |
1,857.3922 |
|
| S3 |
1,607.9777 |
1,683.2153 |
1,846.2868 |
|
| S4 |
1,486.8277 |
1,562.0653 |
1,812.9705 |
|
|
| 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 |
1,896.1900 |
1,627.2270 |
268.9630 |
14.3% |
84.9338 |
4.5% |
94% |
True |
False |
154,385 |
| 10 |
1,896.1900 |
1,627.2270 |
268.9630 |
14.3% |
70.9441 |
3.8% |
94% |
True |
False |
134,515 |
| 20 |
1,916.4340 |
1,627.2270 |
289.2070 |
15.4% |
67.8116 |
3.6% |
87% |
False |
False |
108,145 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
20.7% |
71.4280 |
3.8% |
65% |
False |
False |
151,534 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.2% |
75.6561 |
4.0% |
49% |
False |
False |
173,182 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.7% |
80.5493 |
4.3% |
66% |
False |
False |
192,767 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.7% |
80.1938 |
4.3% |
66% |
False |
False |
212,365 |
| 120 |
2,137.7700 |
1,183.8930 |
953.8770 |
50.7% |
75.8983 |
4.0% |
73% |
False |
False |
243,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,411.0775 |
|
2.618 |
2,213.3607 |
|
1.618 |
2,092.2107 |
|
1.000 |
2,017.3400 |
|
0.618 |
1,971.0607 |
|
HIGH |
1,896.1900 |
|
0.618 |
1,849.9107 |
|
0.500 |
1,835.6150 |
|
0.382 |
1,821.3193 |
|
LOW |
1,775.0400 |
|
0.618 |
1,700.1693 |
|
1.000 |
1,653.8900 |
|
1.618 |
1,579.0193 |
|
2.618 |
1,457.8693 |
|
4.250 |
1,260.1525 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.9403 |
1,844.4645 |
| PP |
1,850.2777 |
1,809.3260 |
| S1 |
1,835.6150 |
1,774.1875 |
|