| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,786.0360 |
1,879.6030 |
93.5670 |
5.2% |
1,836.8410 |
| High |
1,896.1900 |
1,931.5760 |
35.3860 |
1.9% |
1,844.4180 |
| Low |
1,775.0400 |
1,867.3370 |
92.2970 |
5.2% |
1,627.2270 |
| Close |
1,879.6030 |
1,888.0350 |
8.4320 |
0.4% |
1,726.2460 |
| Range |
121.1500 |
64.2390 |
-56.9110 |
-47.0% |
217.1910 |
| ATR |
73.2506 |
72.6069 |
-0.6437 |
-0.9% |
0.0000 |
| Volume |
368,469 |
264,045 |
-104,424 |
-28.3% |
361,086 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.3663 |
2,052.4397 |
1,923.3665 |
|
| R3 |
2,024.1273 |
1,988.2007 |
1,905.7007 |
|
| R2 |
1,959.8883 |
1,959.8883 |
1,899.8122 |
|
| R1 |
1,923.9617 |
1,923.9617 |
1,893.9236 |
1,941.9250 |
| PP |
1,895.6493 |
1,895.6493 |
1,895.6493 |
1,904.6310 |
| S1 |
1,859.7227 |
1,859.7227 |
1,882.1464 |
1,877.6860 |
| S2 |
1,831.4103 |
1,831.4103 |
1,876.2579 |
|
| S3 |
1,767.1713 |
1,795.4837 |
1,870.3693 |
|
| S4 |
1,702.9323 |
1,731.2447 |
1,852.7036 |
|
|
| 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 |
1,931.5760 |
1,627.2270 |
304.3490 |
16.1% |
75.4140 |
4.0% |
86% |
True |
False |
207,191 |
| 10 |
1,931.5760 |
1,627.2270 |
304.3490 |
16.1% |
71.3104 |
3.8% |
86% |
True |
False |
142,754 |
| 20 |
1,931.5760 |
1,627.2270 |
304.3490 |
16.1% |
68.3495 |
3.6% |
86% |
True |
False |
121,259 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
20.6% |
71.5925 |
3.8% |
67% |
False |
False |
152,612 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.0% |
74.9589 |
4.0% |
51% |
False |
False |
177,550 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.5% |
80.0772 |
4.2% |
67% |
False |
False |
196,037 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.5% |
80.2198 |
4.2% |
67% |
False |
False |
214,963 |
| 120 |
2,137.7700 |
1,183.8930 |
953.8770 |
50.5% |
76.1819 |
4.0% |
74% |
False |
False |
241,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.5918 |
|
2.618 |
2,099.7537 |
|
1.618 |
2,035.5147 |
|
1.000 |
1,995.8150 |
|
0.618 |
1,971.2757 |
|
HIGH |
1,931.5760 |
|
0.618 |
1,907.0367 |
|
0.500 |
1,899.4565 |
|
0.382 |
1,891.8763 |
|
LOW |
1,867.3370 |
|
0.618 |
1,827.6373 |
|
1.000 |
1,803.0980 |
|
1.618 |
1,763.3983 |
|
2.618 |
1,699.1593 |
|
4.250 |
1,594.3213 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.4565 |
1,866.5460 |
| PP |
1,895.6493 |
1,845.0570 |
| S1 |
1,891.8422 |
1,823.5680 |
|