| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,879.6030 |
1,888.0350 |
8.4320 |
0.4% |
1,731.4680 |
| High |
1,931.5760 |
1,932.7740 |
1.1980 |
0.1% |
1,932.7740 |
| Low |
1,867.3370 |
1,865.5000 |
-1.8370 |
-0.1% |
1,715.5600 |
| Close |
1,888.0350 |
1,906.7180 |
18.6830 |
1.0% |
1,906.7180 |
| Range |
64.2390 |
67.2740 |
3.0350 |
4.7% |
217.2140 |
| ATR |
72.6069 |
72.2260 |
-0.3809 |
-0.5% |
0.0000 |
| Volume |
264,045 |
210,101 |
-53,944 |
-20.4% |
1,052,626 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.4860 |
2,072.3760 |
1,943.7187 |
|
| R3 |
2,036.2120 |
2,005.1020 |
1,925.2184 |
|
| R2 |
1,968.9380 |
1,968.9380 |
1,919.0516 |
|
| R1 |
1,937.8280 |
1,937.8280 |
1,912.8848 |
1,953.3830 |
| PP |
1,901.6640 |
1,901.6640 |
1,901.6640 |
1,909.4415 |
| S1 |
1,870.5540 |
1,870.5540 |
1,900.5512 |
1,886.1090 |
| S2 |
1,834.3900 |
1,834.3900 |
1,894.3844 |
|
| S3 |
1,767.1160 |
1,803.2800 |
1,888.2177 |
|
| S4 |
1,699.8420 |
1,736.0060 |
1,869.7173 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.3260 |
2,422.2360 |
2,026.1857 |
|
| R3 |
2,286.1120 |
2,205.0220 |
1,966.4519 |
|
| R2 |
2,068.8980 |
2,068.8980 |
1,946.5406 |
|
| R1 |
1,987.8080 |
1,987.8080 |
1,926.6293 |
2,028.3530 |
| PP |
1,851.6840 |
1,851.6840 |
1,851.6840 |
1,871.9565 |
| S1 |
1,770.5940 |
1,770.5940 |
1,886.8067 |
1,811.1390 |
| S2 |
1,634.4700 |
1,634.4700 |
1,866.8954 |
|
| S3 |
1,417.2560 |
1,553.3800 |
1,846.9842 |
|
| S4 |
1,200.0420 |
1,336.1660 |
1,787.2503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,932.7740 |
1,652.1850 |
280.5890 |
14.7% |
80.2524 |
4.2% |
91% |
True |
False |
248,721 |
| 10 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.0% |
74.2078 |
3.9% |
91% |
True |
False |
151,212 |
| 20 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.0% |
67.9747 |
3.6% |
91% |
True |
False |
131,670 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
20.4% |
69.0605 |
3.6% |
72% |
False |
False |
146,703 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.8% |
74.5662 |
3.9% |
55% |
False |
False |
181,015 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.1% |
80.3138 |
4.2% |
70% |
False |
False |
196,716 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.1% |
79.7359 |
4.2% |
70% |
False |
False |
217,011 |
| 120 |
2,137.7700 |
1,184.0510 |
953.7190 |
50.0% |
76.5663 |
4.0% |
76% |
False |
False |
240,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.6885 |
|
2.618 |
2,108.8973 |
|
1.618 |
2,041.6233 |
|
1.000 |
2,000.0480 |
|
0.618 |
1,974.3493 |
|
HIGH |
1,932.7740 |
|
0.618 |
1,907.0753 |
|
0.500 |
1,899.1370 |
|
0.382 |
1,891.1987 |
|
LOW |
1,865.5000 |
|
0.618 |
1,823.9247 |
|
1.000 |
1,798.2260 |
|
1.618 |
1,756.6507 |
|
2.618 |
1,689.3767 |
|
4.250 |
1,579.5855 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.1910 |
1,889.1143 |
| PP |
1,901.6640 |
1,871.5107 |
| S1 |
1,899.1370 |
1,853.9070 |
|