| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,971.4 |
1,957.2 |
-14.2 |
-0.7% |
1,962.3 |
| High |
1,985.9 |
1,973.9 |
-12.0 |
-0.6% |
1,987.8 |
| Low |
1,953.0 |
1,952.5 |
-0.5 |
0.0% |
1,953.8 |
| Close |
1,958.6 |
1,968.9 |
10.3 |
0.5% |
1,977.2 |
| Range |
32.9 |
21.4 |
-11.5 |
-35.0% |
34.0 |
| ATR |
26.6 |
26.2 |
-0.4 |
-1.4% |
0.0 |
| Volume |
198,397 |
199,710 |
1,313 |
0.7% |
827,760 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.3 |
2,020.5 |
1,980.7 |
|
| R3 |
2,007.9 |
1,999.1 |
1,974.8 |
|
| R2 |
1,986.5 |
1,986.5 |
1,972.8 |
|
| R1 |
1,977.7 |
1,977.7 |
1,970.9 |
1,982.1 |
| PP |
1,965.1 |
1,965.1 |
1,965.1 |
1,967.3 |
| S1 |
1,956.3 |
1,956.3 |
1,966.9 |
1,960.7 |
| S2 |
1,943.7 |
1,943.7 |
1,965.0 |
|
| S3 |
1,922.3 |
1,934.9 |
1,963.0 |
|
| S4 |
1,900.9 |
1,913.5 |
1,957.1 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.9 |
2,060.1 |
1,995.9 |
|
| R3 |
2,040.9 |
2,026.1 |
1,986.6 |
|
| R2 |
2,006.9 |
2,006.9 |
1,983.4 |
|
| R1 |
1,992.1 |
1,992.1 |
1,980.3 |
1,999.5 |
| PP |
1,972.9 |
1,972.9 |
1,972.9 |
1,976.7 |
| S1 |
1,958.1 |
1,958.1 |
1,974.1 |
1,965.5 |
| S2 |
1,938.9 |
1,938.9 |
1,971.0 |
|
| S3 |
1,904.9 |
1,924.1 |
1,967.9 |
|
| S4 |
1,870.9 |
1,890.1 |
1,958.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,987.8 |
1,952.5 |
35.3 |
1.8% |
24.0 |
1.2% |
46% |
False |
True |
168,580 |
| 10 |
2,000.7 |
1,952.5 |
48.2 |
2.4% |
25.8 |
1.3% |
34% |
False |
True |
173,501 |
| 20 |
2,015.9 |
1,949.6 |
66.3 |
3.4% |
25.5 |
1.3% |
29% |
False |
False |
136,957 |
| 40 |
2,102.2 |
1,949.6 |
152.6 |
7.8% |
27.3 |
1.4% |
13% |
False |
False |
81,246 |
| 60 |
2,102.2 |
1,949.6 |
152.6 |
7.8% |
28.7 |
1.5% |
13% |
False |
False |
55,510 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.2 |
1.4% |
48% |
False |
False |
42,279 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.7 |
1.4% |
48% |
False |
False |
34,119 |
| 120 |
2,102.2 |
1,840.0 |
262.2 |
13.3% |
26.7 |
1.4% |
49% |
False |
False |
28,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.9 |
|
2.618 |
2,029.9 |
|
1.618 |
2,008.5 |
|
1.000 |
1,995.3 |
|
0.618 |
1,987.1 |
|
HIGH |
1,973.9 |
|
0.618 |
1,965.7 |
|
0.500 |
1,963.2 |
|
0.382 |
1,960.7 |
|
LOW |
1,952.5 |
|
0.618 |
1,939.3 |
|
1.000 |
1,931.1 |
|
1.618 |
1,917.9 |
|
2.618 |
1,896.5 |
|
4.250 |
1,861.6 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,967.0 |
1,969.2 |
| PP |
1,965.1 |
1,969.1 |
| S1 |
1,963.2 |
1,969.0 |
|