| 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 |
1,955.7 |
1,970.3 |
14.6 |
0.7% |
1,975.6 |
| High |
1,972.8 |
1,980.4 |
7.6 |
0.4% |
1,985.9 |
| Low |
1,936.1 |
1,965.4 |
29.3 |
1.5% |
1,936.1 |
| Close |
1,970.7 |
1,971.2 |
0.5 |
0.0% |
1,971.2 |
| Range |
36.7 |
15.0 |
-21.7 |
-59.1% |
49.8 |
| ATR |
27.0 |
26.1 |
-0.9 |
-3.2% |
0.0 |
| Volume |
266,353 |
160,514 |
-105,839 |
-39.7% |
947,516 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,017.3 |
2,009.3 |
1,979.5 |
|
| R3 |
2,002.3 |
1,994.3 |
1,975.3 |
|
| R2 |
1,987.3 |
1,987.3 |
1,974.0 |
|
| R1 |
1,979.3 |
1,979.3 |
1,972.6 |
1,983.3 |
| PP |
1,972.3 |
1,972.3 |
1,972.3 |
1,974.4 |
| S1 |
1,964.3 |
1,964.3 |
1,969.8 |
1,968.3 |
| S2 |
1,957.3 |
1,957.3 |
1,968.5 |
|
| S3 |
1,942.3 |
1,949.3 |
1,967.1 |
|
| S4 |
1,927.3 |
1,934.3 |
1,963.0 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.8 |
2,092.3 |
1,998.6 |
|
| R3 |
2,064.0 |
2,042.5 |
1,984.9 |
|
| R2 |
2,014.2 |
2,014.2 |
1,980.3 |
|
| R1 |
1,992.7 |
1,992.7 |
1,975.8 |
1,978.6 |
| PP |
1,964.4 |
1,964.4 |
1,964.4 |
1,957.3 |
| S1 |
1,942.9 |
1,942.9 |
1,966.6 |
1,928.8 |
| S2 |
1,914.6 |
1,914.6 |
1,962.1 |
|
| S3 |
1,864.8 |
1,893.1 |
1,957.5 |
|
| S4 |
1,815.0 |
1,843.3 |
1,943.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,985.9 |
1,936.1 |
49.8 |
2.5% |
24.9 |
1.3% |
70% |
False |
False |
189,503 |
| 10 |
1,987.8 |
1,936.1 |
51.7 |
2.6% |
24.2 |
1.2% |
68% |
False |
False |
177,527 |
| 20 |
2,006.2 |
1,936.1 |
70.1 |
3.6% |
25.4 |
1.3% |
50% |
False |
False |
154,866 |
| 40 |
2,102.2 |
1,936.1 |
166.1 |
8.4% |
27.1 |
1.4% |
21% |
False |
False |
91,655 |
| 60 |
2,102.2 |
1,936.1 |
166.1 |
8.4% |
28.1 |
1.4% |
21% |
False |
False |
62,551 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
28.4 |
1.4% |
49% |
False |
False |
47,592 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
27.8 |
1.4% |
49% |
False |
False |
38,336 |
| 120 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
26.8 |
1.4% |
49% |
False |
False |
32,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,044.2 |
|
2.618 |
2,019.7 |
|
1.618 |
2,004.7 |
|
1.000 |
1,995.4 |
|
0.618 |
1,989.7 |
|
HIGH |
1,980.4 |
|
0.618 |
1,974.7 |
|
0.500 |
1,972.9 |
|
0.382 |
1,971.1 |
|
LOW |
1,965.4 |
|
0.618 |
1,956.1 |
|
1.000 |
1,950.4 |
|
1.618 |
1,941.1 |
|
2.618 |
1,926.1 |
|
4.250 |
1,901.7 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,972.9 |
1,966.9 |
| PP |
1,972.3 |
1,962.6 |
| S1 |
1,971.8 |
1,958.3 |
|