| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
2,018.8 |
2,013.7 |
-5.1 |
-0.3% |
2,001.4 |
| High |
2,025.8 |
2,020.0 |
-5.8 |
-0.3% |
2,025.8 |
| Low |
2,010.0 |
2,002.0 |
-8.0 |
-0.4% |
1,992.7 |
| Close |
2,016.1 |
2,008.5 |
-7.6 |
-0.4% |
2,016.1 |
| Range |
15.8 |
18.0 |
2.2 |
13.9% |
33.1 |
| ATR |
25.8 |
25.2 |
-0.6 |
-2.2% |
0.0 |
| Volume |
3,677 |
4,187 |
510 |
13.9% |
16,758 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.2 |
2,054.3 |
2,018.4 |
|
| R3 |
2,046.2 |
2,036.3 |
2,013.5 |
|
| R2 |
2,028.2 |
2,028.2 |
2,011.8 |
|
| R1 |
2,018.3 |
2,018.3 |
2,010.2 |
2,014.3 |
| PP |
2,010.2 |
2,010.2 |
2,010.2 |
2,008.1 |
| S1 |
2,000.3 |
2,000.3 |
2,006.9 |
1,996.3 |
| S2 |
1,992.2 |
1,992.2 |
2,005.2 |
|
| S3 |
1,974.2 |
1,982.3 |
2,003.6 |
|
| S4 |
1,956.2 |
1,964.3 |
1,998.6 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.8 |
2,096.6 |
2,034.3 |
|
| R3 |
2,077.7 |
2,063.5 |
2,025.2 |
|
| R2 |
2,044.6 |
2,044.6 |
2,022.2 |
|
| R1 |
2,030.4 |
2,030.4 |
2,019.1 |
2,037.5 |
| PP |
2,011.5 |
2,011.5 |
2,011.5 |
2,015.1 |
| S1 |
1,997.3 |
1,997.3 |
2,013.1 |
2,004.4 |
| S2 |
1,978.4 |
1,978.4 |
2,010.0 |
|
| S3 |
1,945.3 |
1,964.2 |
2,007.0 |
|
| S4 |
1,912.2 |
1,931.1 |
1,997.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.8 |
1,994.0 |
31.8 |
1.6% |
21.0 |
1.0% |
46% |
False |
False |
3,538 |
| 10 |
2,039.0 |
1,988.6 |
50.4 |
2.5% |
25.0 |
1.2% |
39% |
False |
False |
3,168 |
| 20 |
2,084.4 |
1,988.6 |
95.8 |
4.8% |
24.5 |
1.2% |
21% |
False |
False |
2,730 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
26.1 |
1.3% |
14% |
False |
False |
2,461 |
| 60 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
28.5 |
1.4% |
14% |
False |
False |
2,308 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.9 |
1.3% |
51% |
False |
False |
1,952 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.4 |
1.3% |
51% |
False |
False |
1,750 |
| 120 |
2,129.7 |
1,873.2 |
256.5 |
12.8% |
24.9 |
1.2% |
53% |
False |
False |
1,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.5 |
|
2.618 |
2,067.1 |
|
1.618 |
2,049.1 |
|
1.000 |
2,038.0 |
|
0.618 |
2,031.1 |
|
HIGH |
2,020.0 |
|
0.618 |
2,013.1 |
|
0.500 |
2,011.0 |
|
0.382 |
2,008.9 |
|
LOW |
2,002.0 |
|
0.618 |
1,990.9 |
|
1.000 |
1,984.0 |
|
1.618 |
1,972.9 |
|
2.618 |
1,954.9 |
|
4.250 |
1,925.5 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.0 |
2,009.9 |
| PP |
2,010.2 |
2,009.4 |
| S1 |
2,009.3 |
2,009.0 |
|