| 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 |
2,009.9 |
1,995.0 |
-14.9 |
-0.7% |
2,001.4 |
| High |
2,024.5 |
2,012.3 |
-12.2 |
-0.6% |
2,025.8 |
| Low |
1,991.9 |
1,991.6 |
-0.3 |
0.0% |
1,992.7 |
| Close |
1,997.4 |
2,007.5 |
10.1 |
0.5% |
2,016.1 |
| Range |
32.6 |
20.7 |
-11.9 |
-36.5% |
33.1 |
| ATR |
25.7 |
25.4 |
-0.4 |
-1.4% |
0.0 |
| Volume |
6,618 |
2,962 |
-3,656 |
-55.2% |
16,758 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.9 |
2,057.4 |
2,018.9 |
|
| R3 |
2,045.2 |
2,036.7 |
2,013.2 |
|
| R2 |
2,024.5 |
2,024.5 |
2,011.3 |
|
| R1 |
2,016.0 |
2,016.0 |
2,009.4 |
2,020.3 |
| PP |
2,003.8 |
2,003.8 |
2,003.8 |
2,005.9 |
| S1 |
1,995.3 |
1,995.3 |
2,005.6 |
1,999.6 |
| S2 |
1,983.1 |
1,983.1 |
2,003.7 |
|
| S3 |
1,962.4 |
1,974.6 |
2,001.8 |
|
| S4 |
1,941.7 |
1,953.9 |
1,996.1 |
|
|
| 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 |
1,991.6 |
34.2 |
1.7% |
23.4 |
1.2% |
46% |
False |
True |
4,273 |
| 10 |
2,039.0 |
1,991.6 |
47.4 |
2.4% |
25.2 |
1.3% |
34% |
False |
True |
3,584 |
| 20 |
2,052.9 |
1,988.6 |
64.3 |
3.2% |
24.7 |
1.2% |
29% |
False |
False |
3,002 |
| 40 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
26.1 |
1.3% |
13% |
False |
False |
2,664 |
| 60 |
2,129.7 |
1,988.6 |
141.1 |
7.0% |
27.6 |
1.4% |
13% |
False |
False |
2,401 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.0 |
1.3% |
50% |
False |
False |
2,067 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.4 |
1.3% |
50% |
False |
False |
1,812 |
| 120 |
2,129.7 |
1,873.2 |
256.5 |
12.8% |
25.1 |
1.3% |
52% |
False |
False |
1,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,100.3 |
|
2.618 |
2,066.5 |
|
1.618 |
2,045.8 |
|
1.000 |
2,033.0 |
|
0.618 |
2,025.1 |
|
HIGH |
2,012.3 |
|
0.618 |
2,004.4 |
|
0.500 |
2,002.0 |
|
0.382 |
1,999.5 |
|
LOW |
1,991.6 |
|
0.618 |
1,978.8 |
|
1.000 |
1,970.9 |
|
1.618 |
1,958.1 |
|
2.618 |
1,937.4 |
|
4.250 |
1,903.6 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.7 |
2,008.1 |
| PP |
2,003.8 |
2,007.9 |
| S1 |
2,002.0 |
2,007.7 |
|