| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,995.0 |
1,994.0 |
-1.0 |
-0.1% |
2,001.4 |
| High |
2,012.3 |
2,011.4 |
-0.9 |
0.0% |
2,025.8 |
| Low |
1,991.6 |
1,975.0 |
-16.6 |
-0.8% |
1,992.7 |
| Close |
2,007.5 |
2,009.5 |
2.0 |
0.1% |
2,016.1 |
| Range |
20.7 |
36.4 |
15.7 |
75.8% |
33.1 |
| ATR |
25.4 |
26.2 |
0.8 |
3.1% |
0.0 |
| Volume |
2,962 |
3,318 |
356 |
12.0% |
16,758 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.8 |
2,095.1 |
2,029.5 |
|
| R3 |
2,071.4 |
2,058.7 |
2,019.5 |
|
| R2 |
2,035.0 |
2,035.0 |
2,016.2 |
|
| R1 |
2,022.3 |
2,022.3 |
2,012.8 |
2,028.7 |
| PP |
1,998.6 |
1,998.6 |
1,998.6 |
2,001.8 |
| S1 |
1,985.9 |
1,985.9 |
2,006.2 |
1,992.3 |
| S2 |
1,962.2 |
1,962.2 |
2,002.8 |
|
| S3 |
1,925.8 |
1,949.5 |
1,999.5 |
|
| S4 |
1,889.4 |
1,913.1 |
1,989.5 |
|
|
| 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 |
1,975.0 |
50.8 |
2.5% |
24.7 |
1.2% |
68% |
False |
True |
4,152 |
| 10 |
2,038.9 |
1,975.0 |
63.9 |
3.2% |
25.8 |
1.3% |
54% |
False |
True |
3,649 |
| 20 |
2,043.6 |
1,975.0 |
68.6 |
3.4% |
25.6 |
1.3% |
50% |
False |
True |
3,050 |
| 40 |
2,129.7 |
1,975.0 |
154.7 |
7.7% |
26.1 |
1.3% |
22% |
False |
True |
2,719 |
| 60 |
2,129.7 |
1,975.0 |
154.7 |
7.7% |
27.4 |
1.4% |
22% |
False |
True |
2,430 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.3 |
1.4% |
51% |
False |
False |
2,105 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.6 |
1.3% |
51% |
False |
False |
1,826 |
| 120 |
2,129.7 |
1,873.2 |
256.5 |
12.8% |
25.3 |
1.3% |
53% |
False |
False |
1,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.1 |
|
2.618 |
2,106.7 |
|
1.618 |
2,070.3 |
|
1.000 |
2,047.8 |
|
0.618 |
2,033.9 |
|
HIGH |
2,011.4 |
|
0.618 |
1,997.5 |
|
0.500 |
1,993.2 |
|
0.382 |
1,988.9 |
|
LOW |
1,975.0 |
|
0.618 |
1,952.5 |
|
1.000 |
1,938.6 |
|
1.618 |
1,916.1 |
|
2.618 |
1,879.7 |
|
4.250 |
1,820.3 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.1 |
2,006.3 |
| PP |
1,998.6 |
2,003.0 |
| S1 |
1,993.2 |
1,999.8 |
|