| 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 |
1,994.0 |
2,009.2 |
15.2 |
0.8% |
2,013.7 |
| High |
2,011.4 |
2,019.1 |
7.7 |
0.4% |
2,024.5 |
| Low |
1,975.0 |
2,004.5 |
29.5 |
1.5% |
1,975.0 |
| Close |
2,009.5 |
2,010.1 |
0.6 |
0.0% |
2,010.1 |
| Range |
36.4 |
14.6 |
-21.8 |
-59.9% |
49.5 |
| ATR |
26.2 |
25.3 |
-0.8 |
-3.2% |
0.0 |
| Volume |
3,318 |
1,485 |
-1,833 |
-55.2% |
18,570 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.0 |
2,047.2 |
2,018.1 |
|
| R3 |
2,040.4 |
2,032.6 |
2,014.1 |
|
| R2 |
2,025.8 |
2,025.8 |
2,012.8 |
|
| R1 |
2,018.0 |
2,018.0 |
2,011.4 |
2,021.9 |
| PP |
2,011.2 |
2,011.2 |
2,011.2 |
2,013.2 |
| S1 |
2,003.4 |
2,003.4 |
2,008.8 |
2,007.3 |
| S2 |
1,996.6 |
1,996.6 |
2,007.4 |
|
| S3 |
1,982.0 |
1,988.8 |
2,006.1 |
|
| S4 |
1,967.4 |
1,974.2 |
2,002.1 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.7 |
2,130.4 |
2,037.3 |
|
| R3 |
2,102.2 |
2,080.9 |
2,023.7 |
|
| R2 |
2,052.7 |
2,052.7 |
2,019.2 |
|
| R1 |
2,031.4 |
2,031.4 |
2,014.6 |
2,017.3 |
| PP |
2,003.2 |
2,003.2 |
2,003.2 |
1,996.2 |
| S1 |
1,981.9 |
1,981.9 |
2,005.6 |
1,967.8 |
| S2 |
1,953.7 |
1,953.7 |
2,001.0 |
|
| S3 |
1,904.2 |
1,932.4 |
1,996.5 |
|
| S4 |
1,854.7 |
1,882.9 |
1,982.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,024.5 |
1,975.0 |
49.5 |
2.5% |
24.5 |
1.2% |
71% |
False |
False |
3,714 |
| 10 |
2,025.8 |
1,975.0 |
50.8 |
2.5% |
23.5 |
1.2% |
69% |
False |
False |
3,532 |
| 20 |
2,043.2 |
1,975.0 |
68.2 |
3.4% |
24.7 |
1.2% |
51% |
False |
False |
3,000 |
| 40 |
2,129.7 |
1,975.0 |
154.7 |
7.7% |
26.0 |
1.3% |
23% |
False |
False |
2,734 |
| 60 |
2,129.7 |
1,975.0 |
154.7 |
7.7% |
26.9 |
1.3% |
23% |
False |
False |
2,440 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
27.2 |
1.4% |
51% |
False |
False |
2,113 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
26.5 |
1.3% |
51% |
False |
False |
1,799 |
| 120 |
2,129.7 |
1,878.6 |
251.1 |
12.5% |
25.3 |
1.3% |
52% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.2 |
|
2.618 |
2,057.3 |
|
1.618 |
2,042.7 |
|
1.000 |
2,033.7 |
|
0.618 |
2,028.1 |
|
HIGH |
2,019.1 |
|
0.618 |
2,013.5 |
|
0.500 |
2,011.8 |
|
0.382 |
2,010.1 |
|
LOW |
2,004.5 |
|
0.618 |
1,995.5 |
|
1.000 |
1,989.9 |
|
1.618 |
1,980.9 |
|
2.618 |
1,966.3 |
|
4.250 |
1,942.5 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.8 |
2,005.8 |
| PP |
2,011.2 |
2,001.4 |
| S1 |
2,010.7 |
1,997.1 |
|