| Trading Metrics calculated at close of trading on 19-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
19-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
4,430.0 |
4,430.0 |
0.0 |
0.0% |
4,360.0 |
| High |
4,462.0 |
4,430.0 |
-32.0 |
-0.7% |
4,462.0 |
| Low |
4,417.0 |
4,412.0 |
-5.0 |
-0.1% |
4,360.0 |
| Close |
4,458.0 |
4,412.0 |
-46.0 |
-1.0% |
4,458.0 |
| Range |
45.0 |
18.0 |
-27.0 |
-60.0% |
102.0 |
| ATR |
32.1 |
33.1 |
1.0 |
3.1% |
0.0 |
| Volume |
2,549 |
22 |
-2,527 |
-99.1% |
17,246 |
|
| Daily Pivots for day following 19-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,472.0 |
4,460.0 |
4,421.9 |
|
| R3 |
4,454.0 |
4,442.0 |
4,417.0 |
|
| R2 |
4,436.0 |
4,436.0 |
4,415.3 |
|
| R1 |
4,424.0 |
4,424.0 |
4,413.7 |
4,421.0 |
| PP |
4,418.0 |
4,418.0 |
4,418.0 |
4,416.5 |
| S1 |
4,406.0 |
4,406.0 |
4,410.4 |
4,403.0 |
| S2 |
4,400.0 |
4,400.0 |
4,408.7 |
|
| S3 |
4,382.0 |
4,388.0 |
4,407.1 |
|
| S4 |
4,364.0 |
4,370.0 |
4,402.1 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,732.7 |
4,697.3 |
4,514.1 |
|
| R3 |
4,630.7 |
4,595.3 |
4,486.1 |
|
| R2 |
4,528.7 |
4,528.7 |
4,476.7 |
|
| R1 |
4,493.3 |
4,493.3 |
4,467.4 |
4,511.0 |
| PP |
4,426.7 |
4,426.7 |
4,426.7 |
4,435.5 |
| S1 |
4,391.3 |
4,391.3 |
4,448.7 |
4,409.0 |
| S2 |
4,324.7 |
4,324.7 |
4,439.3 |
|
| S3 |
4,222.7 |
4,289.3 |
4,430.0 |
|
| S4 |
4,120.7 |
4,187.3 |
4,401.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,462.0 |
4,400.0 |
62.0 |
1.4% |
16.8 |
0.4% |
19% |
False |
False |
1,718 |
| 10 |
4,462.0 |
4,337.0 |
125.0 |
2.8% |
12.3 |
0.3% |
60% |
False |
False |
1,736 |
| 20 |
4,462.0 |
4,266.0 |
196.0 |
4.4% |
16.9 |
0.4% |
74% |
False |
False |
874 |
| 40 |
4,462.0 |
4,266.0 |
196.0 |
4.4% |
10.3 |
0.2% |
74% |
False |
False |
495 |
| 60 |
4,462.0 |
4,108.0 |
354.0 |
8.0% |
6.9 |
0.2% |
86% |
False |
False |
771 |
| 80 |
4,462.0 |
3,996.0 |
466.0 |
10.6% |
5.2 |
0.1% |
89% |
False |
False |
729 |
| 100 |
4,462.0 |
3,996.0 |
466.0 |
10.6% |
4.1 |
0.1% |
89% |
False |
False |
723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,506.5 |
|
2.618 |
4,477.1 |
|
1.618 |
4,459.1 |
|
1.000 |
4,448.0 |
|
0.618 |
4,441.1 |
|
HIGH |
4,430.0 |
|
0.618 |
4,423.1 |
|
0.500 |
4,421.0 |
|
0.382 |
4,418.9 |
|
LOW |
4,412.0 |
|
0.618 |
4,400.9 |
|
1.000 |
4,394.0 |
|
1.618 |
4,382.9 |
|
2.618 |
4,364.9 |
|
4.250 |
4,335.5 |
|
|
| Fisher Pivots for day following 19-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,421.0 |
4,435.0 |
| PP |
4,418.0 |
4,427.3 |
| S1 |
4,415.0 |
4,419.7 |
|