| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
34,464.02 |
34,206.66 |
-257.36 |
-0.7% |
33,906.80 |
| High |
34,588.68 |
34,206.66 |
-382.02 |
-1.1% |
34,588.68 |
| Low |
34,285.69 |
33,915.93 |
-369.76 |
-1.1% |
33,783.55 |
| Close |
34,299.12 |
34,053.87 |
-245.25 |
-0.7% |
34,299.12 |
| Range |
302.99 |
290.73 |
-12.26 |
-4.0% |
805.13 |
| ATR |
332.94 |
336.53 |
3.59 |
1.1% |
0.00 |
| Volume |
609,152,811 |
344,616,687 |
-264,536,124 |
-43.4% |
1,950,358,561 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,931.01 |
34,783.17 |
34,213.77 |
|
| R3 |
34,640.28 |
34,492.44 |
34,133.82 |
|
| R2 |
34,349.55 |
34,349.55 |
34,107.17 |
|
| R1 |
34,201.71 |
34,201.71 |
34,080.52 |
34,130.27 |
| PP |
34,058.82 |
34,058.82 |
34,058.82 |
34,023.10 |
| S1 |
33,910.98 |
33,910.98 |
34,027.22 |
33,839.54 |
| S2 |
33,768.09 |
33,768.09 |
34,000.57 |
|
| S3 |
33,477.36 |
33,620.25 |
33,973.92 |
|
| S4 |
33,186.63 |
33,329.52 |
33,893.97 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,639.17 |
36,274.28 |
34,741.94 |
|
| R3 |
35,834.04 |
35,469.15 |
34,520.53 |
|
| R2 |
35,028.91 |
35,028.91 |
34,446.73 |
|
| R1 |
34,664.02 |
34,664.02 |
34,372.92 |
34,846.47 |
| PP |
34,223.78 |
34,223.78 |
34,223.78 |
34,315.01 |
| S1 |
33,858.89 |
33,858.89 |
34,225.32 |
34,041.34 |
| S2 |
33,418.65 |
33,418.65 |
34,151.51 |
|
| S3 |
32,613.52 |
33,053.76 |
34,077.71 |
|
| S4 |
31,808.39 |
32,248.63 |
33,856.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,588.68 |
33,783.55 |
805.13 |
2.4% |
341.38 |
1.0% |
34% |
False |
False |
397,094,243 |
| 10 |
34,588.68 |
33,399.69 |
1,188.99 |
3.5% |
273.24 |
0.8% |
55% |
False |
False |
347,816,798 |
| 20 |
34,588.68 |
32,586.56 |
2,002.12 |
5.9% |
303.97 |
0.9% |
73% |
False |
False |
356,572,884 |
| 40 |
34,588.68 |
32,586.56 |
2,002.12 |
5.9% |
327.81 |
1.0% |
73% |
False |
False |
322,119,405 |
| 60 |
34,588.68 |
31,805.18 |
2,783.50 |
8.2% |
308.32 |
0.9% |
81% |
False |
False |
308,219,056 |
| 80 |
34,588.68 |
31,429.82 |
3,158.86 |
9.3% |
348.70 |
1.0% |
83% |
False |
False |
320,680,951 |
| 100 |
34,588.68 |
31,429.82 |
3,158.86 |
9.3% |
360.91 |
1.1% |
83% |
False |
False |
324,441,274 |
| 120 |
34,588.68 |
31,429.82 |
3,158.86 |
9.3% |
372.66 |
1.1% |
83% |
False |
False |
323,552,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,442.26 |
|
2.618 |
34,967.79 |
|
1.618 |
34,677.06 |
|
1.000 |
34,497.39 |
|
0.618 |
34,386.33 |
|
HIGH |
34,206.66 |
|
0.618 |
34,095.60 |
|
0.500 |
34,061.30 |
|
0.382 |
34,026.99 |
|
LOW |
33,915.93 |
|
0.618 |
33,736.26 |
|
1.000 |
33,625.20 |
|
1.618 |
33,445.53 |
|
2.618 |
33,154.80 |
|
4.250 |
32,680.33 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
34,061.30 |
34,252.31 |
| PP |
34,058.82 |
34,186.16 |
| S1 |
34,056.35 |
34,120.02 |
|