| 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 |
14,925.00 |
15,038.00 |
113.00 |
0.8% |
14,577.00 |
| High |
15,061.50 |
15,252.00 |
190.50 |
1.3% |
14,694.75 |
| Low |
14,793.00 |
14,878.00 |
85.00 |
0.6% |
14,256.75 |
| Close |
15,012.75 |
15,188.00 |
175.25 |
1.2% |
14,556.25 |
| Range |
268.50 |
374.00 |
105.50 |
39.3% |
438.00 |
| ATR |
232.92 |
242.99 |
10.08 |
4.3% |
0.00 |
| Volume |
204,099 |
139,777 |
-64,322 |
-31.5% |
3,175,605 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,228.00 |
16,082.00 |
15,393.75 |
|
| R3 |
15,854.00 |
15,708.00 |
15,290.75 |
|
| R2 |
15,480.00 |
15,480.00 |
15,256.50 |
|
| R1 |
15,334.00 |
15,334.00 |
15,222.25 |
15,407.00 |
| PP |
15,106.00 |
15,106.00 |
15,106.00 |
15,142.50 |
| S1 |
14,960.00 |
14,960.00 |
15,153.75 |
15,033.00 |
| S2 |
14,732.00 |
14,732.00 |
15,119.50 |
|
| S3 |
14,358.00 |
14,586.00 |
15,085.25 |
|
| S4 |
13,984.00 |
14,212.00 |
14,982.25 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,816.50 |
15,624.50 |
14,797.25 |
|
| R3 |
15,378.50 |
15,186.50 |
14,676.75 |
|
| R2 |
14,940.50 |
14,940.50 |
14,636.50 |
|
| R1 |
14,748.50 |
14,748.50 |
14,596.50 |
14,625.50 |
| PP |
14,502.50 |
14,502.50 |
14,502.50 |
14,441.00 |
| S1 |
14,310.50 |
14,310.50 |
14,516.00 |
14,187.50 |
| S2 |
14,064.50 |
14,064.50 |
14,476.00 |
|
| S3 |
13,626.50 |
13,872.50 |
14,435.75 |
|
| S4 |
13,188.50 |
13,434.50 |
14,315.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,252.00 |
14,460.25 |
791.75 |
5.2% |
266.25 |
1.8% |
92% |
True |
False |
333,953 |
| 10 |
15,252.00 |
14,256.75 |
995.25 |
6.6% |
243.00 |
1.6% |
94% |
True |
False |
488,727 |
| 20 |
15,252.00 |
13,566.50 |
1,685.50 |
11.1% |
246.25 |
1.6% |
96% |
True |
False |
596,571 |
| 40 |
15,252.00 |
12,800.00 |
2,452.00 |
16.1% |
215.75 |
1.4% |
97% |
True |
False |
613,157 |
| 60 |
15,252.00 |
12,634.25 |
2,617.75 |
17.2% |
218.50 |
1.4% |
98% |
True |
False |
609,364 |
| 80 |
15,252.00 |
11,806.25 |
3,445.75 |
22.7% |
229.75 |
1.5% |
98% |
True |
False |
526,444 |
| 100 |
15,252.00 |
11,728.75 |
3,523.25 |
23.2% |
242.75 |
1.6% |
98% |
True |
False |
421,374 |
| 120 |
15,252.00 |
10,870.00 |
4,382.00 |
28.9% |
247.25 |
1.6% |
99% |
True |
False |
351,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,841.50 |
|
2.618 |
16,231.25 |
|
1.618 |
15,857.25 |
|
1.000 |
15,626.00 |
|
0.618 |
15,483.25 |
|
HIGH |
15,252.00 |
|
0.618 |
15,109.25 |
|
0.500 |
15,065.00 |
|
0.382 |
15,020.75 |
|
LOW |
14,878.00 |
|
0.618 |
14,646.75 |
|
1.000 |
14,504.00 |
|
1.618 |
14,272.75 |
|
2.618 |
13,898.75 |
|
4.250 |
13,288.50 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,147.00 |
15,130.50 |
| PP |
15,106.00 |
15,073.25 |
| S1 |
15,065.00 |
15,015.75 |
|