| Trading Metrics calculated at close of trading on 09-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,958.0 |
16,015.0 |
57.0 |
0.4% |
16,060.0 |
| High |
16,031.0 |
16,023.0 |
-8.0 |
0.0% |
16,135.0 |
| Low |
15,900.0 |
15,928.0 |
28.0 |
0.2% |
15,900.0 |
| Close |
16,007.0 |
15,957.0 |
-50.0 |
-0.3% |
15,957.0 |
| Range |
131.0 |
95.0 |
-36.0 |
-27.5% |
235.0 |
| ATR |
191.4 |
184.5 |
-6.9 |
-3.6% |
0.0 |
| Volume |
51,917 |
50,886 |
-1,031 |
-2.0% |
268,419 |
|
| Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,254.3 |
16,200.7 |
16,009.3 |
|
| R3 |
16,159.3 |
16,105.7 |
15,983.1 |
|
| R2 |
16,064.3 |
16,064.3 |
15,974.4 |
|
| R1 |
16,010.7 |
16,010.7 |
15,965.7 |
15,990.0 |
| PP |
15,969.3 |
15,969.3 |
15,969.3 |
15,959.0 |
| S1 |
15,915.7 |
15,915.7 |
15,948.3 |
15,895.0 |
| S2 |
15,874.3 |
15,874.3 |
15,939.6 |
|
| S3 |
15,779.3 |
15,820.7 |
15,930.9 |
|
| S4 |
15,684.3 |
15,725.7 |
15,904.8 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,702.3 |
16,564.7 |
16,086.3 |
|
| R3 |
16,467.3 |
16,329.7 |
16,021.6 |
|
| R2 |
16,232.3 |
16,232.3 |
16,000.1 |
|
| R1 |
16,094.7 |
16,094.7 |
15,978.5 |
16,046.0 |
| PP |
15,997.3 |
15,997.3 |
15,997.3 |
15,973.0 |
| S1 |
15,859.7 |
15,859.7 |
15,935.5 |
15,811.0 |
| S2 |
15,762.3 |
15,762.3 |
15,913.9 |
|
| S3 |
15,527.3 |
15,624.7 |
15,892.4 |
|
| S4 |
15,292.3 |
15,389.7 |
15,827.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,135.0 |
15,900.0 |
235.0 |
1.5% |
138.8 |
0.9% |
24% |
False |
False |
53,683 |
| 10 |
16,135.0 |
15,649.0 |
486.0 |
3.0% |
186.0 |
1.2% |
63% |
False |
False |
59,533 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
175.0 |
1.1% |
42% |
False |
False |
59,032 |
| 40 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
167.8 |
1.1% |
42% |
False |
False |
58,847 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
200.8 |
1.3% |
76% |
False |
False |
60,837 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
197.8 |
1.2% |
76% |
False |
False |
46,254 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
11.0% |
180.4 |
1.1% |
76% |
False |
False |
37,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,426.8 |
|
2.618 |
16,271.7 |
|
1.618 |
16,176.7 |
|
1.000 |
16,118.0 |
|
0.618 |
16,081.7 |
|
HIGH |
16,023.0 |
|
0.618 |
15,986.7 |
|
0.500 |
15,975.5 |
|
0.382 |
15,964.3 |
|
LOW |
15,928.0 |
|
0.618 |
15,869.3 |
|
1.000 |
15,833.0 |
|
1.618 |
15,774.3 |
|
2.618 |
15,679.3 |
|
4.250 |
15,524.3 |
|
|
| Fisher Pivots for day following 09-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,975.5 |
15,980.5 |
| PP |
15,969.3 |
15,972.7 |
| S1 |
15,963.2 |
15,964.8 |
|