| Trading Metrics calculated at close of trading on 12-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,015.0 |
15,984.0 |
-31.0 |
-0.2% |
16,060.0 |
| High |
16,023.0 |
16,153.0 |
130.0 |
0.8% |
16,135.0 |
| Low |
15,928.0 |
15,984.0 |
56.0 |
0.4% |
15,900.0 |
| Close |
15,957.0 |
16,091.0 |
134.0 |
0.8% |
15,957.0 |
| Range |
95.0 |
169.0 |
74.0 |
77.9% |
235.0 |
| ATR |
184.5 |
185.3 |
0.8 |
0.4% |
0.0 |
| Volume |
50,886 |
86,872 |
35,986 |
70.7% |
268,419 |
|
| Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,583.0 |
16,506.0 |
16,184.0 |
|
| R3 |
16,414.0 |
16,337.0 |
16,137.5 |
|
| R2 |
16,245.0 |
16,245.0 |
16,122.0 |
|
| R1 |
16,168.0 |
16,168.0 |
16,106.5 |
16,206.5 |
| PP |
16,076.0 |
16,076.0 |
16,076.0 |
16,095.3 |
| S1 |
15,999.0 |
15,999.0 |
16,075.5 |
16,037.5 |
| S2 |
15,907.0 |
15,907.0 |
16,060.0 |
|
| S3 |
15,738.0 |
15,830.0 |
16,044.5 |
|
| S4 |
15,569.0 |
15,661.0 |
15,998.1 |
|
|
| 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 |
16,153.0 |
15,900.0 |
253.0 |
1.6% |
133.2 |
0.8% |
75% |
True |
False |
59,589 |
| 10 |
16,153.0 |
15,649.0 |
504.0 |
3.1% |
173.5 |
1.1% |
88% |
True |
False |
61,887 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
179.2 |
1.1% |
61% |
False |
False |
60,506 |
| 40 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
168.9 |
1.0% |
61% |
False |
False |
59,909 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
197.6 |
1.2% |
84% |
False |
False |
61,322 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
198.7 |
1.2% |
84% |
False |
False |
47,338 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
10.9% |
180.7 |
1.1% |
84% |
False |
False |
37,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,871.3 |
|
2.618 |
16,595.4 |
|
1.618 |
16,426.4 |
|
1.000 |
16,322.0 |
|
0.618 |
16,257.4 |
|
HIGH |
16,153.0 |
|
0.618 |
16,088.4 |
|
0.500 |
16,068.5 |
|
0.382 |
16,048.6 |
|
LOW |
15,984.0 |
|
0.618 |
15,879.6 |
|
1.000 |
15,815.0 |
|
1.618 |
15,710.6 |
|
2.618 |
15,541.6 |
|
4.250 |
15,265.8 |
|
|
| Fisher Pivots for day following 12-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,083.5 |
16,069.5 |
| PP |
16,076.0 |
16,048.0 |
| S1 |
16,068.5 |
16,026.5 |
|