| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,159.0 |
16,223.0 |
64.0 |
0.4% |
16,060.0 |
| High |
16,248.0 |
16,345.0 |
97.0 |
0.6% |
16,135.0 |
| Low |
16,088.0 |
16,204.0 |
116.0 |
0.7% |
15,900.0 |
| Close |
16,235.0 |
16,324.0 |
89.0 |
0.5% |
15,957.0 |
| Range |
160.0 |
141.0 |
-19.0 |
-11.9% |
235.0 |
| ATR |
183.5 |
180.5 |
-3.0 |
-1.7% |
0.0 |
| Volume |
90,131 |
75,189 |
-14,942 |
-16.6% |
268,419 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,714.0 |
16,660.0 |
16,401.6 |
|
| R3 |
16,573.0 |
16,519.0 |
16,362.8 |
|
| R2 |
16,432.0 |
16,432.0 |
16,349.9 |
|
| R1 |
16,378.0 |
16,378.0 |
16,336.9 |
16,405.0 |
| PP |
16,291.0 |
16,291.0 |
16,291.0 |
16,304.5 |
| S1 |
16,237.0 |
16,237.0 |
16,311.1 |
16,264.0 |
| S2 |
16,150.0 |
16,150.0 |
16,298.2 |
|
| S3 |
16,009.0 |
16,096.0 |
16,285.2 |
|
| S4 |
15,868.0 |
15,955.0 |
16,246.5 |
|
|
| 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 |
16,345.0 |
15,900.0 |
445.0 |
2.7% |
139.2 |
0.9% |
95% |
True |
False |
70,999 |
| 10 |
16,345.0 |
15,719.0 |
626.0 |
3.8% |
156.2 |
1.0% |
97% |
True |
False |
65,104 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.4% |
182.9 |
1.1% |
93% |
False |
False |
63,719 |
| 40 |
16,375.0 |
15,649.0 |
726.0 |
4.4% |
170.6 |
1.0% |
93% |
False |
False |
61,626 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
10.8% |
186.3 |
1.1% |
97% |
False |
False |
61,655 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
10.8% |
198.6 |
1.2% |
97% |
False |
False |
49,400 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
10.8% |
181.0 |
1.1% |
97% |
False |
False |
39,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,944.3 |
|
2.618 |
16,714.1 |
|
1.618 |
16,573.1 |
|
1.000 |
16,486.0 |
|
0.618 |
16,432.1 |
|
HIGH |
16,345.0 |
|
0.618 |
16,291.1 |
|
0.500 |
16,274.5 |
|
0.382 |
16,257.9 |
|
LOW |
16,204.0 |
|
0.618 |
16,116.9 |
|
1.000 |
16,063.0 |
|
1.618 |
15,975.9 |
|
2.618 |
15,834.9 |
|
4.250 |
15,604.8 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,307.5 |
16,270.8 |
| PP |
16,291.0 |
16,217.7 |
| S1 |
16,274.5 |
16,164.5 |
|