| 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 |
16,223.0 |
16,289.0 |
66.0 |
0.4% |
16,060.0 |
| High |
16,345.0 |
16,338.0 |
-7.0 |
0.0% |
16,135.0 |
| Low |
16,204.0 |
16,163.0 |
-41.0 |
-0.3% |
15,900.0 |
| Close |
16,324.0 |
16,298.0 |
-26.0 |
-0.2% |
15,957.0 |
| Range |
141.0 |
175.0 |
34.0 |
24.1% |
235.0 |
| ATR |
180.5 |
180.1 |
-0.4 |
-0.2% |
0.0 |
| Volume |
75,189 |
50,798 |
-24,391 |
-32.4% |
268,419 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,791.3 |
16,719.7 |
16,394.3 |
|
| R3 |
16,616.3 |
16,544.7 |
16,346.1 |
|
| R2 |
16,441.3 |
16,441.3 |
16,330.1 |
|
| R1 |
16,369.7 |
16,369.7 |
16,314.0 |
16,405.5 |
| PP |
16,266.3 |
16,266.3 |
16,266.3 |
16,284.3 |
| S1 |
16,194.7 |
16,194.7 |
16,282.0 |
16,230.5 |
| S2 |
16,091.3 |
16,091.3 |
16,265.9 |
|
| S3 |
15,916.3 |
16,019.7 |
16,249.9 |
|
| S4 |
15,741.3 |
15,844.7 |
16,201.8 |
|
|
| 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 |
16,345.0 |
15,928.0 |
417.0 |
2.6% |
148.0 |
0.9% |
89% |
False |
False |
70,775 |
| 10 |
16,345.0 |
15,900.0 |
445.0 |
2.7% |
153.3 |
0.9% |
89% |
False |
False |
63,662 |
| 20 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
183.1 |
1.1% |
89% |
False |
False |
63,251 |
| 40 |
16,375.0 |
15,649.0 |
726.0 |
4.5% |
172.0 |
1.1% |
89% |
False |
False |
61,756 |
| 60 |
16,375.0 |
14,617.0 |
1,758.0 |
10.8% |
181.4 |
1.1% |
96% |
False |
False |
60,702 |
| 80 |
16,375.0 |
14,617.0 |
1,758.0 |
10.8% |
199.0 |
1.2% |
96% |
False |
False |
50,034 |
| 100 |
16,375.0 |
14,617.0 |
1,758.0 |
10.8% |
181.6 |
1.1% |
96% |
False |
False |
40,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,081.8 |
|
2.618 |
16,796.2 |
|
1.618 |
16,621.2 |
|
1.000 |
16,513.0 |
|
0.618 |
16,446.2 |
|
HIGH |
16,338.0 |
|
0.618 |
16,271.2 |
|
0.500 |
16,250.5 |
|
0.382 |
16,229.9 |
|
LOW |
16,163.0 |
|
0.618 |
16,054.9 |
|
1.000 |
15,988.0 |
|
1.618 |
15,879.9 |
|
2.618 |
15,704.9 |
|
4.250 |
15,419.3 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,282.2 |
16,270.8 |
| PP |
16,266.3 |
16,243.7 |
| S1 |
16,250.5 |
16,216.5 |
|