| 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 |
16,299.0 |
16,365.0 |
66.0 |
0.4% |
16,191.0 |
| High |
16,388.0 |
16,486.0 |
98.0 |
0.6% |
16,264.0 |
| Low |
16,236.0 |
16,350.0 |
114.0 |
0.7% |
16,055.0 |
| Close |
16,375.0 |
16,467.0 |
92.0 |
0.6% |
16,094.0 |
| Range |
152.0 |
136.0 |
-16.0 |
-10.5% |
209.0 |
| ATR |
157.9 |
156.3 |
-1.6 |
-1.0% |
0.0 |
| Volume |
41,688 |
35,390 |
-6,298 |
-15.1% |
9,682 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,842.3 |
16,790.7 |
16,541.8 |
|
| R3 |
16,706.3 |
16,654.7 |
16,504.4 |
|
| R2 |
16,570.3 |
16,570.3 |
16,491.9 |
|
| R1 |
16,518.7 |
16,518.7 |
16,479.5 |
16,544.5 |
| PP |
16,434.3 |
16,434.3 |
16,434.3 |
16,447.3 |
| S1 |
16,382.7 |
16,382.7 |
16,454.5 |
16,408.5 |
| S2 |
16,298.3 |
16,298.3 |
16,442.1 |
|
| S3 |
16,162.3 |
16,246.7 |
16,429.6 |
|
| S4 |
16,026.3 |
16,110.7 |
16,392.2 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,764.7 |
16,638.3 |
16,209.0 |
|
| R3 |
16,555.7 |
16,429.3 |
16,151.5 |
|
| R2 |
16,346.7 |
16,346.7 |
16,132.3 |
|
| R1 |
16,220.3 |
16,220.3 |
16,113.2 |
16,179.0 |
| PP |
16,137.7 |
16,137.7 |
16,137.7 |
16,117.0 |
| S1 |
16,011.3 |
16,011.3 |
16,074.8 |
15,970.0 |
| S2 |
15,928.7 |
15,928.7 |
16,055.7 |
|
| S3 |
15,719.7 |
15,802.3 |
16,036.5 |
|
| S4 |
15,510.7 |
15,593.3 |
15,979.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,486.0 |
16,055.0 |
431.0 |
2.6% |
129.4 |
0.8% |
96% |
True |
False |
23,077 |
| 10 |
16,486.0 |
15,888.0 |
598.0 |
3.6% |
137.8 |
0.8% |
97% |
True |
False |
11,929 |
| 20 |
16,510.0 |
15,787.0 |
723.0 |
4.4% |
148.0 |
0.9% |
94% |
False |
False |
6,064 |
| 40 |
16,510.0 |
15,787.0 |
723.0 |
4.4% |
120.2 |
0.7% |
94% |
False |
False |
3,039 |
| 60 |
16,510.0 |
15,004.0 |
1,506.0 |
9.1% |
109.1 |
0.7% |
97% |
False |
False |
2,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,064.0 |
|
2.618 |
16,842.0 |
|
1.618 |
16,706.0 |
|
1.000 |
16,622.0 |
|
0.618 |
16,570.0 |
|
HIGH |
16,486.0 |
|
0.618 |
16,434.0 |
|
0.500 |
16,418.0 |
|
0.382 |
16,402.0 |
|
LOW |
16,350.0 |
|
0.618 |
16,266.0 |
|
1.000 |
16,214.0 |
|
1.618 |
16,130.0 |
|
2.618 |
15,994.0 |
|
4.250 |
15,772.0 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,450.7 |
16,414.0 |
| PP |
16,434.3 |
16,361.0 |
| S1 |
16,418.0 |
16,308.0 |
|