| 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 |
16,365.0 |
16,429.0 |
64.0 |
0.4% |
16,191.0 |
| High |
16,486.0 |
16,474.0 |
-12.0 |
-0.1% |
16,264.0 |
| Low |
16,350.0 |
16,304.0 |
-46.0 |
-0.3% |
16,055.0 |
| Close |
16,467.0 |
16,438.0 |
-29.0 |
-0.2% |
16,094.0 |
| Range |
136.0 |
170.0 |
34.0 |
25.0% |
209.0 |
| ATR |
156.3 |
157.3 |
1.0 |
0.6% |
0.0 |
| Volume |
35,390 |
48,106 |
12,716 |
35.9% |
9,682 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,915.3 |
16,846.7 |
16,531.5 |
|
| R3 |
16,745.3 |
16,676.7 |
16,484.8 |
|
| R2 |
16,575.3 |
16,575.3 |
16,469.2 |
|
| R1 |
16,506.7 |
16,506.7 |
16,453.6 |
16,541.0 |
| PP |
16,405.3 |
16,405.3 |
16,405.3 |
16,422.5 |
| S1 |
16,336.7 |
16,336.7 |
16,422.4 |
16,371.0 |
| S2 |
16,235.3 |
16,235.3 |
16,406.8 |
|
| S3 |
16,065.3 |
16,166.7 |
16,391.3 |
|
| S4 |
15,895.3 |
15,996.7 |
16,344.5 |
|
|
| 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 |
16,069.0 |
417.0 |
2.5% |
141.2 |
0.9% |
88% |
False |
False |
32,309 |
| 10 |
16,486.0 |
16,055.0 |
431.0 |
2.6% |
140.2 |
0.9% |
89% |
False |
False |
16,698 |
| 20 |
16,510.0 |
15,787.0 |
723.0 |
4.4% |
150.7 |
0.9% |
90% |
False |
False |
8,455 |
| 40 |
16,510.0 |
15,787.0 |
723.0 |
4.4% |
122.4 |
0.7% |
90% |
False |
False |
4,241 |
| 60 |
16,510.0 |
15,111.0 |
1,399.0 |
8.5% |
111.6 |
0.7% |
95% |
False |
False |
2,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,196.5 |
|
2.618 |
16,919.1 |
|
1.618 |
16,749.1 |
|
1.000 |
16,644.0 |
|
0.618 |
16,579.1 |
|
HIGH |
16,474.0 |
|
0.618 |
16,409.1 |
|
0.500 |
16,389.0 |
|
0.382 |
16,368.9 |
|
LOW |
16,304.0 |
|
0.618 |
16,198.9 |
|
1.000 |
16,134.0 |
|
1.618 |
16,028.9 |
|
2.618 |
15,858.9 |
|
4.250 |
15,581.5 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,421.7 |
16,412.3 |
| PP |
16,405.3 |
16,386.7 |
| S1 |
16,389.0 |
16,361.0 |
|