| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,429.0 |
16,442.0 |
13.0 |
0.1% |
16,130.0 |
| High |
16,474.0 |
16,572.0 |
98.0 |
0.6% |
16,572.0 |
| Low |
16,304.0 |
16,355.0 |
51.0 |
0.3% |
16,130.0 |
| Close |
16,438.0 |
16,519.0 |
81.0 |
0.5% |
16,519.0 |
| Range |
170.0 |
217.0 |
47.0 |
27.6% |
442.0 |
| ATR |
157.3 |
161.6 |
4.3 |
2.7% |
0.0 |
| Volume |
48,106 |
69,840 |
21,734 |
45.2% |
226,727 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,133.0 |
17,043.0 |
16,638.4 |
|
| R3 |
16,916.0 |
16,826.0 |
16,578.7 |
|
| R2 |
16,699.0 |
16,699.0 |
16,558.8 |
|
| R1 |
16,609.0 |
16,609.0 |
16,538.9 |
16,654.0 |
| PP |
16,482.0 |
16,482.0 |
16,482.0 |
16,504.5 |
| S1 |
16,392.0 |
16,392.0 |
16,499.1 |
16,437.0 |
| S2 |
16,265.0 |
16,265.0 |
16,479.2 |
|
| S3 |
16,048.0 |
16,175.0 |
16,459.3 |
|
| S4 |
15,831.0 |
15,958.0 |
16,399.7 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,733.0 |
17,568.0 |
16,762.1 |
|
| R3 |
17,291.0 |
17,126.0 |
16,640.6 |
|
| R2 |
16,849.0 |
16,849.0 |
16,600.0 |
|
| R1 |
16,684.0 |
16,684.0 |
16,559.5 |
16,766.5 |
| PP |
16,407.0 |
16,407.0 |
16,407.0 |
16,448.3 |
| S1 |
16,242.0 |
16,242.0 |
16,478.5 |
16,324.5 |
| S2 |
15,965.0 |
15,965.0 |
16,438.0 |
|
| S3 |
15,523.0 |
15,800.0 |
16,397.5 |
|
| S4 |
15,081.0 |
15,358.0 |
16,275.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,572.0 |
16,130.0 |
442.0 |
2.7% |
167.4 |
1.0% |
88% |
True |
False |
45,345 |
| 10 |
16,572.0 |
16,055.0 |
517.0 |
3.1% |
145.2 |
0.9% |
90% |
True |
False |
23,640 |
| 20 |
16,572.0 |
15,787.0 |
785.0 |
4.8% |
152.5 |
0.9% |
93% |
True |
False |
11,931 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.8% |
127.8 |
0.8% |
93% |
True |
False |
5,987 |
| 60 |
16,572.0 |
15,111.0 |
1,461.0 |
8.8% |
115.2 |
0.7% |
96% |
True |
False |
4,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,494.3 |
|
2.618 |
17,140.1 |
|
1.618 |
16,923.1 |
|
1.000 |
16,789.0 |
|
0.618 |
16,706.1 |
|
HIGH |
16,572.0 |
|
0.618 |
16,489.1 |
|
0.500 |
16,463.5 |
|
0.382 |
16,437.9 |
|
LOW |
16,355.0 |
|
0.618 |
16,220.9 |
|
1.000 |
16,138.0 |
|
1.618 |
16,003.9 |
|
2.618 |
15,786.9 |
|
4.250 |
15,432.8 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,500.5 |
16,492.0 |
| PP |
16,482.0 |
16,465.0 |
| S1 |
16,463.5 |
16,438.0 |
|