| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,442.0 |
16,340.0 |
-102.0 |
-0.6% |
16,130.0 |
| High |
16,572.0 |
16,354.0 |
-218.0 |
-1.3% |
16,572.0 |
| Low |
16,355.0 |
16,205.0 |
-150.0 |
-0.9% |
16,130.0 |
| Close |
16,519.0 |
16,248.0 |
-271.0 |
-1.6% |
16,519.0 |
| Range |
217.0 |
149.0 |
-68.0 |
-31.3% |
442.0 |
| ATR |
161.6 |
172.5 |
10.9 |
6.7% |
0.0 |
| Volume |
69,840 |
50,136 |
-19,704 |
-28.2% |
226,727 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,716.0 |
16,631.0 |
16,330.0 |
|
| R3 |
16,567.0 |
16,482.0 |
16,289.0 |
|
| R2 |
16,418.0 |
16,418.0 |
16,275.3 |
|
| R1 |
16,333.0 |
16,333.0 |
16,261.7 |
16,301.0 |
| PP |
16,269.0 |
16,269.0 |
16,269.0 |
16,253.0 |
| S1 |
16,184.0 |
16,184.0 |
16,234.3 |
16,152.0 |
| S2 |
16,120.0 |
16,120.0 |
16,220.7 |
|
| S3 |
15,971.0 |
16,035.0 |
16,207.0 |
|
| S4 |
15,822.0 |
15,886.0 |
16,166.1 |
|
|
| 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 |
16,205.0 |
367.0 |
2.3% |
164.8 |
1.0% |
12% |
False |
True |
49,032 |
| 10 |
16,572.0 |
16,055.0 |
517.0 |
3.2% |
141.7 |
0.9% |
37% |
False |
False |
28,586 |
| 20 |
16,572.0 |
15,787.0 |
785.0 |
4.8% |
154.5 |
1.0% |
59% |
False |
False |
14,426 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.8% |
131.4 |
0.8% |
59% |
False |
False |
7,240 |
| 60 |
16,572.0 |
15,111.0 |
1,461.0 |
9.0% |
117.2 |
0.7% |
78% |
False |
False |
4,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,987.3 |
|
2.618 |
16,744.1 |
|
1.618 |
16,595.1 |
|
1.000 |
16,503.0 |
|
0.618 |
16,446.1 |
|
HIGH |
16,354.0 |
|
0.618 |
16,297.1 |
|
0.500 |
16,279.5 |
|
0.382 |
16,261.9 |
|
LOW |
16,205.0 |
|
0.618 |
16,112.9 |
|
1.000 |
16,056.0 |
|
1.618 |
15,963.9 |
|
2.618 |
15,814.9 |
|
4.250 |
15,571.8 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,279.5 |
16,388.5 |
| PP |
16,269.0 |
16,341.7 |
| S1 |
16,258.5 |
16,294.8 |
|