| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,340.0 |
16,283.0 |
-57.0 |
-0.3% |
16,130.0 |
| High |
16,354.0 |
16,295.0 |
-59.0 |
-0.4% |
16,572.0 |
| Low |
16,205.0 |
16,137.0 |
-68.0 |
-0.4% |
16,130.0 |
| Close |
16,248.0 |
16,161.0 |
-87.0 |
-0.5% |
16,519.0 |
| Range |
149.0 |
158.0 |
9.0 |
6.0% |
442.0 |
| ATR |
172.5 |
171.4 |
-1.0 |
-0.6% |
0.0 |
| Volume |
50,136 |
52,958 |
2,822 |
5.6% |
226,727 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,671.7 |
16,574.3 |
16,247.9 |
|
| R3 |
16,513.7 |
16,416.3 |
16,204.5 |
|
| R2 |
16,355.7 |
16,355.7 |
16,190.0 |
|
| R1 |
16,258.3 |
16,258.3 |
16,175.5 |
16,228.0 |
| PP |
16,197.7 |
16,197.7 |
16,197.7 |
16,182.5 |
| S1 |
16,100.3 |
16,100.3 |
16,146.5 |
16,070.0 |
| S2 |
16,039.7 |
16,039.7 |
16,132.0 |
|
| S3 |
15,881.7 |
15,942.3 |
16,117.6 |
|
| S4 |
15,723.7 |
15,784.3 |
16,074.1 |
|
|
| 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 |
16,137.0 |
435.0 |
2.7% |
166.0 |
1.0% |
6% |
False |
True |
51,286 |
| 10 |
16,572.0 |
16,055.0 |
517.0 |
3.2% |
145.1 |
0.9% |
21% |
False |
False |
33,800 |
| 20 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
160.3 |
1.0% |
48% |
False |
False |
17,073 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
131.2 |
0.8% |
48% |
False |
False |
8,564 |
| 60 |
16,572.0 |
15,111.0 |
1,461.0 |
9.0% |
118.6 |
0.7% |
72% |
False |
False |
5,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,966.5 |
|
2.618 |
16,708.6 |
|
1.618 |
16,550.6 |
|
1.000 |
16,453.0 |
|
0.618 |
16,392.6 |
|
HIGH |
16,295.0 |
|
0.618 |
16,234.6 |
|
0.500 |
16,216.0 |
|
0.382 |
16,197.4 |
|
LOW |
16,137.0 |
|
0.618 |
16,039.4 |
|
1.000 |
15,979.0 |
|
1.618 |
15,881.4 |
|
2.618 |
15,723.4 |
|
4.250 |
15,465.5 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,216.0 |
16,354.5 |
| PP |
16,197.7 |
16,290.0 |
| S1 |
16,179.3 |
16,225.5 |
|