Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
16,283.0 |
16,145.0 |
-138.0 |
-0.8% |
16,130.0 |
High |
16,295.0 |
16,146.0 |
-149.0 |
-0.9% |
16,572.0 |
Low |
16,137.0 |
15,938.0 |
-199.0 |
-1.2% |
16,130.0 |
Close |
16,161.0 |
16,105.0 |
-56.0 |
-0.3% |
16,519.0 |
Range |
158.0 |
208.0 |
50.0 |
31.6% |
442.0 |
ATR |
171.4 |
175.1 |
3.7 |
2.1% |
0.0 |
Volume |
52,958 |
69,937 |
16,979 |
32.1% |
226,727 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,687.0 |
16,604.0 |
16,219.4 |
|
R3 |
16,479.0 |
16,396.0 |
16,162.2 |
|
R2 |
16,271.0 |
16,271.0 |
16,143.1 |
|
R1 |
16,188.0 |
16,188.0 |
16,124.1 |
16,125.5 |
PP |
16,063.0 |
16,063.0 |
16,063.0 |
16,031.8 |
S1 |
15,980.0 |
15,980.0 |
16,085.9 |
15,917.5 |
S2 |
15,855.0 |
15,855.0 |
16,066.9 |
|
S3 |
15,647.0 |
15,772.0 |
16,047.8 |
|
S4 |
15,439.0 |
15,564.0 |
15,990.6 |
|
|
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 |
15,938.0 |
634.0 |
3.9% |
180.4 |
1.1% |
26% |
False |
True |
58,195 |
10 |
16,572.0 |
15,938.0 |
634.0 |
3.9% |
154.9 |
1.0% |
26% |
False |
True |
40,636 |
20 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
165.0 |
1.0% |
41% |
False |
False |
20,569 |
40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
135.1 |
0.8% |
41% |
False |
False |
10,312 |
60 |
16,572.0 |
15,111.0 |
1,461.0 |
9.1% |
121.8 |
0.8% |
68% |
False |
False |
6,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,030.0 |
2.618 |
16,690.5 |
1.618 |
16,482.5 |
1.000 |
16,354.0 |
0.618 |
16,274.5 |
HIGH |
16,146.0 |
0.618 |
16,066.5 |
0.500 |
16,042.0 |
0.382 |
16,017.5 |
LOW |
15,938.0 |
0.618 |
15,809.5 |
1.000 |
15,730.0 |
1.618 |
15,601.5 |
2.618 |
15,393.5 |
4.250 |
15,054.0 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
16,084.0 |
16,146.0 |
PP |
16,063.0 |
16,132.3 |
S1 |
16,042.0 |
16,118.7 |
|