| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,145.0 |
16,103.0 |
-42.0 |
-0.3% |
16,340.0 |
| High |
16,146.0 |
16,111.0 |
-35.0 |
-0.2% |
16,354.0 |
| Low |
15,938.0 |
15,855.0 |
-83.0 |
-0.5% |
15,855.0 |
| Close |
16,105.0 |
15,944.0 |
-161.0 |
-1.0% |
15,944.0 |
| Range |
208.0 |
256.0 |
48.0 |
23.1% |
499.0 |
| ATR |
175.1 |
180.9 |
5.8 |
3.3% |
0.0 |
| Volume |
69,937 |
71,154 |
1,217 |
1.7% |
244,185 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,738.0 |
16,597.0 |
16,084.8 |
|
| R3 |
16,482.0 |
16,341.0 |
16,014.4 |
|
| R2 |
16,226.0 |
16,226.0 |
15,990.9 |
|
| R1 |
16,085.0 |
16,085.0 |
15,967.5 |
16,027.5 |
| PP |
15,970.0 |
15,970.0 |
15,970.0 |
15,941.3 |
| S1 |
15,829.0 |
15,829.0 |
15,920.5 |
15,771.5 |
| S2 |
15,714.0 |
15,714.0 |
15,897.1 |
|
| S3 |
15,458.0 |
15,573.0 |
15,873.6 |
|
| S4 |
15,202.0 |
15,317.0 |
15,803.2 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,548.0 |
17,245.0 |
16,218.5 |
|
| R3 |
17,049.0 |
16,746.0 |
16,081.2 |
|
| R2 |
16,550.0 |
16,550.0 |
16,035.5 |
|
| R1 |
16,247.0 |
16,247.0 |
15,989.7 |
16,149.0 |
| PP |
16,051.0 |
16,051.0 |
16,051.0 |
16,002.0 |
| S1 |
15,748.0 |
15,748.0 |
15,898.3 |
15,650.0 |
| S2 |
15,552.0 |
15,552.0 |
15,852.5 |
|
| S3 |
15,053.0 |
15,249.0 |
15,806.8 |
|
| S4 |
14,554.0 |
14,750.0 |
15,669.6 |
|
|
| 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 |
15,855.0 |
717.0 |
4.5% |
197.6 |
1.2% |
12% |
False |
True |
62,805 |
| 10 |
16,572.0 |
15,855.0 |
717.0 |
4.5% |
169.4 |
1.1% |
12% |
False |
True |
47,557 |
| 20 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
166.4 |
1.0% |
20% |
False |
False |
24,118 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
139.2 |
0.9% |
20% |
False |
False |
12,091 |
| 60 |
16,572.0 |
15,323.0 |
1,249.0 |
7.8% |
121.9 |
0.8% |
50% |
False |
False |
8,066 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
10.0% |
99.5 |
0.6% |
61% |
False |
False |
6,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,199.0 |
|
2.618 |
16,781.2 |
|
1.618 |
16,525.2 |
|
1.000 |
16,367.0 |
|
0.618 |
16,269.2 |
|
HIGH |
16,111.0 |
|
0.618 |
16,013.2 |
|
0.500 |
15,983.0 |
|
0.382 |
15,952.8 |
|
LOW |
15,855.0 |
|
0.618 |
15,696.8 |
|
1.000 |
15,599.0 |
|
1.618 |
15,440.8 |
|
2.618 |
15,184.8 |
|
4.250 |
14,767.0 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,983.0 |
16,075.0 |
| PP |
15,970.0 |
16,031.3 |
| S1 |
15,957.0 |
15,987.7 |
|