| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,103.0 |
15,980.0 |
-123.0 |
-0.8% |
16,340.0 |
| High |
16,111.0 |
16,007.0 |
-104.0 |
-0.6% |
16,354.0 |
| Low |
15,855.0 |
15,833.0 |
-22.0 |
-0.1% |
15,855.0 |
| Close |
15,944.0 |
15,934.0 |
-10.0 |
-0.1% |
15,944.0 |
| Range |
256.0 |
174.0 |
-82.0 |
-32.0% |
499.0 |
| ATR |
180.9 |
180.4 |
-0.5 |
-0.3% |
0.0 |
| Volume |
71,154 |
57,304 |
-13,850 |
-19.5% |
244,185 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,446.7 |
16,364.3 |
16,029.7 |
|
| R3 |
16,272.7 |
16,190.3 |
15,981.9 |
|
| R2 |
16,098.7 |
16,098.7 |
15,965.9 |
|
| R1 |
16,016.3 |
16,016.3 |
15,950.0 |
15,970.5 |
| PP |
15,924.7 |
15,924.7 |
15,924.7 |
15,901.8 |
| S1 |
15,842.3 |
15,842.3 |
15,918.1 |
15,796.5 |
| S2 |
15,750.7 |
15,750.7 |
15,902.1 |
|
| S3 |
15,576.7 |
15,668.3 |
15,886.2 |
|
| S4 |
15,402.7 |
15,494.3 |
15,838.3 |
|
|
| 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 |
16,354.0 |
15,833.0 |
521.0 |
3.3% |
189.0 |
1.2% |
19% |
False |
True |
60,297 |
| 10 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
178.2 |
1.1% |
14% |
False |
True |
52,821 |
| 20 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
169.2 |
1.1% |
19% |
False |
False |
26,976 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
140.0 |
0.9% |
19% |
False |
False |
13,523 |
| 60 |
16,572.0 |
15,379.0 |
1,193.0 |
7.5% |
122.6 |
0.8% |
47% |
False |
False |
9,021 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
10.0% |
101.7 |
0.6% |
60% |
False |
False |
6,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,746.5 |
|
2.618 |
16,462.5 |
|
1.618 |
16,288.5 |
|
1.000 |
16,181.0 |
|
0.618 |
16,114.5 |
|
HIGH |
16,007.0 |
|
0.618 |
15,940.5 |
|
0.500 |
15,920.0 |
|
0.382 |
15,899.5 |
|
LOW |
15,833.0 |
|
0.618 |
15,725.5 |
|
1.000 |
15,659.0 |
|
1.618 |
15,551.5 |
|
2.618 |
15,377.5 |
|
4.250 |
15,093.5 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,929.3 |
15,989.5 |
| PP |
15,924.7 |
15,971.0 |
| S1 |
15,920.0 |
15,952.5 |
|