| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,953.0 |
16,017.0 |
64.0 |
0.4% |
16,340.0 |
| High |
16,051.0 |
16,121.0 |
70.0 |
0.4% |
16,354.0 |
| Low |
15,879.0 |
15,995.0 |
116.0 |
0.7% |
15,855.0 |
| Close |
15,980.0 |
16,081.0 |
101.0 |
0.6% |
15,944.0 |
| Range |
172.0 |
126.0 |
-46.0 |
-26.7% |
499.0 |
| ATR |
179.8 |
177.0 |
-2.8 |
-1.5% |
0.0 |
| Volume |
52,005 |
51,994 |
-11 |
0.0% |
244,185 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,443.7 |
16,388.3 |
16,150.3 |
|
| R3 |
16,317.7 |
16,262.3 |
16,115.7 |
|
| R2 |
16,191.7 |
16,191.7 |
16,104.1 |
|
| R1 |
16,136.3 |
16,136.3 |
16,092.6 |
16,164.0 |
| PP |
16,065.7 |
16,065.7 |
16,065.7 |
16,079.5 |
| S1 |
16,010.3 |
16,010.3 |
16,069.5 |
16,038.0 |
| S2 |
15,939.7 |
15,939.7 |
16,057.9 |
|
| S3 |
15,813.7 |
15,884.3 |
16,046.4 |
|
| S4 |
15,687.7 |
15,758.3 |
16,011.7 |
|
|
| 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 |
16,146.0 |
15,833.0 |
313.0 |
1.9% |
187.2 |
1.2% |
79% |
False |
False |
60,478 |
| 10 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
176.6 |
1.1% |
34% |
False |
False |
55,882 |
| 20 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
161.7 |
1.0% |
37% |
False |
False |
32,155 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
139.2 |
0.9% |
37% |
False |
False |
16,122 |
| 60 |
16,572.0 |
15,651.0 |
921.0 |
5.7% |
122.4 |
0.8% |
47% |
False |
False |
10,753 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
9.9% |
105.2 |
0.7% |
69% |
False |
False |
8,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,656.5 |
|
2.618 |
16,450.9 |
|
1.618 |
16,324.9 |
|
1.000 |
16,247.0 |
|
0.618 |
16,198.9 |
|
HIGH |
16,121.0 |
|
0.618 |
16,072.9 |
|
0.500 |
16,058.0 |
|
0.382 |
16,043.1 |
|
LOW |
15,995.0 |
|
0.618 |
15,917.1 |
|
1.000 |
15,869.0 |
|
1.618 |
15,791.1 |
|
2.618 |
15,665.1 |
|
4.250 |
15,459.5 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,073.3 |
16,046.3 |
| PP |
16,065.7 |
16,011.7 |
| S1 |
16,058.0 |
15,977.0 |
|