| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
16,017.0 |
16,110.0 |
93.0 |
0.6% |
16,340.0 |
| High |
16,121.0 |
16,120.0 |
-1.0 |
0.0% |
16,354.0 |
| Low |
15,995.0 |
16,038.0 |
43.0 |
0.3% |
15,855.0 |
| Close |
16,081.0 |
16,059.0 |
-22.0 |
-0.1% |
15,944.0 |
| Range |
126.0 |
82.0 |
-44.0 |
-34.9% |
499.0 |
| ATR |
177.0 |
170.2 |
-6.8 |
-3.8% |
0.0 |
| Volume |
51,994 |
47,445 |
-4,549 |
-8.7% |
244,185 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,318.3 |
16,270.7 |
16,104.1 |
|
| R3 |
16,236.3 |
16,188.7 |
16,081.6 |
|
| R2 |
16,154.3 |
16,154.3 |
16,074.0 |
|
| R1 |
16,106.7 |
16,106.7 |
16,066.5 |
16,089.5 |
| PP |
16,072.3 |
16,072.3 |
16,072.3 |
16,063.8 |
| S1 |
16,024.7 |
16,024.7 |
16,051.5 |
16,007.5 |
| S2 |
15,990.3 |
15,990.3 |
16,044.0 |
|
| S3 |
15,908.3 |
15,942.7 |
16,036.5 |
|
| S4 |
15,826.3 |
15,860.7 |
16,013.9 |
|
|
| 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 |
16,121.0 |
15,833.0 |
288.0 |
1.8% |
162.0 |
1.0% |
78% |
False |
False |
55,980 |
| 10 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
171.2 |
1.1% |
31% |
False |
False |
57,087 |
| 20 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
154.5 |
1.0% |
31% |
False |
False |
34,508 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
139.9 |
0.9% |
35% |
False |
False |
17,307 |
| 60 |
16,572.0 |
15,773.0 |
799.0 |
5.0% |
121.1 |
0.8% |
36% |
False |
False |
11,543 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
9.9% |
106.2 |
0.7% |
68% |
False |
False |
8,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,468.5 |
|
2.618 |
16,334.7 |
|
1.618 |
16,252.7 |
|
1.000 |
16,202.0 |
|
0.618 |
16,170.7 |
|
HIGH |
16,120.0 |
|
0.618 |
16,088.7 |
|
0.500 |
16,079.0 |
|
0.382 |
16,069.3 |
|
LOW |
16,038.0 |
|
0.618 |
15,987.3 |
|
1.000 |
15,956.0 |
|
1.618 |
15,905.3 |
|
2.618 |
15,823.3 |
|
4.250 |
15,689.5 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,079.0 |
16,039.3 |
| PP |
16,072.3 |
16,019.7 |
| S1 |
16,065.7 |
16,000.0 |
|