| Trading Metrics calculated at close of trading on 13-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,734.50 |
15,006.50 |
272.00 |
1.8% |
14,767.00 |
| High |
15,011.50 |
15,151.25 |
139.75 |
0.9% |
14,869.50 |
| Low |
14,732.00 |
14,963.00 |
231.00 |
1.6% |
14,425.00 |
| Close |
14,986.75 |
15,099.00 |
112.25 |
0.7% |
14,735.75 |
| Range |
279.50 |
188.25 |
-91.25 |
-32.6% |
444.50 |
| ATR |
233.19 |
229.98 |
-3.21 |
-1.4% |
0.00 |
| Volume |
533,102 |
723,269 |
190,167 |
35.7% |
291,337 |
|
| Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,635.75 |
15,555.75 |
15,202.50 |
|
| R3 |
15,447.50 |
15,367.50 |
15,150.75 |
|
| R2 |
15,259.25 |
15,259.25 |
15,133.50 |
|
| R1 |
15,179.25 |
15,179.25 |
15,116.25 |
15,219.25 |
| PP |
15,071.00 |
15,071.00 |
15,071.00 |
15,091.00 |
| S1 |
14,991.00 |
14,991.00 |
15,081.75 |
15,031.00 |
| S2 |
14,882.75 |
14,882.75 |
15,064.50 |
|
| S3 |
14,694.50 |
14,802.75 |
15,047.25 |
|
| S4 |
14,506.25 |
14,614.50 |
14,995.50 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,010.25 |
15,817.50 |
14,980.25 |
|
| R3 |
15,565.75 |
15,373.00 |
14,858.00 |
|
| R2 |
15,121.25 |
15,121.25 |
14,817.25 |
|
| R1 |
14,928.50 |
14,928.50 |
14,776.50 |
14,802.50 |
| PP |
14,676.75 |
14,676.75 |
14,676.75 |
14,613.75 |
| S1 |
14,484.00 |
14,484.00 |
14,695.00 |
14,358.00 |
| S2 |
14,232.25 |
14,232.25 |
14,654.25 |
|
| S3 |
13,787.75 |
14,039.50 |
14,613.50 |
|
| S4 |
13,343.25 |
13,595.00 |
14,491.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,151.25 |
14,425.00 |
726.25 |
4.8% |
270.00 |
1.8% |
93% |
True |
False |
304,304 |
| 10 |
15,151.25 |
14,420.00 |
731.25 |
4.8% |
227.00 |
1.5% |
93% |
True |
False |
156,100 |
| 20 |
15,151.25 |
13,580.25 |
1,571.00 |
10.4% |
230.50 |
1.5% |
97% |
True |
False |
79,326 |
| 40 |
15,151.25 |
12,944.50 |
2,206.75 |
14.6% |
205.75 |
1.4% |
98% |
True |
False |
40,018 |
| 60 |
15,151.25 |
12,772.50 |
2,378.75 |
15.8% |
209.50 |
1.4% |
98% |
True |
False |
26,856 |
| 80 |
15,151.25 |
11,929.25 |
3,222.00 |
21.3% |
218.25 |
1.4% |
98% |
True |
False |
20,182 |
| 100 |
15,151.25 |
11,868.25 |
3,283.00 |
21.7% |
224.75 |
1.5% |
98% |
True |
False |
16,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,951.25 |
|
2.618 |
15,644.00 |
|
1.618 |
15,455.75 |
|
1.000 |
15,339.50 |
|
0.618 |
15,267.50 |
|
HIGH |
15,151.25 |
|
0.618 |
15,079.25 |
|
0.500 |
15,057.00 |
|
0.382 |
15,035.00 |
|
LOW |
14,963.00 |
|
0.618 |
14,846.75 |
|
1.000 |
14,774.75 |
|
1.618 |
14,658.50 |
|
2.618 |
14,470.25 |
|
4.250 |
14,163.00 |
|
|
| Fisher Pivots for day following 13-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,085.00 |
15,030.50 |
| PP |
15,071.00 |
14,962.00 |
| S1 |
15,057.00 |
14,893.50 |
|