Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
15,006.50 |
15,110.25 |
103.75 |
0.7% |
14,767.00 |
High |
15,151.25 |
15,243.50 |
92.25 |
0.6% |
14,869.50 |
Low |
14,963.00 |
14,976.00 |
13.00 |
0.1% |
14,425.00 |
Close |
15,099.00 |
15,199.25 |
100.25 |
0.7% |
14,735.75 |
Range |
188.25 |
267.50 |
79.25 |
42.1% |
444.50 |
ATR |
229.98 |
232.66 |
2.68 |
1.2% |
0.00 |
Volume |
723,269 |
732,553 |
9,284 |
1.3% |
291,337 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,942.00 |
15,838.25 |
15,346.50 |
|
R3 |
15,674.50 |
15,570.75 |
15,272.75 |
|
R2 |
15,407.00 |
15,407.00 |
15,248.25 |
|
R1 |
15,303.25 |
15,303.25 |
15,223.75 |
15,355.00 |
PP |
15,139.50 |
15,139.50 |
15,139.50 |
15,165.50 |
S1 |
15,035.75 |
15,035.75 |
15,174.75 |
15,087.50 |
S2 |
14,872.00 |
14,872.00 |
15,150.25 |
|
S3 |
14,604.50 |
14,768.25 |
15,125.75 |
|
S4 |
14,337.00 |
14,500.75 |
15,052.00 |
|
|
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 |
15,243.50 |
14,425.00 |
818.50 |
5.4% |
248.75 |
1.6% |
95% |
True |
False |
445,575 |
10 |
15,243.50 |
14,420.00 |
823.50 |
5.4% |
235.75 |
1.6% |
95% |
True |
False |
228,938 |
20 |
15,243.50 |
13,627.00 |
1,616.50 |
10.6% |
237.75 |
1.6% |
97% |
True |
False |
115,905 |
40 |
15,243.50 |
12,944.50 |
2,299.00 |
15.1% |
208.50 |
1.4% |
98% |
True |
False |
58,315 |
60 |
15,243.50 |
12,772.50 |
2,471.00 |
16.3% |
210.25 |
1.4% |
98% |
True |
False |
39,058 |
80 |
15,243.50 |
11,929.25 |
3,314.25 |
21.8% |
217.50 |
1.4% |
99% |
True |
False |
29,339 |
100 |
15,243.50 |
11,868.25 |
3,375.25 |
22.2% |
224.50 |
1.5% |
99% |
True |
False |
23,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,380.50 |
2.618 |
15,943.75 |
1.618 |
15,676.25 |
1.000 |
15,511.00 |
0.618 |
15,408.75 |
HIGH |
15,243.50 |
0.618 |
15,141.25 |
0.500 |
15,109.75 |
0.382 |
15,078.25 |
LOW |
14,976.00 |
0.618 |
14,810.75 |
1.000 |
14,708.50 |
1.618 |
14,543.25 |
2.618 |
14,275.75 |
4.250 |
13,839.00 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
15,169.50 |
15,128.75 |
PP |
15,139.50 |
15,058.25 |
S1 |
15,109.75 |
14,987.75 |
|