| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,222.00 |
15,368.00 |
146.00 |
1.0% |
14,734.50 |
| High |
15,441.00 |
15,475.50 |
34.50 |
0.2% |
15,475.50 |
| Low |
15,066.00 |
15,258.50 |
192.50 |
1.3% |
14,732.00 |
| Close |
15,374.00 |
15,268.00 |
-106.00 |
-0.7% |
15,268.00 |
| Range |
375.00 |
217.00 |
-158.00 |
-42.1% |
743.50 |
| ATR |
242.83 |
240.98 |
-1.84 |
-0.8% |
0.00 |
| Volume |
734,111 |
636,907 |
-97,204 |
-13.2% |
3,359,942 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,985.00 |
15,843.50 |
15,387.25 |
|
| R3 |
15,768.00 |
15,626.50 |
15,327.75 |
|
| R2 |
15,551.00 |
15,551.00 |
15,307.75 |
|
| R1 |
15,409.50 |
15,409.50 |
15,288.00 |
15,371.75 |
| PP |
15,334.00 |
15,334.00 |
15,334.00 |
15,315.00 |
| S1 |
15,192.50 |
15,192.50 |
15,248.00 |
15,154.75 |
| S2 |
15,117.00 |
15,117.00 |
15,228.25 |
|
| S3 |
14,900.00 |
14,975.50 |
15,208.25 |
|
| S4 |
14,683.00 |
14,758.50 |
15,148.75 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,389.00 |
17,072.00 |
15,677.00 |
|
| R3 |
16,645.50 |
16,328.50 |
15,472.50 |
|
| R2 |
15,902.00 |
15,902.00 |
15,404.25 |
|
| R1 |
15,585.00 |
15,585.00 |
15,336.25 |
15,743.50 |
| PP |
15,158.50 |
15,158.50 |
15,158.50 |
15,237.75 |
| S1 |
14,841.50 |
14,841.50 |
15,199.75 |
15,000.00 |
| S2 |
14,415.00 |
14,415.00 |
15,131.75 |
|
| S3 |
13,671.50 |
14,098.00 |
15,063.50 |
|
| S4 |
12,928.00 |
13,354.50 |
14,859.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,475.50 |
14,732.00 |
743.50 |
4.9% |
265.50 |
1.7% |
72% |
True |
False |
671,988 |
| 10 |
15,475.50 |
14,425.00 |
1,050.50 |
6.9% |
251.50 |
1.6% |
80% |
True |
False |
365,127 |
| 20 |
15,475.50 |
13,726.25 |
1,749.25 |
11.5% |
243.00 |
1.6% |
88% |
True |
False |
184,306 |
| 40 |
15,475.50 |
12,944.50 |
2,531.00 |
16.6% |
215.00 |
1.4% |
92% |
True |
False |
92,569 |
| 60 |
15,475.50 |
12,772.50 |
2,703.00 |
17.7% |
208.00 |
1.4% |
92% |
True |
False |
61,885 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.2% |
220.50 |
1.4% |
94% |
True |
False |
46,476 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.2% |
225.75 |
1.5% |
94% |
True |
False |
37,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,397.75 |
|
2.618 |
16,043.50 |
|
1.618 |
15,826.50 |
|
1.000 |
15,692.50 |
|
0.618 |
15,609.50 |
|
HIGH |
15,475.50 |
|
0.618 |
15,392.50 |
|
0.500 |
15,367.00 |
|
0.382 |
15,341.50 |
|
LOW |
15,258.50 |
|
0.618 |
15,124.50 |
|
1.000 |
15,041.50 |
|
1.618 |
14,907.50 |
|
2.618 |
14,690.50 |
|
4.250 |
14,336.25 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,367.00 |
15,254.00 |
| PP |
15,334.00 |
15,239.75 |
| S1 |
15,301.00 |
15,225.75 |
|