| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,368.00 |
15,303.25 |
-64.75 |
-0.4% |
14,734.50 |
| High |
15,475.50 |
15,322.50 |
-153.00 |
-1.0% |
15,475.50 |
| Low |
15,258.50 |
15,126.50 |
-132.00 |
-0.9% |
14,732.00 |
| Close |
15,268.00 |
15,256.50 |
-11.50 |
-0.1% |
15,268.00 |
| Range |
217.00 |
196.00 |
-21.00 |
-9.7% |
743.50 |
| ATR |
240.98 |
237.77 |
-3.21 |
-1.3% |
0.00 |
| Volume |
636,907 |
652,883 |
15,976 |
2.5% |
3,359,942 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,823.25 |
15,735.75 |
15,364.25 |
|
| R3 |
15,627.25 |
15,539.75 |
15,310.50 |
|
| R2 |
15,431.25 |
15,431.25 |
15,292.50 |
|
| R1 |
15,343.75 |
15,343.75 |
15,274.50 |
15,289.50 |
| PP |
15,235.25 |
15,235.25 |
15,235.25 |
15,208.00 |
| S1 |
15,147.75 |
15,147.75 |
15,238.50 |
15,093.50 |
| S2 |
15,039.25 |
15,039.25 |
15,220.50 |
|
| S3 |
14,843.25 |
14,951.75 |
15,202.50 |
|
| S4 |
14,647.25 |
14,755.75 |
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 |
14,963.00 |
512.50 |
3.4% |
248.75 |
1.6% |
57% |
False |
False |
695,944 |
| 10 |
15,475.50 |
14,425.00 |
1,050.50 |
6.9% |
252.50 |
1.7% |
79% |
False |
False |
429,071 |
| 20 |
15,475.50 |
13,726.25 |
1,749.25 |
11.5% |
245.75 |
1.6% |
87% |
False |
False |
216,890 |
| 40 |
15,475.50 |
12,944.50 |
2,531.00 |
16.6% |
216.75 |
1.4% |
91% |
False |
False |
108,879 |
| 60 |
15,475.50 |
12,772.50 |
2,703.00 |
17.7% |
208.00 |
1.4% |
92% |
False |
False |
72,759 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.2% |
220.75 |
1.4% |
94% |
False |
False |
54,637 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.2% |
226.50 |
1.5% |
94% |
False |
False |
43,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,155.50 |
|
2.618 |
15,835.75 |
|
1.618 |
15,639.75 |
|
1.000 |
15,518.50 |
|
0.618 |
15,443.75 |
|
HIGH |
15,322.50 |
|
0.618 |
15,247.75 |
|
0.500 |
15,224.50 |
|
0.382 |
15,201.25 |
|
LOW |
15,126.50 |
|
0.618 |
15,005.25 |
|
1.000 |
14,930.50 |
|
1.618 |
14,809.25 |
|
2.618 |
14,613.25 |
|
4.250 |
14,293.50 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,245.75 |
15,270.75 |
| PP |
15,235.25 |
15,266.00 |
| S1 |
15,224.50 |
15,261.25 |
|