| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,303.25 |
15,247.50 |
-55.75 |
-0.4% |
14,734.50 |
| High |
15,322.50 |
15,273.25 |
-49.25 |
-0.3% |
15,475.50 |
| Low |
15,126.50 |
15,002.25 |
-124.25 |
-0.8% |
14,732.00 |
| Close |
15,256.50 |
15,044.00 |
-212.50 |
-1.4% |
15,268.00 |
| Range |
196.00 |
271.00 |
75.00 |
38.3% |
743.50 |
| ATR |
237.77 |
240.14 |
2.37 |
1.0% |
0.00 |
| Volume |
652,883 |
640,702 |
-12,181 |
-1.9% |
3,359,942 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,919.50 |
15,752.75 |
15,193.00 |
|
| R3 |
15,648.50 |
15,481.75 |
15,118.50 |
|
| R2 |
15,377.50 |
15,377.50 |
15,093.75 |
|
| R1 |
15,210.75 |
15,210.75 |
15,068.75 |
15,158.50 |
| PP |
15,106.50 |
15,106.50 |
15,106.50 |
15,080.50 |
| S1 |
14,939.75 |
14,939.75 |
15,019.25 |
14,887.50 |
| S2 |
14,835.50 |
14,835.50 |
14,994.25 |
|
| S3 |
14,564.50 |
14,668.75 |
14,969.50 |
|
| S4 |
14,293.50 |
14,397.75 |
14,895.00 |
|
|
| 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 |
14,976.00 |
499.50 |
3.3% |
265.25 |
1.8% |
14% |
False |
False |
679,431 |
| 10 |
15,475.50 |
14,425.00 |
1,050.50 |
7.0% |
267.75 |
1.8% |
59% |
False |
False |
491,867 |
| 20 |
15,475.50 |
13,726.25 |
1,749.25 |
11.6% |
252.00 |
1.7% |
75% |
False |
False |
248,879 |
| 40 |
15,475.50 |
12,944.50 |
2,531.00 |
16.8% |
219.50 |
1.5% |
83% |
False |
False |
124,884 |
| 60 |
15,475.50 |
12,772.50 |
2,703.00 |
18.0% |
209.25 |
1.4% |
84% |
False |
False |
83,430 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.6% |
223.00 |
1.5% |
88% |
False |
False |
62,646 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.6% |
226.75 |
1.5% |
88% |
False |
False |
50,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,425.00 |
|
2.618 |
15,982.75 |
|
1.618 |
15,711.75 |
|
1.000 |
15,544.25 |
|
0.618 |
15,440.75 |
|
HIGH |
15,273.25 |
|
0.618 |
15,169.75 |
|
0.500 |
15,137.75 |
|
0.382 |
15,105.75 |
|
LOW |
15,002.25 |
|
0.618 |
14,834.75 |
|
1.000 |
14,731.25 |
|
1.618 |
14,563.75 |
|
2.618 |
14,292.75 |
|
4.250 |
13,850.50 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,137.75 |
15,239.00 |
| PP |
15,106.50 |
15,174.00 |
| S1 |
15,075.25 |
15,109.00 |
|