| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,247.50 |
15,038.75 |
-208.75 |
-1.4% |
14,734.50 |
| High |
15,273.25 |
15,238.00 |
-35.25 |
-0.2% |
15,475.50 |
| Low |
15,002.25 |
14,964.00 |
-38.25 |
-0.3% |
14,732.00 |
| Close |
15,044.00 |
15,214.75 |
170.75 |
1.1% |
15,268.00 |
| Range |
271.00 |
274.00 |
3.00 |
1.1% |
743.50 |
| ATR |
240.14 |
242.56 |
2.42 |
1.0% |
0.00 |
| Volume |
640,702 |
611,017 |
-29,685 |
-4.6% |
3,359,942 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,961.00 |
15,861.75 |
15,365.50 |
|
| R3 |
15,687.00 |
15,587.75 |
15,290.00 |
|
| R2 |
15,413.00 |
15,413.00 |
15,265.00 |
|
| R1 |
15,313.75 |
15,313.75 |
15,239.75 |
15,363.50 |
| PP |
15,139.00 |
15,139.00 |
15,139.00 |
15,163.75 |
| S1 |
15,039.75 |
15,039.75 |
15,189.75 |
15,089.50 |
| S2 |
14,865.00 |
14,865.00 |
15,164.50 |
|
| S3 |
14,591.00 |
14,765.75 |
15,139.50 |
|
| S4 |
14,317.00 |
14,491.75 |
15,064.00 |
|
|
| 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 |
14,964.00 |
511.50 |
3.4% |
266.50 |
1.8% |
49% |
False |
True |
655,124 |
| 10 |
15,475.50 |
14,425.00 |
1,050.50 |
6.9% |
257.75 |
1.7% |
75% |
False |
False |
550,349 |
| 20 |
15,475.50 |
13,726.25 |
1,749.25 |
11.5% |
252.75 |
1.7% |
85% |
False |
False |
279,330 |
| 40 |
15,475.50 |
13,006.75 |
2,468.75 |
16.2% |
220.00 |
1.4% |
89% |
False |
False |
140,144 |
| 60 |
15,475.50 |
12,880.00 |
2,595.50 |
17.1% |
210.50 |
1.4% |
90% |
False |
False |
93,608 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.3% |
224.75 |
1.5% |
93% |
False |
False |
70,283 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.3% |
228.00 |
1.5% |
93% |
False |
False |
56,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,402.50 |
|
2.618 |
15,955.25 |
|
1.618 |
15,681.25 |
|
1.000 |
15,512.00 |
|
0.618 |
15,407.25 |
|
HIGH |
15,238.00 |
|
0.618 |
15,133.25 |
|
0.500 |
15,101.00 |
|
0.382 |
15,068.75 |
|
LOW |
14,964.00 |
|
0.618 |
14,794.75 |
|
1.000 |
14,690.00 |
|
1.618 |
14,520.75 |
|
2.618 |
14,246.75 |
|
4.250 |
13,799.50 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,176.75 |
15,191.00 |
| PP |
15,139.00 |
15,167.00 |
| S1 |
15,101.00 |
15,143.25 |
|