| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,875.00 |
15,088.25 |
213.25 |
1.4% |
15,303.25 |
| High |
15,139.25 |
15,219.00 |
79.75 |
0.5% |
15,322.50 |
| Low |
14,862.25 |
15,021.25 |
159.00 |
1.1% |
14,964.00 |
| Close |
15,111.50 |
15,130.00 |
18.50 |
0.1% |
15,058.25 |
| Range |
277.00 |
197.75 |
-79.25 |
-28.6% |
358.50 |
| ATR |
249.68 |
245.97 |
-3.71 |
-1.5% |
0.00 |
| Volume |
569,198 |
662,146 |
92,948 |
16.3% |
2,525,195 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,716.75 |
15,621.00 |
15,238.75 |
|
| R3 |
15,519.00 |
15,423.25 |
15,184.50 |
|
| R2 |
15,321.25 |
15,321.25 |
15,166.25 |
|
| R1 |
15,225.50 |
15,225.50 |
15,148.25 |
15,273.50 |
| PP |
15,123.50 |
15,123.50 |
15,123.50 |
15,147.25 |
| S1 |
15,027.75 |
15,027.75 |
15,111.75 |
15,075.50 |
| S2 |
14,925.75 |
14,925.75 |
15,093.75 |
|
| S3 |
14,728.00 |
14,830.00 |
15,075.50 |
|
| S4 |
14,530.25 |
14,632.25 |
15,021.25 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,190.50 |
15,982.75 |
15,255.50 |
|
| R3 |
15,832.00 |
15,624.25 |
15,156.75 |
|
| R2 |
15,473.50 |
15,473.50 |
15,124.00 |
|
| R1 |
15,265.75 |
15,265.75 |
15,091.00 |
15,190.50 |
| PP |
15,115.00 |
15,115.00 |
15,115.00 |
15,077.25 |
| S1 |
14,907.25 |
14,907.25 |
15,025.50 |
14,832.00 |
| S2 |
14,756.50 |
14,756.50 |
14,992.50 |
|
| S3 |
14,398.00 |
14,548.75 |
14,959.75 |
|
| S4 |
14,039.50 |
14,190.25 |
14,861.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,238.00 |
14,853.50 |
384.50 |
2.5% |
259.75 |
1.7% |
72% |
False |
False |
622,589 |
| 10 |
15,475.50 |
14,853.50 |
622.00 |
4.1% |
262.50 |
1.7% |
44% |
False |
False |
651,010 |
| 20 |
15,475.50 |
14,420.00 |
1,055.50 |
7.0% |
244.75 |
1.6% |
67% |
False |
False |
403,555 |
| 40 |
15,475.50 |
13,146.50 |
2,329.00 |
15.4% |
225.50 |
1.5% |
85% |
False |
False |
202,629 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.7% |
214.50 |
1.4% |
86% |
False |
False |
135,257 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.4% |
226.00 |
1.5% |
90% |
False |
False |
101,556 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.4% |
224.00 |
1.5% |
90% |
False |
False |
81,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,059.50 |
|
2.618 |
15,736.75 |
|
1.618 |
15,539.00 |
|
1.000 |
15,416.75 |
|
0.618 |
15,341.25 |
|
HIGH |
15,219.00 |
|
0.618 |
15,143.50 |
|
0.500 |
15,120.00 |
|
0.382 |
15,096.75 |
|
LOW |
15,021.25 |
|
0.618 |
14,899.00 |
|
1.000 |
14,823.50 |
|
1.618 |
14,701.25 |
|
2.618 |
14,503.50 |
|
4.250 |
14,180.75 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,126.75 |
15,098.75 |
| PP |
15,123.50 |
15,067.50 |
| S1 |
15,120.00 |
15,036.25 |
|