| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,088.25 |
15,161.00 |
72.75 |
0.5% |
15,303.25 |
| High |
15,219.00 |
15,202.75 |
-16.25 |
-0.1% |
15,322.50 |
| Low |
15,021.25 |
15,028.50 |
7.25 |
0.0% |
14,964.00 |
| Close |
15,130.00 |
15,100.25 |
-29.75 |
-0.2% |
15,058.25 |
| Range |
197.75 |
174.25 |
-23.50 |
-11.9% |
358.50 |
| ATR |
245.97 |
240.85 |
-5.12 |
-2.1% |
0.00 |
| Volume |
662,146 |
594,134 |
-68,012 |
-10.3% |
2,525,195 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,633.25 |
15,541.00 |
15,196.00 |
|
| R3 |
15,459.00 |
15,366.75 |
15,148.25 |
|
| R2 |
15,284.75 |
15,284.75 |
15,132.25 |
|
| R1 |
15,192.50 |
15,192.50 |
15,116.25 |
15,151.50 |
| PP |
15,110.50 |
15,110.50 |
15,110.50 |
15,090.00 |
| S1 |
15,018.25 |
15,018.25 |
15,084.25 |
14,977.25 |
| S2 |
14,936.25 |
14,936.25 |
15,068.25 |
|
| S3 |
14,762.00 |
14,844.00 |
15,052.25 |
|
| S4 |
14,587.75 |
14,669.75 |
15,004.50 |
|
|
| 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 |
15,236.00 |
14,853.50 |
382.50 |
2.5% |
239.75 |
1.6% |
65% |
False |
False |
619,212 |
| 10 |
15,475.50 |
14,853.50 |
622.00 |
4.1% |
253.25 |
1.7% |
40% |
False |
False |
637,168 |
| 20 |
15,475.50 |
14,420.00 |
1,055.50 |
7.0% |
244.50 |
1.6% |
64% |
False |
False |
433,053 |
| 40 |
15,475.50 |
13,146.50 |
2,329.00 |
15.4% |
224.25 |
1.5% |
84% |
False |
False |
217,468 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.8% |
214.50 |
1.4% |
85% |
False |
False |
145,152 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.5% |
225.50 |
1.5% |
89% |
False |
False |
108,982 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.5% |
224.50 |
1.5% |
89% |
False |
False |
87,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,943.25 |
|
2.618 |
15,659.00 |
|
1.618 |
15,484.75 |
|
1.000 |
15,377.00 |
|
0.618 |
15,310.50 |
|
HIGH |
15,202.75 |
|
0.618 |
15,136.25 |
|
0.500 |
15,115.50 |
|
0.382 |
15,095.00 |
|
LOW |
15,028.50 |
|
0.618 |
14,920.75 |
|
1.000 |
14,854.25 |
|
1.618 |
14,746.50 |
|
2.618 |
14,572.25 |
|
4.250 |
14,288.00 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,115.50 |
15,080.50 |
| PP |
15,110.50 |
15,060.50 |
| S1 |
15,105.50 |
15,040.50 |
|