| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,593.5 |
7,604.5 |
11.0 |
0.1% |
7,649.0 |
| High |
7,628.5 |
7,656.5 |
28.0 |
0.4% |
7,669.0 |
| Low |
7,572.0 |
7,591.0 |
19.0 |
0.3% |
7,564.5 |
| Close |
7,616.0 |
7,630.5 |
14.5 |
0.2% |
7,577.5 |
| Range |
56.5 |
65.5 |
9.0 |
15.9% |
104.5 |
| ATR |
63.6 |
63.7 |
0.1 |
0.2% |
0.0 |
| Volume |
312,959 |
198,509 |
-114,450 |
-36.6% |
126,151 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,822.5 |
7,792.0 |
7,666.5 |
|
| R3 |
7,757.0 |
7,726.5 |
7,648.5 |
|
| R2 |
7,691.5 |
7,691.5 |
7,642.5 |
|
| R1 |
7,661.0 |
7,661.0 |
7,636.5 |
7,676.0 |
| PP |
7,626.0 |
7,626.0 |
7,626.0 |
7,633.5 |
| S1 |
7,595.5 |
7,595.5 |
7,624.5 |
7,611.0 |
| S2 |
7,560.5 |
7,560.5 |
7,618.5 |
|
| S3 |
7,495.0 |
7,530.0 |
7,612.5 |
|
| S4 |
7,429.5 |
7,464.5 |
7,594.5 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,917.0 |
7,852.0 |
7,635.0 |
|
| R3 |
7,812.5 |
7,747.5 |
7,606.0 |
|
| R2 |
7,708.0 |
7,708.0 |
7,596.5 |
|
| R1 |
7,643.0 |
7,643.0 |
7,587.0 |
7,623.0 |
| PP |
7,603.5 |
7,603.5 |
7,603.5 |
7,594.0 |
| S1 |
7,538.5 |
7,538.5 |
7,568.0 |
7,519.0 |
| S2 |
7,499.0 |
7,499.0 |
7,558.5 |
|
| S3 |
7,394.5 |
7,434.0 |
7,549.0 |
|
| S4 |
7,290.0 |
7,329.5 |
7,520.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,659.0 |
7,564.5 |
94.5 |
1.2% |
59.0 |
0.8% |
70% |
False |
False |
184,405 |
| 10 |
7,669.0 |
7,465.0 |
204.0 |
2.7% |
60.5 |
0.8% |
81% |
False |
False |
95,795 |
| 20 |
7,814.0 |
7,455.0 |
359.0 |
4.7% |
57.5 |
0.8% |
49% |
False |
False |
48,077 |
| 40 |
7,944.0 |
7,455.0 |
489.0 |
6.4% |
45.0 |
0.6% |
36% |
False |
False |
24,104 |
| 60 |
7,944.0 |
7,328.5 |
615.5 |
8.1% |
35.0 |
0.5% |
49% |
False |
False |
16,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,935.0 |
|
2.618 |
7,828.0 |
|
1.618 |
7,762.5 |
|
1.000 |
7,722.0 |
|
0.618 |
7,697.0 |
|
HIGH |
7,656.5 |
|
0.618 |
7,631.5 |
|
0.500 |
7,624.0 |
|
0.382 |
7,616.0 |
|
LOW |
7,591.0 |
|
0.618 |
7,550.5 |
|
1.000 |
7,525.5 |
|
1.618 |
7,485.0 |
|
2.618 |
7,419.5 |
|
4.250 |
7,312.5 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,628.0 |
7,625.0 |
| PP |
7,626.0 |
7,619.5 |
| S1 |
7,624.0 |
7,614.0 |
|