| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,295.00 |
15,405.75 |
110.75 |
0.7% |
14,917.25 |
| High |
15,433.50 |
15,632.00 |
198.50 |
1.3% |
15,044.00 |
| Low |
15,168.00 |
15,262.00 |
94.00 |
0.6% |
14,612.75 |
| Close |
15,386.00 |
15,568.00 |
182.00 |
1.2% |
14,903.00 |
| Range |
265.50 |
370.00 |
104.50 |
39.4% |
431.25 |
| ATR |
217.66 |
228.54 |
10.88 |
5.0% |
0.00 |
| Volume |
326 |
1,156 |
830 |
254.6% |
569 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,597.25 |
16,452.75 |
15,771.50 |
|
| R3 |
16,227.25 |
16,082.75 |
15,669.75 |
|
| R2 |
15,857.25 |
15,857.25 |
15,635.75 |
|
| R1 |
15,712.75 |
15,712.75 |
15,602.00 |
15,785.00 |
| PP |
15,487.25 |
15,487.25 |
15,487.25 |
15,523.50 |
| S1 |
15,342.75 |
15,342.75 |
15,534.00 |
15,415.00 |
| S2 |
15,117.25 |
15,117.25 |
15,500.25 |
|
| S3 |
14,747.25 |
14,972.75 |
15,466.25 |
|
| S4 |
14,377.25 |
14,602.75 |
15,364.50 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,147.00 |
15,956.25 |
15,140.25 |
|
| R3 |
15,715.75 |
15,525.00 |
15,021.50 |
|
| R2 |
15,284.50 |
15,284.50 |
14,982.00 |
|
| R1 |
15,093.75 |
15,093.75 |
14,942.50 |
14,973.50 |
| PP |
14,853.25 |
14,853.25 |
14,853.25 |
14,793.00 |
| S1 |
14,662.50 |
14,662.50 |
14,863.50 |
14,542.25 |
| S2 |
14,422.00 |
14,422.00 |
14,824.00 |
|
| S3 |
13,990.75 |
14,231.25 |
14,784.50 |
|
| S4 |
13,559.50 |
13,800.00 |
14,665.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,632.00 |
14,817.00 |
815.00 |
5.2% |
259.50 |
1.7% |
92% |
True |
False |
469 |
| 10 |
15,632.00 |
14,612.75 |
1,019.25 |
6.5% |
234.75 |
1.5% |
94% |
True |
False |
322 |
| 20 |
15,632.00 |
13,888.50 |
1,743.50 |
11.2% |
231.50 |
1.5% |
96% |
True |
False |
215 |
| 40 |
15,632.00 |
13,083.00 |
2,549.00 |
16.4% |
182.75 |
1.2% |
97% |
True |
False |
114 |
| 60 |
15,632.00 |
12,885.00 |
2,747.00 |
17.6% |
153.25 |
1.0% |
98% |
True |
False |
76 |
| 80 |
15,632.00 |
12,150.00 |
3,482.00 |
22.4% |
137.25 |
0.9% |
98% |
True |
False |
58 |
| 100 |
15,632.00 |
12,061.75 |
3,570.25 |
22.9% |
134.25 |
0.9% |
98% |
True |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,204.50 |
|
2.618 |
16,600.75 |
|
1.618 |
16,230.75 |
|
1.000 |
16,002.00 |
|
0.618 |
15,860.75 |
|
HIGH |
15,632.00 |
|
0.618 |
15,490.75 |
|
0.500 |
15,447.00 |
|
0.382 |
15,403.25 |
|
LOW |
15,262.00 |
|
0.618 |
15,033.25 |
|
1.000 |
14,892.00 |
|
1.618 |
14,663.25 |
|
2.618 |
14,293.25 |
|
4.250 |
13,689.50 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,527.75 |
15,508.50 |
| PP |
15,487.25 |
15,449.00 |
| S1 |
15,447.00 |
15,389.50 |
|