| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,405.75 |
15,555.00 |
149.25 |
1.0% |
14,938.25 |
| High |
15,632.00 |
15,668.00 |
36.00 |
0.2% |
15,668.00 |
| Low |
15,262.00 |
15,459.75 |
197.75 |
1.3% |
14,922.75 |
| Close |
15,568.00 |
15,464.00 |
-104.00 |
-0.7% |
15,464.00 |
| Range |
370.00 |
208.25 |
-161.75 |
-43.7% |
745.25 |
| ATR |
228.54 |
227.09 |
-1.45 |
-0.6% |
0.00 |
| Volume |
1,156 |
706 |
-450 |
-38.9% |
2,952 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,155.25 |
16,018.00 |
15,578.50 |
|
| R3 |
15,947.00 |
15,809.75 |
15,521.25 |
|
| R2 |
15,738.75 |
15,738.75 |
15,502.25 |
|
| R1 |
15,601.50 |
15,601.50 |
15,483.00 |
15,566.00 |
| PP |
15,530.50 |
15,530.50 |
15,530.50 |
15,513.00 |
| S1 |
15,393.25 |
15,393.25 |
15,445.00 |
15,357.75 |
| S2 |
15,322.25 |
15,322.25 |
15,425.75 |
|
| S3 |
15,114.00 |
15,185.00 |
15,406.75 |
|
| S4 |
14,905.75 |
14,976.75 |
15,349.50 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,587.25 |
17,271.00 |
15,874.00 |
|
| R3 |
16,842.00 |
16,525.75 |
15,669.00 |
|
| R2 |
16,096.75 |
16,096.75 |
15,600.75 |
|
| R1 |
15,780.50 |
15,780.50 |
15,532.25 |
15,938.50 |
| PP |
15,351.50 |
15,351.50 |
15,351.50 |
15,430.75 |
| S1 |
15,035.25 |
15,035.25 |
15,395.75 |
15,193.50 |
| S2 |
14,606.25 |
14,606.25 |
15,327.25 |
|
| S3 |
13,861.00 |
14,290.00 |
15,259.00 |
|
| S4 |
13,115.75 |
13,544.75 |
15,054.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,668.00 |
14,922.75 |
745.25 |
4.8% |
258.25 |
1.7% |
73% |
True |
False |
590 |
| 10 |
15,668.00 |
14,612.75 |
1,055.25 |
6.8% |
241.75 |
1.6% |
81% |
True |
False |
352 |
| 20 |
15,668.00 |
13,888.50 |
1,779.50 |
11.5% |
228.25 |
1.5% |
89% |
True |
False |
247 |
| 40 |
15,668.00 |
13,083.00 |
2,585.00 |
16.7% |
184.25 |
1.2% |
92% |
True |
False |
131 |
| 60 |
15,668.00 |
12,885.00 |
2,783.00 |
18.0% |
154.50 |
1.0% |
93% |
True |
False |
88 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
22.7% |
140.00 |
0.9% |
94% |
True |
False |
67 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.7% |
134.50 |
0.9% |
94% |
True |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,553.00 |
|
2.618 |
16,213.25 |
|
1.618 |
16,005.00 |
|
1.000 |
15,876.25 |
|
0.618 |
15,796.75 |
|
HIGH |
15,668.00 |
|
0.618 |
15,588.50 |
|
0.500 |
15,564.00 |
|
0.382 |
15,539.25 |
|
LOW |
15,459.75 |
|
0.618 |
15,331.00 |
|
1.000 |
15,251.50 |
|
1.618 |
15,122.75 |
|
2.618 |
14,914.50 |
|
4.250 |
14,574.75 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,564.00 |
15,448.75 |
| PP |
15,530.50 |
15,433.25 |
| S1 |
15,497.25 |
15,418.00 |
|