| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,555.00 |
15,510.00 |
-45.00 |
-0.3% |
14,938.25 |
| High |
15,668.00 |
15,513.25 |
-154.75 |
-1.0% |
15,668.00 |
| Low |
15,459.75 |
15,316.50 |
-143.25 |
-0.9% |
14,922.75 |
| Close |
15,464.00 |
15,447.25 |
-16.75 |
-0.1% |
15,464.00 |
| Range |
208.25 |
196.75 |
-11.50 |
-5.5% |
745.25 |
| ATR |
227.09 |
224.93 |
-2.17 |
-1.0% |
0.00 |
| Volume |
706 |
1,016 |
310 |
43.9% |
2,952 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,016.00 |
15,928.25 |
15,555.50 |
|
| R3 |
15,819.25 |
15,731.50 |
15,501.25 |
|
| R2 |
15,622.50 |
15,622.50 |
15,483.25 |
|
| R1 |
15,534.75 |
15,534.75 |
15,465.25 |
15,480.25 |
| PP |
15,425.75 |
15,425.75 |
15,425.75 |
15,398.50 |
| S1 |
15,338.00 |
15,338.00 |
15,429.25 |
15,283.50 |
| S2 |
15,229.00 |
15,229.00 |
15,411.25 |
|
| S3 |
15,032.25 |
15,141.25 |
15,393.25 |
|
| S4 |
14,835.50 |
14,944.50 |
15,339.00 |
|
|
| 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 |
15,146.75 |
521.25 |
3.4% |
243.75 |
1.6% |
58% |
False |
False |
709 |
| 10 |
15,668.00 |
14,612.75 |
1,055.25 |
6.8% |
243.75 |
1.6% |
79% |
False |
False |
445 |
| 20 |
15,668.00 |
13,888.50 |
1,779.50 |
11.5% |
232.50 |
1.5% |
88% |
False |
False |
294 |
| 40 |
15,668.00 |
13,083.00 |
2,585.00 |
16.7% |
186.50 |
1.2% |
91% |
False |
False |
157 |
| 60 |
15,668.00 |
12,885.00 |
2,783.00 |
18.0% |
156.00 |
1.0% |
92% |
False |
False |
105 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
22.8% |
142.25 |
0.9% |
94% |
False |
False |
79 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.8% |
136.50 |
0.9% |
94% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,349.50 |
|
2.618 |
16,028.25 |
|
1.618 |
15,831.50 |
|
1.000 |
15,710.00 |
|
0.618 |
15,634.75 |
|
HIGH |
15,513.25 |
|
0.618 |
15,438.00 |
|
0.500 |
15,415.00 |
|
0.382 |
15,391.75 |
|
LOW |
15,316.50 |
|
0.618 |
15,195.00 |
|
1.000 |
15,119.75 |
|
1.618 |
14,998.25 |
|
2.618 |
14,801.50 |
|
4.250 |
14,480.25 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,436.50 |
15,465.00 |
| PP |
15,425.75 |
15,459.00 |
| S1 |
15,415.00 |
15,453.25 |
|