| Trading Metrics calculated at close of trading on 21-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,510.00 |
15,443.25 |
-66.75 |
-0.4% |
14,938.25 |
| High |
15,513.25 |
15,461.75 |
-51.50 |
-0.3% |
15,668.00 |
| Low |
15,316.50 |
15,192.25 |
-124.25 |
-0.8% |
14,922.75 |
| Close |
15,447.25 |
15,232.25 |
-215.00 |
-1.4% |
15,464.00 |
| Range |
196.75 |
269.50 |
72.75 |
37.0% |
745.25 |
| ATR |
224.93 |
228.11 |
3.18 |
1.4% |
0.00 |
| Volume |
1,016 |
1,939 |
923 |
90.8% |
2,952 |
|
| Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,104.00 |
15,937.50 |
15,380.50 |
|
| R3 |
15,834.50 |
15,668.00 |
15,306.25 |
|
| R2 |
15,565.00 |
15,565.00 |
15,281.75 |
|
| R1 |
15,398.50 |
15,398.50 |
15,257.00 |
15,347.00 |
| PP |
15,295.50 |
15,295.50 |
15,295.50 |
15,269.50 |
| S1 |
15,129.00 |
15,129.00 |
15,207.50 |
15,077.50 |
| S2 |
15,026.00 |
15,026.00 |
15,182.75 |
|
| S3 |
14,756.50 |
14,859.50 |
15,158.25 |
|
| S4 |
14,487.00 |
14,590.00 |
15,084.00 |
|
|
| 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 |
15,168.00 |
500.00 |
3.3% |
262.00 |
1.7% |
13% |
False |
False |
1,028 |
| 10 |
15,668.00 |
14,612.75 |
1,055.25 |
6.9% |
260.00 |
1.7% |
59% |
False |
False |
625 |
| 20 |
15,668.00 |
13,888.50 |
1,779.50 |
11.7% |
240.50 |
1.6% |
76% |
False |
False |
386 |
| 40 |
15,668.00 |
13,083.00 |
2,585.00 |
17.0% |
190.25 |
1.2% |
83% |
False |
False |
205 |
| 60 |
15,668.00 |
12,885.00 |
2,783.00 |
18.3% |
159.00 |
1.0% |
84% |
False |
False |
137 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
23.1% |
145.50 |
1.0% |
88% |
False |
False |
104 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
23.1% |
139.25 |
0.9% |
88% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,607.00 |
|
2.618 |
16,167.25 |
|
1.618 |
15,897.75 |
|
1.000 |
15,731.25 |
|
0.618 |
15,628.25 |
|
HIGH |
15,461.75 |
|
0.618 |
15,358.75 |
|
0.500 |
15,327.00 |
|
0.382 |
15,295.25 |
|
LOW |
15,192.25 |
|
0.618 |
15,025.75 |
|
1.000 |
14,922.75 |
|
1.618 |
14,756.25 |
|
2.618 |
14,486.75 |
|
4.250 |
14,047.00 |
|
|
| Fisher Pivots for day following 21-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,327.00 |
15,430.00 |
| PP |
15,295.50 |
15,364.25 |
| S1 |
15,263.75 |
15,298.25 |
|