| Trading Metrics calculated at close of trading on 22-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,443.25 |
15,235.00 |
-208.25 |
-1.3% |
14,938.25 |
| High |
15,461.75 |
15,423.25 |
-38.50 |
-0.2% |
15,668.00 |
| Low |
15,192.25 |
15,152.75 |
-39.50 |
-0.3% |
14,922.75 |
| Close |
15,232.25 |
15,404.00 |
171.75 |
1.1% |
15,464.00 |
| Range |
269.50 |
270.50 |
1.00 |
0.4% |
745.25 |
| ATR |
228.11 |
231.14 |
3.03 |
1.3% |
0.00 |
| Volume |
1,939 |
2,064 |
125 |
6.4% |
2,952 |
|
| Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,138.25 |
16,041.50 |
15,552.75 |
|
| R3 |
15,867.75 |
15,771.00 |
15,478.50 |
|
| R2 |
15,597.25 |
15,597.25 |
15,453.50 |
|
| R1 |
15,500.50 |
15,500.50 |
15,428.75 |
15,549.00 |
| PP |
15,326.75 |
15,326.75 |
15,326.75 |
15,350.75 |
| S1 |
15,230.00 |
15,230.00 |
15,379.25 |
15,278.50 |
| S2 |
15,056.25 |
15,056.25 |
15,354.50 |
|
| S3 |
14,785.75 |
14,959.50 |
15,329.50 |
|
| S4 |
14,515.25 |
14,689.00 |
15,255.25 |
|
|
| 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 |
15,152.75 |
515.25 |
3.3% |
263.00 |
1.7% |
49% |
False |
True |
1,376 |
| 10 |
15,668.00 |
14,612.75 |
1,055.25 |
6.9% |
250.25 |
1.6% |
75% |
False |
False |
821 |
| 20 |
15,668.00 |
13,888.50 |
1,779.50 |
11.6% |
242.00 |
1.6% |
85% |
False |
False |
488 |
| 40 |
15,668.00 |
13,162.25 |
2,505.75 |
16.3% |
192.50 |
1.2% |
89% |
False |
False |
257 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.8% |
161.75 |
1.0% |
90% |
False |
False |
171 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
22.8% |
149.00 |
1.0% |
92% |
False |
False |
129 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.8% |
142.00 |
0.9% |
92% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,573.00 |
|
2.618 |
16,131.50 |
|
1.618 |
15,861.00 |
|
1.000 |
15,693.75 |
|
0.618 |
15,590.50 |
|
HIGH |
15,423.25 |
|
0.618 |
15,320.00 |
|
0.500 |
15,288.00 |
|
0.382 |
15,256.00 |
|
LOW |
15,152.75 |
|
0.618 |
14,985.50 |
|
1.000 |
14,882.25 |
|
1.618 |
14,715.00 |
|
2.618 |
14,444.50 |
|
4.250 |
14,003.00 |
|
|
| Fisher Pivots for day following 22-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,365.25 |
15,380.25 |
| PP |
15,326.75 |
15,356.75 |
| S1 |
15,288.00 |
15,333.00 |
|