| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,235.00 |
15,416.00 |
181.00 |
1.2% |
15,510.00 |
| High |
15,423.25 |
15,421.25 |
-2.00 |
0.0% |
15,513.25 |
| Low |
15,152.75 |
15,174.00 |
21.25 |
0.1% |
15,152.75 |
| Close |
15,404.00 |
15,245.25 |
-158.75 |
-1.0% |
15,245.25 |
| Range |
270.50 |
247.25 |
-23.25 |
-8.6% |
360.50 |
| ATR |
231.14 |
232.29 |
1.15 |
0.5% |
0.00 |
| Volume |
2,064 |
1,659 |
-405 |
-19.6% |
6,678 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,022.00 |
15,880.75 |
15,381.25 |
|
| R3 |
15,774.75 |
15,633.50 |
15,313.25 |
|
| R2 |
15,527.50 |
15,527.50 |
15,290.50 |
|
| R1 |
15,386.25 |
15,386.25 |
15,268.00 |
15,333.25 |
| PP |
15,280.25 |
15,280.25 |
15,280.25 |
15,253.50 |
| S1 |
15,139.00 |
15,139.00 |
15,222.50 |
15,086.00 |
| S2 |
15,033.00 |
15,033.00 |
15,200.00 |
|
| S3 |
14,785.75 |
14,891.75 |
15,177.25 |
|
| S4 |
14,538.50 |
14,644.50 |
15,109.25 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,385.25 |
16,175.75 |
15,443.50 |
|
| R3 |
16,024.75 |
15,815.25 |
15,344.50 |
|
| R2 |
15,664.25 |
15,664.25 |
15,311.25 |
|
| R1 |
15,454.75 |
15,454.75 |
15,278.25 |
15,379.25 |
| PP |
15,303.75 |
15,303.75 |
15,303.75 |
15,266.00 |
| S1 |
15,094.25 |
15,094.25 |
15,212.25 |
15,018.75 |
| S2 |
14,943.25 |
14,943.25 |
15,179.25 |
|
| S3 |
14,582.75 |
14,733.75 |
15,146.00 |
|
| S4 |
14,222.25 |
14,373.25 |
15,047.00 |
|
|
| 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 |
3.4% |
238.50 |
1.6% |
18% |
False |
False |
1,476 |
| 10 |
15,668.00 |
14,817.00 |
851.00 |
5.6% |
249.00 |
1.6% |
50% |
False |
False |
973 |
| 20 |
15,668.00 |
14,144.00 |
1,524.00 |
10.0% |
242.00 |
1.6% |
72% |
False |
False |
559 |
| 40 |
15,668.00 |
13,303.00 |
2,365.00 |
15.5% |
196.25 |
1.3% |
82% |
False |
False |
298 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
17.0% |
165.75 |
1.1% |
84% |
False |
False |
199 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
23.1% |
152.00 |
1.0% |
88% |
False |
False |
150 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
23.1% |
142.50 |
0.9% |
88% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,472.00 |
|
2.618 |
16,068.50 |
|
1.618 |
15,821.25 |
|
1.000 |
15,668.50 |
|
0.618 |
15,574.00 |
|
HIGH |
15,421.25 |
|
0.618 |
15,326.75 |
|
0.500 |
15,297.50 |
|
0.382 |
15,268.50 |
|
LOW |
15,174.00 |
|
0.618 |
15,021.25 |
|
1.000 |
14,926.75 |
|
1.618 |
14,774.00 |
|
2.618 |
14,526.75 |
|
4.250 |
14,123.25 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,297.50 |
15,307.25 |
| PP |
15,280.25 |
15,286.50 |
| S1 |
15,262.75 |
15,266.00 |
|