| Trading Metrics calculated at close of trading on 26-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,416.00 |
15,248.50 |
-167.50 |
-1.1% |
15,510.00 |
| High |
15,421.25 |
15,338.50 |
-82.75 |
-0.5% |
15,513.25 |
| Low |
15,174.00 |
15,041.50 |
-132.50 |
-0.9% |
15,152.75 |
| Close |
15,245.25 |
15,041.75 |
-203.50 |
-1.3% |
15,245.25 |
| Range |
247.25 |
297.00 |
49.75 |
20.1% |
360.50 |
| ATR |
232.29 |
236.91 |
4.62 |
2.0% |
0.00 |
| Volume |
1,659 |
1,438 |
-221 |
-13.3% |
6,678 |
|
| Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,031.50 |
15,833.75 |
15,205.00 |
|
| R3 |
15,734.50 |
15,536.75 |
15,123.50 |
|
| R2 |
15,437.50 |
15,437.50 |
15,096.25 |
|
| R1 |
15,239.75 |
15,239.75 |
15,069.00 |
15,190.00 |
| PP |
15,140.50 |
15,140.50 |
15,140.50 |
15,115.75 |
| S1 |
14,942.75 |
14,942.75 |
15,014.50 |
14,893.00 |
| S2 |
14,843.50 |
14,843.50 |
14,987.25 |
|
| S3 |
14,546.50 |
14,645.75 |
14,960.00 |
|
| S4 |
14,249.50 |
14,348.75 |
14,878.50 |
|
|
| 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 |
15,513.25 |
15,041.50 |
471.75 |
3.1% |
256.25 |
1.7% |
0% |
False |
True |
1,623 |
| 10 |
15,668.00 |
14,922.75 |
745.25 |
5.0% |
257.25 |
1.7% |
16% |
False |
False |
1,106 |
| 20 |
15,668.00 |
14,275.50 |
1,392.50 |
9.3% |
246.50 |
1.6% |
55% |
False |
False |
628 |
| 40 |
15,668.00 |
13,303.00 |
2,365.00 |
15.7% |
197.50 |
1.3% |
74% |
False |
False |
334 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
17.2% |
168.50 |
1.1% |
76% |
False |
False |
223 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
23.4% |
153.50 |
1.0% |
82% |
False |
False |
168 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
23.4% |
142.00 |
0.9% |
82% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,600.75 |
|
2.618 |
16,116.00 |
|
1.618 |
15,819.00 |
|
1.000 |
15,635.50 |
|
0.618 |
15,522.00 |
|
HIGH |
15,338.50 |
|
0.618 |
15,225.00 |
|
0.500 |
15,190.00 |
|
0.382 |
15,155.00 |
|
LOW |
15,041.50 |
|
0.618 |
14,858.00 |
|
1.000 |
14,744.50 |
|
1.618 |
14,561.00 |
|
2.618 |
14,264.00 |
|
4.250 |
13,779.25 |
|
|
| Fisher Pivots for day following 26-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,190.00 |
15,232.50 |
| PP |
15,140.50 |
15,168.75 |
| S1 |
15,091.25 |
15,105.25 |
|