| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,248.50 |
15,066.75 |
-181.75 |
-1.2% |
15,510.00 |
| High |
15,338.50 |
15,329.25 |
-9.25 |
-0.1% |
15,513.25 |
| Low |
15,041.50 |
15,050.00 |
8.50 |
0.1% |
15,152.75 |
| Close |
15,041.75 |
15,301.50 |
259.75 |
1.7% |
15,245.25 |
| Range |
297.00 |
279.25 |
-17.75 |
-6.0% |
360.50 |
| ATR |
236.91 |
240.52 |
3.61 |
1.5% |
0.00 |
| Volume |
1,438 |
1,053 |
-385 |
-26.8% |
6,678 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,064.75 |
15,962.25 |
15,455.00 |
|
| R3 |
15,785.50 |
15,683.00 |
15,378.25 |
|
| R2 |
15,506.25 |
15,506.25 |
15,352.75 |
|
| R1 |
15,403.75 |
15,403.75 |
15,327.00 |
15,455.00 |
| PP |
15,227.00 |
15,227.00 |
15,227.00 |
15,252.50 |
| S1 |
15,124.50 |
15,124.50 |
15,276.00 |
15,175.75 |
| S2 |
14,947.75 |
14,947.75 |
15,250.25 |
|
| S3 |
14,668.50 |
14,845.25 |
15,224.75 |
|
| S4 |
14,389.25 |
14,566.00 |
15,148.00 |
|
|
| 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 |
15,461.75 |
15,041.50 |
420.25 |
2.7% |
272.75 |
1.8% |
62% |
False |
False |
1,630 |
| 10 |
15,668.00 |
15,041.50 |
626.50 |
4.1% |
258.25 |
1.7% |
42% |
False |
False |
1,170 |
| 20 |
15,668.00 |
14,596.75 |
1,071.25 |
7.0% |
238.75 |
1.6% |
66% |
False |
False |
677 |
| 40 |
15,668.00 |
13,303.00 |
2,365.00 |
15.5% |
200.75 |
1.3% |
85% |
False |
False |
360 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.9% |
173.00 |
1.1% |
86% |
False |
False |
240 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
23.0% |
157.00 |
1.0% |
90% |
False |
False |
181 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
23.0% |
141.25 |
0.9% |
90% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,516.00 |
|
2.618 |
16,060.25 |
|
1.618 |
15,781.00 |
|
1.000 |
15,608.50 |
|
0.618 |
15,501.75 |
|
HIGH |
15,329.25 |
|
0.618 |
15,222.50 |
|
0.500 |
15,189.50 |
|
0.382 |
15,156.75 |
|
LOW |
15,050.00 |
|
0.618 |
14,877.50 |
|
1.000 |
14,770.75 |
|
1.618 |
14,598.25 |
|
2.618 |
14,319.00 |
|
4.250 |
13,863.25 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,264.25 |
15,278.00 |
| PP |
15,227.00 |
15,254.75 |
| S1 |
15,189.50 |
15,231.50 |
|