| Trading Metrics calculated at close of trading on 28-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,066.75 |
15,280.00 |
213.25 |
1.4% |
15,510.00 |
| High |
15,329.25 |
15,408.25 |
79.00 |
0.5% |
15,513.25 |
| Low |
15,050.00 |
15,212.75 |
162.75 |
1.1% |
15,152.75 |
| Close |
15,301.50 |
15,319.50 |
18.00 |
0.1% |
15,245.25 |
| Range |
279.25 |
195.50 |
-83.75 |
-30.0% |
360.50 |
| ATR |
240.52 |
237.31 |
-3.22 |
-1.3% |
0.00 |
| Volume |
1,053 |
920 |
-133 |
-12.6% |
6,678 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,900.00 |
15,805.25 |
15,427.00 |
|
| R3 |
15,704.50 |
15,609.75 |
15,373.25 |
|
| R2 |
15,509.00 |
15,509.00 |
15,355.25 |
|
| R1 |
15,414.25 |
15,414.25 |
15,337.50 |
15,461.50 |
| PP |
15,313.50 |
15,313.50 |
15,313.50 |
15,337.25 |
| S1 |
15,218.75 |
15,218.75 |
15,301.50 |
15,266.00 |
| S2 |
15,118.00 |
15,118.00 |
15,283.75 |
|
| S3 |
14,922.50 |
15,023.25 |
15,265.75 |
|
| S4 |
14,727.00 |
14,827.75 |
15,212.00 |
|
|
| 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 |
15,423.25 |
15,041.50 |
381.75 |
2.5% |
258.00 |
1.7% |
73% |
False |
False |
1,426 |
| 10 |
15,668.00 |
15,041.50 |
626.50 |
4.1% |
260.00 |
1.7% |
44% |
False |
False |
1,227 |
| 20 |
15,668.00 |
14,596.75 |
1,071.25 |
7.0% |
237.50 |
1.6% |
67% |
False |
False |
716 |
| 40 |
15,668.00 |
13,303.00 |
2,365.00 |
15.4% |
204.50 |
1.3% |
85% |
False |
False |
383 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.9% |
174.50 |
1.1% |
87% |
False |
False |
256 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
23.0% |
158.75 |
1.0% |
90% |
False |
False |
192 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
23.0% |
143.25 |
0.9% |
90% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,239.00 |
|
2.618 |
15,920.00 |
|
1.618 |
15,724.50 |
|
1.000 |
15,603.75 |
|
0.618 |
15,529.00 |
|
HIGH |
15,408.25 |
|
0.618 |
15,333.50 |
|
0.500 |
15,310.50 |
|
0.382 |
15,287.50 |
|
LOW |
15,212.75 |
|
0.618 |
15,092.00 |
|
1.000 |
15,017.25 |
|
1.618 |
14,896.50 |
|
2.618 |
14,701.00 |
|
4.250 |
14,382.00 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,316.50 |
15,288.00 |
| PP |
15,313.50 |
15,256.50 |
| S1 |
15,310.50 |
15,225.00 |
|