| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
15,280.00 |
15,355.00 |
75.00 |
0.5% |
15,510.00 |
| High |
15,408.25 |
15,388.75 |
-19.50 |
-0.1% |
15,513.25 |
| Low |
15,212.75 |
15,222.25 |
9.50 |
0.1% |
15,152.75 |
| Close |
15,319.50 |
15,292.00 |
-27.50 |
-0.2% |
15,245.25 |
| Range |
195.50 |
166.50 |
-29.00 |
-14.8% |
360.50 |
| ATR |
237.31 |
232.25 |
-5.06 |
-2.1% |
0.00 |
| Volume |
920 |
806 |
-114 |
-12.4% |
6,678 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,800.50 |
15,712.75 |
15,383.50 |
|
| R3 |
15,634.00 |
15,546.25 |
15,337.75 |
|
| R2 |
15,467.50 |
15,467.50 |
15,322.50 |
|
| R1 |
15,379.75 |
15,379.75 |
15,307.25 |
15,340.50 |
| PP |
15,301.00 |
15,301.00 |
15,301.00 |
15,281.25 |
| S1 |
15,213.25 |
15,213.25 |
15,276.75 |
15,174.00 |
| S2 |
15,134.50 |
15,134.50 |
15,261.50 |
|
| S3 |
14,968.00 |
15,046.75 |
15,246.25 |
|
| S4 |
14,801.50 |
14,880.25 |
15,200.50 |
|
|
| 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 |
15,421.25 |
15,041.50 |
379.75 |
2.5% |
237.00 |
1.6% |
66% |
False |
False |
1,175 |
| 10 |
15,668.00 |
15,041.50 |
626.50 |
4.1% |
250.00 |
1.6% |
40% |
False |
False |
1,275 |
| 20 |
15,668.00 |
14,596.75 |
1,071.25 |
7.0% |
237.25 |
1.6% |
65% |
False |
False |
746 |
| 40 |
15,668.00 |
13,303.00 |
2,365.00 |
15.5% |
206.50 |
1.4% |
84% |
False |
False |
403 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.9% |
175.00 |
1.1% |
85% |
False |
False |
269 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
23.0% |
160.75 |
1.1% |
89% |
False |
False |
202 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
23.0% |
144.75 |
0.9% |
89% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,096.50 |
|
2.618 |
15,824.75 |
|
1.618 |
15,658.25 |
|
1.000 |
15,555.25 |
|
0.618 |
15,491.75 |
|
HIGH |
15,388.75 |
|
0.618 |
15,325.25 |
|
0.500 |
15,305.50 |
|
0.382 |
15,285.75 |
|
LOW |
15,222.25 |
|
0.618 |
15,119.25 |
|
1.000 |
15,055.75 |
|
1.618 |
14,952.75 |
|
2.618 |
14,786.25 |
|
4.250 |
14,514.50 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,305.50 |
15,271.00 |
| PP |
15,301.00 |
15,250.00 |
| S1 |
15,296.50 |
15,229.00 |
|