| Trading Metrics calculated at close of trading on 16-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,607.5 |
7,641.5 |
34.0 |
0.4% |
7,590.5 |
| High |
7,655.5 |
7,703.5 |
48.0 |
0.6% |
7,703.5 |
| Low |
7,596.0 |
7,627.0 |
31.0 |
0.4% |
7,572.0 |
| Close |
7,646.5 |
7,656.5 |
10.0 |
0.1% |
7,656.5 |
| Range |
59.5 |
76.5 |
17.0 |
28.6% |
131.5 |
| ATR |
63.4 |
64.3 |
0.9 |
1.5% |
0.0 |
| Volume |
108,331 |
139,364 |
31,033 |
28.6% |
1,066,291 |
|
| Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,892.0 |
7,850.5 |
7,698.5 |
|
| R3 |
7,815.5 |
7,774.0 |
7,677.5 |
|
| R2 |
7,739.0 |
7,739.0 |
7,670.5 |
|
| R1 |
7,697.5 |
7,697.5 |
7,663.5 |
7,718.0 |
| PP |
7,662.5 |
7,662.5 |
7,662.5 |
7,672.5 |
| S1 |
7,621.0 |
7,621.0 |
7,649.5 |
7,642.0 |
| S2 |
7,586.0 |
7,586.0 |
7,642.5 |
|
| S3 |
7,509.5 |
7,544.5 |
7,635.5 |
|
| S4 |
7,433.0 |
7,468.0 |
7,614.5 |
|
|
| Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,038.5 |
7,979.0 |
7,729.0 |
|
| R3 |
7,907.0 |
7,847.5 |
7,692.5 |
|
| R2 |
7,775.5 |
7,775.5 |
7,680.5 |
|
| R1 |
7,716.0 |
7,716.0 |
7,668.5 |
7,746.0 |
| PP |
7,644.0 |
7,644.0 |
7,644.0 |
7,659.0 |
| S1 |
7,584.5 |
7,584.5 |
7,644.5 |
7,614.0 |
| S2 |
7,512.5 |
7,512.5 |
7,632.5 |
|
| S3 |
7,381.0 |
7,453.0 |
7,620.5 |
|
| S4 |
7,249.5 |
7,321.5 |
7,584.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,703.5 |
7,572.0 |
131.5 |
1.7% |
61.5 |
0.8% |
64% |
True |
False |
213,258 |
| 10 |
7,703.5 |
7,564.5 |
139.0 |
1.8% |
61.5 |
0.8% |
66% |
True |
False |
119,244 |
| 20 |
7,814.0 |
7,455.0 |
359.0 |
4.7% |
60.5 |
0.8% |
56% |
False |
False |
60,461 |
| 40 |
7,944.0 |
7,455.0 |
489.0 |
6.4% |
47.5 |
0.6% |
41% |
False |
False |
30,295 |
| 60 |
7,944.0 |
7,328.5 |
615.5 |
8.0% |
37.0 |
0.5% |
53% |
False |
False |
20,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,028.5 |
|
2.618 |
7,904.0 |
|
1.618 |
7,827.5 |
|
1.000 |
7,780.0 |
|
0.618 |
7,751.0 |
|
HIGH |
7,703.5 |
|
0.618 |
7,674.5 |
|
0.500 |
7,665.0 |
|
0.382 |
7,656.0 |
|
LOW |
7,627.0 |
|
0.618 |
7,579.5 |
|
1.000 |
7,550.5 |
|
1.618 |
7,503.0 |
|
2.618 |
7,426.5 |
|
4.250 |
7,302.0 |
|
|
| Fisher Pivots for day following 16-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,665.0 |
7,653.5 |
| PP |
7,662.5 |
7,650.5 |
| S1 |
7,659.5 |
7,647.0 |
|