| Trading Metrics calculated at close of trading on 20-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,638.0 |
7,608.0 |
-30.0 |
-0.4% |
7,590.5 |
| High |
7,639.5 |
7,621.5 |
-18.0 |
-0.2% |
7,703.5 |
| Low |
7,593.5 |
7,574.5 |
-19.0 |
-0.3% |
7,572.0 |
| Close |
7,599.5 |
7,578.5 |
-21.0 |
-0.3% |
7,656.5 |
| Range |
46.0 |
47.0 |
1.0 |
2.2% |
131.5 |
| ATR |
64.2 |
63.0 |
-1.2 |
-1.9% |
0.0 |
| Volume |
52,076 |
81,676 |
29,600 |
56.8% |
1,066,291 |
|
| Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,732.5 |
7,702.5 |
7,604.5 |
|
| R3 |
7,685.5 |
7,655.5 |
7,591.5 |
|
| R2 |
7,638.5 |
7,638.5 |
7,587.0 |
|
| R1 |
7,608.5 |
7,608.5 |
7,583.0 |
7,600.0 |
| PP |
7,591.5 |
7,591.5 |
7,591.5 |
7,587.0 |
| S1 |
7,561.5 |
7,561.5 |
7,574.0 |
7,553.0 |
| S2 |
7,544.5 |
7,544.5 |
7,570.0 |
|
| S3 |
7,497.5 |
7,514.5 |
7,565.5 |
|
| S4 |
7,450.5 |
7,467.5 |
7,552.5 |
|
|
| 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 |
7,574.5 |
129.0 |
1.7% |
59.0 |
0.8% |
3% |
False |
True |
115,991 |
| 10 |
7,703.5 |
7,564.5 |
139.0 |
1.8% |
55.5 |
0.7% |
10% |
False |
False |
132,027 |
| 20 |
7,814.0 |
7,455.0 |
359.0 |
4.7% |
63.5 |
0.8% |
34% |
False |
False |
67,145 |
| 40 |
7,903.0 |
7,455.0 |
448.0 |
5.9% |
49.5 |
0.7% |
28% |
False |
False |
33,638 |
| 60 |
7,944.0 |
7,438.0 |
506.0 |
6.7% |
37.0 |
0.5% |
28% |
False |
False |
22,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,821.0 |
|
2.618 |
7,744.5 |
|
1.618 |
7,697.5 |
|
1.000 |
7,668.5 |
|
0.618 |
7,650.5 |
|
HIGH |
7,621.5 |
|
0.618 |
7,603.5 |
|
0.500 |
7,598.0 |
|
0.382 |
7,592.5 |
|
LOW |
7,574.5 |
|
0.618 |
7,545.5 |
|
1.000 |
7,527.5 |
|
1.618 |
7,498.5 |
|
2.618 |
7,451.5 |
|
4.250 |
7,375.0 |
|
|
| Fisher Pivots for day following 20-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,598.0 |
7,639.0 |
| PP |
7,591.5 |
7,619.0 |
| S1 |
7,585.0 |
7,598.5 |
|