| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,824.00 |
14,925.00 |
101.00 |
0.7% |
14,577.00 |
| High |
14,967.75 |
15,061.50 |
93.75 |
0.6% |
14,694.75 |
| Low |
14,779.50 |
14,793.00 |
13.50 |
0.1% |
14,256.75 |
| Close |
14,914.25 |
15,012.75 |
98.50 |
0.7% |
14,556.25 |
| Range |
188.25 |
268.50 |
80.25 |
42.6% |
438.00 |
| ATR |
230.18 |
232.92 |
2.74 |
1.2% |
0.00 |
| Volume |
347,119 |
204,099 |
-143,020 |
-41.2% |
3,175,605 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,761.25 |
15,655.50 |
15,160.50 |
|
| R3 |
15,492.75 |
15,387.00 |
15,086.50 |
|
| R2 |
15,224.25 |
15,224.25 |
15,062.00 |
|
| R1 |
15,118.50 |
15,118.50 |
15,037.25 |
15,171.50 |
| PP |
14,955.75 |
14,955.75 |
14,955.75 |
14,982.25 |
| S1 |
14,850.00 |
14,850.00 |
14,988.25 |
14,903.00 |
| S2 |
14,687.25 |
14,687.25 |
14,963.50 |
|
| S3 |
14,418.75 |
14,581.50 |
14,939.00 |
|
| S4 |
14,150.25 |
14,313.00 |
14,865.00 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,816.50 |
15,624.50 |
14,797.25 |
|
| R3 |
15,378.50 |
15,186.50 |
14,676.75 |
|
| R2 |
14,940.50 |
14,940.50 |
14,636.50 |
|
| R1 |
14,748.50 |
14,748.50 |
14,596.50 |
14,625.50 |
| PP |
14,502.50 |
14,502.50 |
14,502.50 |
14,441.00 |
| S1 |
14,310.50 |
14,310.50 |
14,516.00 |
14,187.50 |
| S2 |
14,064.50 |
14,064.50 |
14,476.00 |
|
| S3 |
13,626.50 |
13,872.50 |
14,435.75 |
|
| S4 |
13,188.50 |
13,434.50 |
14,315.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,061.50 |
14,256.75 |
804.75 |
5.4% |
245.25 |
1.6% |
94% |
True |
False |
432,352 |
| 10 |
15,061.50 |
14,248.25 |
813.25 |
5.4% |
233.75 |
1.6% |
94% |
True |
False |
536,983 |
| 20 |
15,061.50 |
13,474.25 |
1,587.25 |
10.6% |
237.25 |
1.6% |
97% |
True |
False |
620,639 |
| 40 |
15,061.50 |
12,800.00 |
2,261.50 |
15.1% |
210.25 |
1.4% |
98% |
True |
False |
622,900 |
| 60 |
15,061.50 |
12,634.25 |
2,427.25 |
16.2% |
216.00 |
1.4% |
98% |
True |
False |
616,465 |
| 80 |
15,061.50 |
11,806.25 |
3,255.25 |
21.7% |
229.25 |
1.5% |
99% |
True |
False |
524,711 |
| 100 |
15,061.50 |
11,728.75 |
3,332.75 |
22.2% |
242.50 |
1.6% |
99% |
True |
False |
419,986 |
| 120 |
15,061.50 |
10,870.00 |
4,191.50 |
27.9% |
245.75 |
1.6% |
99% |
True |
False |
350,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,202.50 |
|
2.618 |
15,764.50 |
|
1.618 |
15,496.00 |
|
1.000 |
15,330.00 |
|
0.618 |
15,227.50 |
|
HIGH |
15,061.50 |
|
0.618 |
14,959.00 |
|
0.500 |
14,927.25 |
|
0.382 |
14,895.50 |
|
LOW |
14,793.00 |
|
0.618 |
14,627.00 |
|
1.000 |
14,524.50 |
|
1.618 |
14,358.50 |
|
2.618 |
14,090.00 |
|
4.250 |
13,652.00 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,984.25 |
14,944.50 |
| PP |
14,955.75 |
14,876.25 |
| S1 |
14,927.25 |
14,808.00 |
|