| Trading Metrics calculated at close of trading on 23-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
7,560.0 |
7,524.0 |
-36.0 |
-0.5% |
7,638.0 |
| High |
7,560.0 |
7,526.5 |
-33.5 |
-0.4% |
7,639.5 |
| Low |
7,465.5 |
7,450.5 |
-15.0 |
-0.2% |
7,450.5 |
| Close |
7,509.0 |
7,471.0 |
-38.0 |
-0.5% |
7,471.0 |
| Range |
94.5 |
76.0 |
-18.5 |
-19.6% |
189.0 |
| ATR |
66.2 |
66.9 |
0.7 |
1.1% |
0.0 |
| Volume |
110,300 |
83,800 |
-26,500 |
-24.0% |
407,685 |
|
| Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,710.5 |
7,667.0 |
7,513.0 |
|
| R3 |
7,634.5 |
7,591.0 |
7,492.0 |
|
| R2 |
7,558.5 |
7,558.5 |
7,485.0 |
|
| R1 |
7,515.0 |
7,515.0 |
7,478.0 |
7,499.0 |
| PP |
7,482.5 |
7,482.5 |
7,482.5 |
7,474.5 |
| S1 |
7,439.0 |
7,439.0 |
7,464.0 |
7,423.0 |
| S2 |
7,406.5 |
7,406.5 |
7,457.0 |
|
| S3 |
7,330.5 |
7,363.0 |
7,450.0 |
|
| S4 |
7,254.5 |
7,287.0 |
7,429.0 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,087.5 |
7,968.0 |
7,575.0 |
|
| R3 |
7,898.5 |
7,779.0 |
7,523.0 |
|
| R2 |
7,709.5 |
7,709.5 |
7,505.5 |
|
| R1 |
7,590.0 |
7,590.0 |
7,488.5 |
7,555.0 |
| PP |
7,520.5 |
7,520.5 |
7,520.5 |
7,503.0 |
| S1 |
7,401.0 |
7,401.0 |
7,453.5 |
7,366.0 |
| S2 |
7,331.5 |
7,331.5 |
7,436.5 |
|
| S3 |
7,142.5 |
7,212.0 |
7,419.0 |
|
| S4 |
6,953.5 |
7,023.0 |
7,367.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,639.5 |
7,450.5 |
189.0 |
2.5% |
65.0 |
0.9% |
11% |
False |
True |
81,537 |
| 10 |
7,703.5 |
7,450.5 |
253.0 |
3.4% |
63.0 |
0.8% |
8% |
False |
True |
147,397 |
| 20 |
7,703.5 |
7,450.5 |
253.0 |
3.4% |
65.5 |
0.9% |
8% |
False |
True |
80,828 |
| 40 |
7,899.0 |
7,450.5 |
448.5 |
6.0% |
53.0 |
0.7% |
5% |
False |
True |
40,486 |
| 60 |
7,944.0 |
7,450.5 |
493.5 |
6.6% |
40.0 |
0.5% |
4% |
False |
True |
26,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,849.5 |
|
2.618 |
7,725.5 |
|
1.618 |
7,649.5 |
|
1.000 |
7,602.5 |
|
0.618 |
7,573.5 |
|
HIGH |
7,526.5 |
|
0.618 |
7,497.5 |
|
0.500 |
7,488.5 |
|
0.382 |
7,479.5 |
|
LOW |
7,450.5 |
|
0.618 |
7,403.5 |
|
1.000 |
7,374.5 |
|
1.618 |
7,327.5 |
|
2.618 |
7,251.5 |
|
4.250 |
7,127.5 |
|
|
| Fisher Pivots for day following 23-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,488.5 |
7,521.0 |
| PP |
7,482.5 |
7,504.0 |
| S1 |
7,477.0 |
7,487.5 |
|