| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,866.66 |
14,762.27 |
-104.39 |
-0.7% |
15,030.94 |
| High |
14,982.82 |
14,972.31 |
-10.51 |
-0.1% |
15,118.47 |
| Low |
14,687.02 |
14,727.12 |
40.10 |
0.3% |
14,801.08 |
| Close |
14,689.02 |
14,945.91 |
256.89 |
1.7% |
14,891.48 |
| Range |
295.80 |
245.19 |
-50.61 |
-17.1% |
317.39 |
| ATR |
219.97 |
224.49 |
4.52 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,617.35 |
15,526.82 |
15,080.76 |
|
| R3 |
15,372.16 |
15,281.63 |
15,013.34 |
|
| R2 |
15,126.97 |
15,126.97 |
14,990.86 |
|
| R1 |
15,036.44 |
15,036.44 |
14,968.39 |
15,081.71 |
| PP |
14,881.78 |
14,881.78 |
14,881.78 |
14,904.41 |
| S1 |
14,791.25 |
14,791.25 |
14,923.43 |
14,836.52 |
| S2 |
14,636.59 |
14,636.59 |
14,900.96 |
|
| S3 |
14,391.40 |
14,546.06 |
14,878.48 |
|
| S4 |
14,146.21 |
14,300.87 |
14,811.06 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,889.18 |
15,707.72 |
15,066.04 |
|
| R3 |
15,571.79 |
15,390.33 |
14,978.76 |
|
| R2 |
15,254.40 |
15,254.40 |
14,949.67 |
|
| R1 |
15,072.94 |
15,072.94 |
14,920.57 |
15,004.98 |
| PP |
14,937.01 |
14,937.01 |
14,937.01 |
14,903.03 |
| S1 |
14,755.55 |
14,755.55 |
14,862.39 |
14,687.59 |
| S2 |
14,619.62 |
14,619.62 |
14,833.29 |
|
| S3 |
14,302.23 |
14,438.16 |
14,804.20 |
|
| S4 |
13,984.84 |
14,120.77 |
14,716.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,043.64 |
14,687.02 |
356.62 |
2.4% |
231.61 |
1.5% |
73% |
False |
False |
|
| 10 |
15,284.65 |
14,687.02 |
597.63 |
4.0% |
225.11 |
1.5% |
43% |
False |
False |
|
| 20 |
15,284.65 |
14,216.16 |
1,068.49 |
7.1% |
212.75 |
1.4% |
68% |
False |
False |
|
| 40 |
15,284.65 |
12,938.45 |
2,346.20 |
15.7% |
185.54 |
1.2% |
86% |
False |
False |
|
| 60 |
15,284.65 |
12,724.62 |
2,560.03 |
17.1% |
180.96 |
1.2% |
87% |
False |
False |
|
| 80 |
15,284.65 |
11,695.41 |
3,589.24 |
24.0% |
192.39 |
1.3% |
91% |
False |
False |
|
| 100 |
15,284.65 |
11,695.41 |
3,589.24 |
24.0% |
195.90 |
1.3% |
91% |
False |
False |
|
| 120 |
15,284.65 |
10,696.42 |
4,588.23 |
30.7% |
200.80 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,014.37 |
|
2.618 |
15,614.22 |
|
1.618 |
15,369.03 |
|
1.000 |
15,217.50 |
|
0.618 |
15,123.84 |
|
HIGH |
14,972.31 |
|
0.618 |
14,878.65 |
|
0.500 |
14,849.72 |
|
0.382 |
14,820.78 |
|
LOW |
14,727.12 |
|
0.618 |
14,575.59 |
|
1.000 |
14,481.93 |
|
1.618 |
14,330.40 |
|
2.618 |
14,085.21 |
|
4.250 |
13,685.06 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,913.85 |
14,909.07 |
| PP |
14,881.78 |
14,872.22 |
| S1 |
14,849.72 |
14,835.38 |
|