| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
14,884.11 |
14,959.05 |
74.94 |
0.5% |
15,030.94 |
| High |
15,051.08 |
14,981.16 |
-69.92 |
-0.5% |
15,118.47 |
| Low |
14,869.17 |
14,876.94 |
7.77 |
0.1% |
14,801.08 |
| Close |
14,964.57 |
14,939.95 |
-24.62 |
-0.2% |
14,891.48 |
| Range |
181.91 |
104.22 |
-77.69 |
-42.7% |
317.39 |
| ATR |
221.45 |
213.08 |
-8.37 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,245.34 |
15,196.87 |
14,997.27 |
|
| R3 |
15,141.12 |
15,092.65 |
14,968.61 |
|
| R2 |
15,036.90 |
15,036.90 |
14,959.06 |
|
| R1 |
14,988.43 |
14,988.43 |
14,949.50 |
14,960.56 |
| PP |
14,932.68 |
14,932.68 |
14,932.68 |
14,918.75 |
| S1 |
14,884.21 |
14,884.21 |
14,930.40 |
14,856.34 |
| S2 |
14,828.46 |
14,828.46 |
14,920.84 |
|
| S3 |
14,724.24 |
14,779.99 |
14,911.29 |
|
| S4 |
14,620.02 |
14,675.77 |
14,882.63 |
|
|
| 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 |
15,051.08 |
14,687.02 |
364.06 |
2.4% |
197.75 |
1.3% |
69% |
False |
False |
|
| 10 |
15,284.65 |
14,687.02 |
597.63 |
4.0% |
214.36 |
1.4% |
42% |
False |
False |
|
| 20 |
15,284.65 |
14,223.85 |
1,060.80 |
7.1% |
208.57 |
1.4% |
68% |
False |
False |
|
| 40 |
15,284.65 |
12,938.45 |
2,346.20 |
15.7% |
185.30 |
1.2% |
85% |
False |
False |
|
| 60 |
15,284.65 |
12,724.62 |
2,560.03 |
17.1% |
180.19 |
1.2% |
87% |
False |
False |
|
| 80 |
15,284.65 |
11,695.41 |
3,589.24 |
24.0% |
191.28 |
1.3% |
90% |
False |
False |
|
| 100 |
15,284.65 |
11,695.41 |
3,589.24 |
24.0% |
192.97 |
1.3% |
90% |
False |
False |
|
| 120 |
15,284.65 |
10,696.42 |
4,588.23 |
30.7% |
200.68 |
1.3% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,424.10 |
|
2.618 |
15,254.01 |
|
1.618 |
15,149.79 |
|
1.000 |
15,085.38 |
|
0.618 |
15,045.57 |
|
HIGH |
14,981.16 |
|
0.618 |
14,941.35 |
|
0.500 |
14,929.05 |
|
0.382 |
14,916.75 |
|
LOW |
14,876.94 |
|
0.618 |
14,812.53 |
|
1.000 |
14,772.72 |
|
1.618 |
14,708.31 |
|
2.618 |
14,604.09 |
|
4.250 |
14,434.01 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
14,936.32 |
14,923.00 |
| PP |
14,932.68 |
14,906.05 |
| S1 |
14,929.05 |
14,889.10 |
|