| Trading Metrics calculated at close of trading on 15-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
34,044.70 |
33,945.98 |
-98.72 |
-0.3% |
33,771.13 |
| High |
34,151.42 |
34,488.98 |
337.56 |
1.0% |
33,975.32 |
| Low |
33,783.55 |
33,945.98 |
162.43 |
0.5% |
33,399.69 |
| Close |
33,979.33 |
34,408.06 |
428.73 |
1.3% |
33,876.78 |
| Range |
367.87 |
543.00 |
175.13 |
47.6% |
575.63 |
| ATR |
319.26 |
335.24 |
15.98 |
5.0% |
0.00 |
| Volume |
358,487,686 |
362,533,826 |
4,046,140 |
1.1% |
1,554,291,802 |
|
| Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,910.01 |
35,702.03 |
34,706.71 |
|
| R3 |
35,367.01 |
35,159.03 |
34,557.39 |
|
| R2 |
34,824.01 |
34,824.01 |
34,507.61 |
|
| R1 |
34,616.03 |
34,616.03 |
34,457.84 |
34,720.02 |
| PP |
34,281.01 |
34,281.01 |
34,281.01 |
34,333.00 |
| S1 |
34,073.03 |
34,073.03 |
34,358.29 |
34,177.02 |
| S2 |
33,738.01 |
33,738.01 |
34,308.51 |
|
| S3 |
33,195.01 |
33,530.03 |
34,258.74 |
|
| S4 |
32,652.01 |
32,987.03 |
34,109.41 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,477.49 |
35,252.76 |
34,193.38 |
|
| R3 |
34,901.86 |
34,677.13 |
34,035.08 |
|
| R2 |
34,326.23 |
34,326.23 |
33,982.31 |
|
| R1 |
34,101.50 |
34,101.50 |
33,929.55 |
34,213.87 |
| PP |
33,750.60 |
33,750.60 |
33,750.60 |
33,806.78 |
| S1 |
33,525.87 |
33,525.87 |
33,824.01 |
33,638.24 |
| S2 |
33,174.97 |
33,174.97 |
33,771.25 |
|
| S3 |
32,599.34 |
32,950.24 |
33,718.48 |
|
| S4 |
32,023.71 |
32,374.61 |
33,560.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,488.98 |
33,783.55 |
705.43 |
2.1% |
300.14 |
0.9% |
89% |
True |
False |
320,887,107 |
| 10 |
34,488.98 |
33,187.58 |
1,301.40 |
3.8% |
300.76 |
0.9% |
94% |
True |
False |
328,475,455 |
| 20 |
34,488.98 |
32,586.56 |
1,902.42 |
5.5% |
308.49 |
0.9% |
96% |
True |
False |
341,298,623 |
| 40 |
34,488.98 |
32,586.56 |
1,902.42 |
5.5% |
322.16 |
0.9% |
96% |
True |
False |
313,391,236 |
| 60 |
34,488.98 |
31,805.18 |
2,683.80 |
7.8% |
321.56 |
0.9% |
97% |
True |
False |
303,463,839 |
| 80 |
34,488.98 |
31,429.82 |
3,059.16 |
8.9% |
350.96 |
1.0% |
97% |
True |
False |
316,427,052 |
| 100 |
34,488.98 |
31,429.82 |
3,059.16 |
8.9% |
364.69 |
1.1% |
97% |
True |
False |
321,404,595 |
| 120 |
34,488.98 |
31,429.82 |
3,059.16 |
8.9% |
376.64 |
1.1% |
97% |
True |
False |
320,297,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,796.73 |
|
2.618 |
35,910.55 |
|
1.618 |
35,367.55 |
|
1.000 |
35,031.98 |
|
0.618 |
34,824.55 |
|
HIGH |
34,488.98 |
|
0.618 |
34,281.55 |
|
0.500 |
34,217.48 |
|
0.382 |
34,153.41 |
|
LOW |
33,945.98 |
|
0.618 |
33,610.41 |
|
1.000 |
33,402.98 |
|
1.618 |
33,067.41 |
|
2.618 |
32,524.41 |
|
4.250 |
31,638.23 |
|
|
| Fisher Pivots for day following 15-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
34,344.53 |
34,317.46 |
| PP |
34,281.01 |
34,226.86 |
| S1 |
34,217.48 |
34,136.27 |
|