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 |
30,922.32 |
30,163.32 |
-759.00 |
-2.5% |
26,735.57 |
High |
31,044.61 |
31,012.17 |
-32.44 |
-0.1% |
31,392.56 |
Low |
29,972.83 |
30,126.92 |
154.09 |
0.5% |
26,652.81 |
Close |
30,169.86 |
30,666.70 |
496.84 |
1.6% |
30,927.91 |
Range |
1,071.78 |
885.25 |
-186.53 |
-17.4% |
4,739.75 |
ATR |
1,152.24 |
1,133.16 |
-19.07 |
-1.7% |
0.00 |
Volume |
267 |
25,474 |
25,207 |
9,440.8% |
213,613 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,257.68 |
32,847.44 |
31,153.59 |
|
R3 |
32,372.43 |
31,962.19 |
30,910.14 |
|
R2 |
31,487.18 |
31,487.18 |
30,829.00 |
|
R1 |
31,076.94 |
31,076.94 |
30,747.85 |
31,282.06 |
PP |
30,601.93 |
30,601.93 |
30,601.93 |
30,704.49 |
S1 |
30,191.69 |
30,191.69 |
30,585.55 |
30,396.81 |
S2 |
29,716.68 |
29,716.68 |
30,504.40 |
|
S3 |
28,831.43 |
29,306.44 |
30,423.26 |
|
S4 |
27,946.18 |
28,421.19 |
30,179.81 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43,877.01 |
42,142.21 |
33,534.77 |
|
R3 |
39,137.26 |
37,402.46 |
32,231.34 |
|
R2 |
34,397.51 |
34,397.51 |
31,796.86 |
|
R1 |
32,662.71 |
32,662.71 |
31,362.39 |
33,530.11 |
PP |
29,657.76 |
29,657.76 |
29,657.76 |
30,091.46 |
S1 |
27,922.96 |
27,922.96 |
30,493.43 |
28,790.36 |
S2 |
24,918.01 |
24,918.01 |
30,058.96 |
|
S3 |
20,178.26 |
23,183.21 |
29,624.48 |
|
S4 |
15,438.51 |
18,443.46 |
28,321.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,392.56 |
28,103.93 |
3,288.63 |
10.7% |
1,384.49 |
4.5% |
78% |
False |
False |
37,788 |
10 |
31,392.56 |
24,815.78 |
6,576.78 |
21.4% |
1,211.62 |
4.0% |
89% |
False |
False |
29,880 |
20 |
31,392.56 |
24,815.78 |
6,576.78 |
21.4% |
1,086.94 |
3.5% |
89% |
False |
False |
22,254 |
40 |
31,392.56 |
24,815.78 |
6,576.78 |
21.4% |
1,045.50 |
3.4% |
89% |
False |
False |
20,970 |
60 |
31,392.56 |
24,815.78 |
6,576.78 |
21.4% |
1,083.18 |
3.5% |
89% |
False |
False |
23,640 |
80 |
31,392.56 |
19,593.39 |
11,799.17 |
38.5% |
1,180.76 |
3.9% |
94% |
False |
False |
27,759 |
100 |
31,392.56 |
19,593.39 |
11,799.17 |
38.5% |
1,127.30 |
3.7% |
94% |
False |
False |
27,746 |
120 |
31,392.56 |
16,646.73 |
14,745.83 |
48.1% |
1,067.61 |
3.5% |
95% |
False |
False |
29,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,774.48 |
2.618 |
33,329.75 |
1.618 |
32,444.50 |
1.000 |
31,897.42 |
0.618 |
31,559.25 |
HIGH |
31,012.17 |
0.618 |
30,674.00 |
0.500 |
30,569.55 |
0.382 |
30,465.09 |
LOW |
30,126.92 |
0.618 |
29,579.84 |
1.000 |
29,241.67 |
1.618 |
28,694.59 |
2.618 |
27,809.34 |
4.250 |
26,364.61 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
30,634.32 |
30,650.67 |
PP |
30,601.93 |
30,634.65 |
S1 |
30,569.55 |
30,618.62 |
|