Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,888.0350 |
1,906.4350 |
18.4000 |
1.0% |
1,731.4680 |
High |
1,932.7740 |
1,929.2410 |
-3.5330 |
-0.2% |
1,932.7740 |
Low |
1,865.5000 |
1,842.5910 |
-22.9090 |
-1.2% |
1,715.5600 |
Close |
1,906.7180 |
1,852.2660 |
-54.4520 |
-2.9% |
1,906.7180 |
Range |
67.2740 |
86.6500 |
19.3760 |
28.8% |
217.2140 |
ATR |
72.2260 |
73.2563 |
1.0303 |
1.4% |
0.0000 |
Volume |
210,101 |
1,759 |
-208,342 |
-99.2% |
1,052,626 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,134.6493 |
2,080.1077 |
1,899.9235 |
|
R3 |
2,047.9993 |
1,993.4577 |
1,876.0948 |
|
R2 |
1,961.3493 |
1,961.3493 |
1,868.1518 |
|
R1 |
1,906.8077 |
1,906.8077 |
1,860.2089 |
1,890.7535 |
PP |
1,874.6993 |
1,874.6993 |
1,874.6993 |
1,866.6723 |
S1 |
1,820.1577 |
1,820.1577 |
1,844.3231 |
1,804.1035 |
S2 |
1,788.0493 |
1,788.0493 |
1,836.3802 |
|
S3 |
1,701.3993 |
1,733.5077 |
1,828.4373 |
|
S4 |
1,614.7493 |
1,646.8577 |
1,804.6085 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,503.3260 |
2,422.2360 |
2,026.1857 |
|
R3 |
2,286.1120 |
2,205.0220 |
1,966.4519 |
|
R2 |
2,068.8980 |
2,068.8980 |
1,946.5406 |
|
R1 |
1,987.8080 |
1,987.8080 |
1,926.6293 |
2,028.3530 |
PP |
1,851.6840 |
1,851.6840 |
1,851.6840 |
1,871.9565 |
S1 |
1,770.5940 |
1,770.5940 |
1,886.8067 |
1,811.1390 |
S2 |
1,634.4700 |
1,634.4700 |
1,866.8954 |
|
S3 |
1,417.2560 |
1,553.3800 |
1,846.9842 |
|
S4 |
1,200.0420 |
1,336.1660 |
1,787.2503 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,932.7740 |
1,715.5600 |
217.2140 |
11.7% |
82.5994 |
4.5% |
63% |
False |
False |
210,877 |
10 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.5% |
80.2407 |
4.3% |
74% |
False |
False |
141,547 |
20 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.5% |
69.7124 |
3.8% |
74% |
False |
False |
123,063 |
40 |
2,016.1780 |
1,627.2270 |
388.9510 |
21.0% |
69.0261 |
3.7% |
58% |
False |
False |
136,684 |
60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.6% |
75.0114 |
4.0% |
44% |
False |
False |
176,941 |
80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
80.5028 |
4.3% |
63% |
False |
False |
194,081 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
80.0930 |
4.3% |
63% |
False |
False |
213,261 |
120 |
2,137.7700 |
1,206.3400 |
931.4300 |
50.3% |
77.1279 |
4.2% |
69% |
False |
False |
237,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,297.5035 |
2.618 |
2,156.0907 |
1.618 |
2,069.4407 |
1.000 |
2,015.8910 |
0.618 |
1,982.7907 |
HIGH |
1,929.2410 |
0.618 |
1,896.1407 |
0.500 |
1,885.9160 |
0.382 |
1,875.6913 |
LOW |
1,842.5910 |
0.618 |
1,789.0413 |
1.000 |
1,755.9410 |
1.618 |
1,702.3913 |
2.618 |
1,615.7413 |
4.250 |
1,474.3285 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,885.9160 |
1,887.6825 |
PP |
1,874.6993 |
1,875.8770 |
S1 |
1,863.4827 |
1,864.0715 |
|