| 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 |
1,906.4350 |
1,851.7860 |
-54.6490 |
-2.9% |
1,731.4680 |
| High |
1,929.2410 |
1,911.5200 |
-17.7210 |
-0.9% |
1,932.7740 |
| Low |
1,842.5910 |
1,848.4160 |
5.8250 |
0.3% |
1,715.5600 |
| Close |
1,852.2660 |
1,893.4820 |
41.2160 |
2.2% |
1,906.7180 |
| Range |
86.6500 |
63.1040 |
-23.5460 |
-27.2% |
217.2140 |
| ATR |
73.2563 |
72.5311 |
-0.7252 |
-1.0% |
0.0000 |
| Volume |
1,759 |
166,951 |
165,192 |
9,391.2% |
1,052,626 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.7847 |
2,046.7373 |
1,928.1892 |
|
| R3 |
2,010.6807 |
1,983.6333 |
1,910.8356 |
|
| R2 |
1,947.5767 |
1,947.5767 |
1,905.0511 |
|
| R1 |
1,920.5293 |
1,920.5293 |
1,899.2665 |
1,934.0530 |
| PP |
1,884.4727 |
1,884.4727 |
1,884.4727 |
1,891.2345 |
| S1 |
1,857.4253 |
1,857.4253 |
1,887.6975 |
1,870.9490 |
| S2 |
1,821.3687 |
1,821.3687 |
1,881.9129 |
|
| S3 |
1,758.2647 |
1,794.3213 |
1,876.1284 |
|
| S4 |
1,695.1607 |
1,731.2173 |
1,858.7748 |
|
|
| 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 |
1,775.0400 |
157.7340 |
8.3% |
80.4834 |
4.3% |
75% |
False |
False |
202,265 |
| 10 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.1% |
74.2108 |
3.9% |
87% |
False |
False |
158,079 |
| 20 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.1% |
70.9033 |
3.7% |
87% |
False |
False |
124,807 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
20.5% |
69.3623 |
3.7% |
68% |
False |
False |
135,506 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.0% |
75.0606 |
4.0% |
52% |
False |
False |
175,062 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.4% |
80.5763 |
4.3% |
68% |
False |
False |
193,784 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.4% |
79.8527 |
4.2% |
68% |
False |
False |
210,891 |
| 120 |
2,137.7700 |
1,209.9860 |
927.7840 |
49.0% |
77.5416 |
4.1% |
74% |
False |
False |
238,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.7120 |
|
2.618 |
2,076.7263 |
|
1.618 |
2,013.6223 |
|
1.000 |
1,974.6240 |
|
0.618 |
1,950.5183 |
|
HIGH |
1,911.5200 |
|
0.618 |
1,887.4143 |
|
0.500 |
1,879.9680 |
|
0.382 |
1,872.5217 |
|
LOW |
1,848.4160 |
|
0.618 |
1,809.4177 |
|
1.000 |
1,785.3120 |
|
1.618 |
1,746.3137 |
|
2.618 |
1,683.2097 |
|
4.250 |
1,580.2240 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.9773 |
1,891.5488 |
| PP |
1,884.4727 |
1,889.6157 |
| S1 |
1,879.9680 |
1,887.6825 |
|