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 |
1,920.84 |
1,923.24 |
2.40 |
0.1% |
1,950.39 |
High |
1,933.01 |
1,929.62 |
-3.39 |
-0.2% |
1,955.84 |
Low |
1,920.84 |
1,911.65 |
-9.19 |
-0.5% |
1,910.54 |
Close |
1,923.24 |
1,913.51 |
-9.73 |
-0.5% |
1,920.99 |
Range |
12.17 |
17.97 |
5.80 |
47.7% |
45.30 |
ATR |
21.77 |
21.50 |
-0.27 |
-1.2% |
0.00 |
Volume |
5,665 |
5,727 |
62 |
1.1% |
22,588 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.17 |
1,960.81 |
1,923.39 |
|
R3 |
1,954.20 |
1,942.84 |
1,918.45 |
|
R2 |
1,936.23 |
1,936.23 |
1,916.80 |
|
R1 |
1,924.87 |
1,924.87 |
1,915.16 |
1,921.57 |
PP |
1,918.26 |
1,918.26 |
1,918.26 |
1,916.61 |
S1 |
1,906.90 |
1,906.90 |
1,911.86 |
1,903.60 |
S2 |
1,900.29 |
1,900.29 |
1,910.22 |
|
S3 |
1,882.32 |
1,888.93 |
1,908.57 |
|
S4 |
1,864.35 |
1,870.96 |
1,903.63 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.02 |
2,038.31 |
1,945.91 |
|
R3 |
2,019.72 |
1,993.01 |
1,933.45 |
|
R2 |
1,974.42 |
1,974.42 |
1,929.30 |
|
R1 |
1,947.71 |
1,947.71 |
1,925.14 |
1,938.42 |
PP |
1,929.12 |
1,929.12 |
1,929.12 |
1,924.48 |
S1 |
1,902.41 |
1,902.41 |
1,916.84 |
1,893.12 |
S2 |
1,883.82 |
1,883.82 |
1,912.69 |
|
S3 |
1,838.52 |
1,857.11 |
1,908.53 |
|
S4 |
1,793.22 |
1,811.81 |
1,896.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,938.86 |
1,910.54 |
28.32 |
1.5% |
18.30 |
1.0% |
10% |
False |
False |
5,665 |
10 |
1,967.26 |
1,910.54 |
56.72 |
3.0% |
20.56 |
1.1% |
5% |
False |
False |
5,655 |
20 |
1,983.19 |
1,910.54 |
72.65 |
3.8% |
21.72 |
1.1% |
4% |
False |
False |
5,665 |
40 |
2,059.31 |
1,910.54 |
148.77 |
7.8% |
23.10 |
1.2% |
2% |
False |
False |
5,580 |
60 |
2,059.31 |
1,910.54 |
148.77 |
7.8% |
23.94 |
1.3% |
2% |
False |
False |
5,524 |
80 |
2,059.31 |
1,809.69 |
249.62 |
13.0% |
25.82 |
1.3% |
42% |
False |
False |
5,480 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.91 |
1.3% |
42% |
False |
False |
5,483 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.55 |
1.3% |
42% |
False |
False |
5,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,005.99 |
2.618 |
1,976.67 |
1.618 |
1,958.70 |
1.000 |
1,947.59 |
0.618 |
1,940.73 |
HIGH |
1,929.62 |
0.618 |
1,922.76 |
0.500 |
1,920.64 |
0.382 |
1,918.51 |
LOW |
1,911.65 |
0.618 |
1,900.54 |
1.000 |
1,893.68 |
1.618 |
1,882.57 |
2.618 |
1,864.60 |
4.250 |
1,835.28 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,920.64 |
1,922.77 |
PP |
1,918.26 |
1,919.68 |
S1 |
1,915.89 |
1,916.60 |
|