Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,923.24 |
1,913.56 |
-9.68 |
-0.5% |
1,950.39 |
High |
1,929.62 |
1,916.69 |
-12.93 |
-0.7% |
1,955.84 |
Low |
1,911.65 |
1,906.02 |
-5.63 |
-0.3% |
1,910.54 |
Close |
1,913.51 |
1,907.31 |
-6.20 |
-0.3% |
1,920.99 |
Range |
17.97 |
10.67 |
-7.30 |
-40.6% |
45.30 |
ATR |
21.50 |
20.73 |
-0.77 |
-3.6% |
0.00 |
Volume |
5,727 |
5,748 |
21 |
0.4% |
22,588 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.02 |
1,935.33 |
1,913.18 |
|
R3 |
1,931.35 |
1,924.66 |
1,910.24 |
|
R2 |
1,920.68 |
1,920.68 |
1,909.27 |
|
R1 |
1,913.99 |
1,913.99 |
1,908.29 |
1,912.00 |
PP |
1,910.01 |
1,910.01 |
1,910.01 |
1,909.01 |
S1 |
1,903.32 |
1,903.32 |
1,906.33 |
1,901.33 |
S2 |
1,899.34 |
1,899.34 |
1,905.35 |
|
S3 |
1,888.67 |
1,892.65 |
1,904.38 |
|
S4 |
1,878.00 |
1,881.98 |
1,901.44 |
|
|
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 |
1,934.99 |
1,906.02 |
28.97 |
1.5% |
17.36 |
0.9% |
4% |
False |
True |
5,702 |
10 |
1,967.26 |
1,906.02 |
61.24 |
3.2% |
19.05 |
1.0% |
2% |
False |
True |
5,660 |
20 |
1,983.19 |
1,906.02 |
77.17 |
4.0% |
20.74 |
1.1% |
2% |
False |
True |
5,673 |
40 |
2,059.31 |
1,906.02 |
153.29 |
8.0% |
22.69 |
1.2% |
1% |
False |
True |
5,586 |
60 |
2,059.31 |
1,906.02 |
153.29 |
8.0% |
23.84 |
1.3% |
1% |
False |
True |
5,527 |
80 |
2,059.31 |
1,809.69 |
249.62 |
13.1% |
25.70 |
1.3% |
39% |
False |
False |
5,481 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.54 |
1.3% |
40% |
False |
False |
5,487 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.42 |
1.3% |
40% |
False |
False |
5,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.04 |
2.618 |
1,944.62 |
1.618 |
1,933.95 |
1.000 |
1,927.36 |
0.618 |
1,923.28 |
HIGH |
1,916.69 |
0.618 |
1,912.61 |
0.500 |
1,911.36 |
0.382 |
1,910.10 |
LOW |
1,906.02 |
0.618 |
1,899.43 |
1.000 |
1,895.35 |
1.618 |
1,888.76 |
2.618 |
1,878.09 |
4.250 |
1,860.67 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,911.36 |
1,919.52 |
PP |
1,910.01 |
1,915.45 |
S1 |
1,908.66 |
1,911.38 |
|