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 |
1,922.9 |
1,927.0 |
4.1 |
0.2% |
1,958.6 |
High |
1,928.5 |
1,929.4 |
0.9 |
0.0% |
1,958.6 |
Low |
1,922.5 |
1,912.7 |
-9.8 |
-0.5% |
1,912.1 |
Close |
1,923.7 |
1,914.0 |
-9.7 |
-0.5% |
1,919.1 |
Range |
6.0 |
16.7 |
10.7 |
178.3% |
46.5 |
ATR |
21.9 |
21.6 |
-0.4 |
-1.7% |
0.0 |
Volume |
71 |
49 |
-22 |
-31.0% |
1,092 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.8 |
1,958.1 |
1,923.2 |
|
R3 |
1,952.1 |
1,941.4 |
1,918.6 |
|
R2 |
1,935.4 |
1,935.4 |
1,917.1 |
|
R1 |
1,924.7 |
1,924.7 |
1,915.5 |
1,921.7 |
PP |
1,918.7 |
1,918.7 |
1,918.7 |
1,917.2 |
S1 |
1,908.0 |
1,908.0 |
1,912.5 |
1,905.0 |
S2 |
1,902.0 |
1,902.0 |
1,910.9 |
|
S3 |
1,885.3 |
1,891.3 |
1,909.4 |
|
S4 |
1,868.6 |
1,874.6 |
1,904.8 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.4 |
2,040.8 |
1,944.7 |
|
R3 |
2,022.9 |
1,994.3 |
1,931.9 |
|
R2 |
1,976.4 |
1,976.4 |
1,927.6 |
|
R1 |
1,947.8 |
1,947.8 |
1,923.4 |
1,938.9 |
PP |
1,929.9 |
1,929.9 |
1,929.9 |
1,925.5 |
S1 |
1,901.3 |
1,901.3 |
1,914.8 |
1,892.4 |
S2 |
1,883.4 |
1,883.4 |
1,910.6 |
|
S3 |
1,836.9 |
1,854.8 |
1,906.3 |
|
S4 |
1,790.4 |
1,808.3 |
1,893.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,936.8 |
1,912.1 |
24.7 |
1.3% |
12.4 |
0.6% |
8% |
False |
False |
203 |
10 |
1,967.5 |
1,912.1 |
55.4 |
2.9% |
17.7 |
0.9% |
3% |
False |
False |
220 |
20 |
1,983.0 |
1,912.1 |
70.9 |
3.7% |
19.9 |
1.0% |
3% |
False |
False |
2,440 |
40 |
2,085.4 |
1,912.1 |
173.3 |
9.1% |
24.2 |
1.3% |
1% |
False |
False |
113,591 |
60 |
2,085.4 |
1,912.1 |
173.3 |
9.1% |
26.1 |
1.4% |
1% |
False |
False |
139,916 |
80 |
2,085.4 |
1,830.2 |
255.2 |
13.3% |
28.2 |
1.5% |
33% |
False |
False |
124,068 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.5% |
27.4 |
1.4% |
34% |
False |
False |
100,556 |
120 |
2,085.4 |
1,827.6 |
257.8 |
13.5% |
27.1 |
1.4% |
34% |
False |
False |
84,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.4 |
2.618 |
1,973.1 |
1.618 |
1,956.4 |
1.000 |
1,946.1 |
0.618 |
1,939.7 |
HIGH |
1,929.4 |
0.618 |
1,923.0 |
0.500 |
1,921.1 |
0.382 |
1,919.1 |
LOW |
1,912.7 |
0.618 |
1,902.4 |
1.000 |
1,896.0 |
1.618 |
1,885.7 |
2.618 |
1,869.0 |
4.250 |
1,841.7 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,921.1 |
1,922.6 |
PP |
1,918.7 |
1,919.7 |
S1 |
1,916.4 |
1,916.9 |
|