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 |
30,690 |
30,215 |
-475 |
-1.5% |
26,485 |
High |
30,800 |
31,115 |
315 |
1.0% |
31,655 |
Low |
30,000 |
30,175 |
175 |
0.6% |
26,310 |
Close |
30,315 |
30,705 |
390 |
1.3% |
31,120 |
Range |
800 |
940 |
140 |
17.5% |
5,345 |
ATR |
1,305 |
1,279 |
-26 |
-2.0% |
0 |
Volume |
9,077 |
10,865 |
1,788 |
19.7% |
58,437 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,485 |
33,035 |
31,222 |
|
R3 |
32,545 |
32,095 |
30,964 |
|
R2 |
31,605 |
31,605 |
30,877 |
|
R1 |
31,155 |
31,155 |
30,791 |
31,380 |
PP |
30,665 |
30,665 |
30,665 |
30,778 |
S1 |
30,215 |
30,215 |
30,619 |
30,440 |
S2 |
29,725 |
29,725 |
30,533 |
|
S3 |
28,785 |
29,275 |
30,447 |
|
S4 |
27,845 |
28,335 |
30,188 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,730 |
43,770 |
34,060 |
|
R3 |
40,385 |
38,425 |
32,590 |
|
R2 |
35,040 |
35,040 |
32,100 |
|
R1 |
33,080 |
33,080 |
31,610 |
34,060 |
PP |
29,695 |
29,695 |
29,695 |
30,185 |
S1 |
27,735 |
27,735 |
30,630 |
28,715 |
S2 |
24,350 |
24,350 |
30,140 |
|
S3 |
19,005 |
22,390 |
29,650 |
|
S4 |
13,660 |
17,045 |
28,180 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,655 |
28,250 |
3,405 |
11.1% |
1,412 |
4.6% |
72% |
False |
False |
12,232 |
10 |
31,655 |
24,745 |
6,910 |
22.5% |
1,370 |
4.5% |
86% |
False |
False |
11,027 |
20 |
31,655 |
24,745 |
6,910 |
22.5% |
1,237 |
4.0% |
86% |
False |
False |
9,568 |
40 |
31,655 |
24,745 |
6,910 |
22.5% |
1,107 |
3.6% |
86% |
False |
False |
5,644 |
60 |
31,655 |
24,745 |
6,910 |
22.5% |
1,104 |
3.6% |
86% |
False |
False |
3,871 |
80 |
31,655 |
19,815 |
11,840 |
38.6% |
1,115 |
3.6% |
92% |
False |
False |
2,912 |
100 |
31,655 |
19,815 |
11,840 |
38.6% |
1,049 |
3.4% |
92% |
False |
False |
2,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,110 |
2.618 |
33,576 |
1.618 |
32,636 |
1.000 |
32,055 |
0.618 |
31,696 |
HIGH |
31,115 |
0.618 |
30,756 |
0.500 |
30,645 |
0.382 |
30,534 |
LOW |
30,175 |
0.618 |
29,594 |
1.000 |
29,235 |
1.618 |
28,654 |
2.618 |
27,714 |
4.250 |
26,180 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
30,685 |
30,815 |
PP |
30,665 |
30,778 |
S1 |
30,645 |
30,742 |
|