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 |
30,935 |
30,450 |
-485 |
-1.6% |
26,570 |
High |
31,060 |
31,435 |
375 |
1.2% |
31,850 |
Low |
30,315 |
30,440 |
125 |
0.4% |
26,465 |
Close |
30,600 |
31,040 |
440 |
1.4% |
31,355 |
Range |
745 |
995 |
250 |
33.6% |
5,385 |
ATR |
1,272 |
1,252 |
-20 |
-1.6% |
0 |
Volume |
5,369 |
5,565 |
196 |
3.7% |
6,136 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,957 |
33,493 |
31,587 |
|
R3 |
32,962 |
32,498 |
31,314 |
|
R2 |
31,967 |
31,967 |
31,222 |
|
R1 |
31,503 |
31,503 |
31,131 |
31,735 |
PP |
30,972 |
30,972 |
30,972 |
31,088 |
S1 |
30,508 |
30,508 |
30,949 |
30,740 |
S2 |
29,977 |
29,977 |
30,858 |
|
S3 |
28,982 |
29,513 |
30,766 |
|
S4 |
27,987 |
28,518 |
30,493 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46,045 |
44,085 |
34,317 |
|
R3 |
40,660 |
38,700 |
32,836 |
|
R2 |
35,275 |
35,275 |
32,342 |
|
R1 |
33,315 |
33,315 |
31,849 |
34,295 |
PP |
29,890 |
29,890 |
29,890 |
30,380 |
S1 |
27,930 |
27,930 |
30,861 |
28,910 |
S2 |
24,505 |
24,505 |
30,368 |
|
S3 |
19,120 |
22,545 |
29,874 |
|
S4 |
13,735 |
17,160 |
28,393 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,850 |
28,445 |
3,405 |
11.0% |
1,408 |
4.5% |
76% |
False |
False |
3,124 |
10 |
31,850 |
24,920 |
6,930 |
22.3% |
1,347 |
4.3% |
88% |
False |
False |
1,914 |
20 |
31,850 |
24,920 |
6,930 |
22.3% |
1,210 |
3.9% |
88% |
False |
False |
1,185 |
40 |
31,850 |
24,920 |
6,930 |
22.3% |
1,020 |
3.3% |
88% |
False |
False |
734 |
60 |
31,850 |
24,920 |
6,930 |
22.3% |
928 |
3.0% |
88% |
False |
False |
493 |
80 |
31,850 |
20,110 |
11,740 |
37.8% |
892 |
2.9% |
93% |
False |
False |
370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,664 |
2.618 |
34,040 |
1.618 |
33,045 |
1.000 |
32,430 |
0.618 |
32,050 |
HIGH |
31,435 |
0.618 |
31,055 |
0.500 |
30,938 |
0.382 |
30,820 |
LOW |
30,440 |
0.618 |
29,825 |
1.000 |
29,445 |
1.618 |
28,830 |
2.618 |
27,835 |
4.250 |
26,211 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
31,006 |
31,030 |
PP |
30,972 |
31,020 |
S1 |
30,938 |
31,010 |
|