Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,923.5 |
1,936.3 |
12.8 |
0.7% |
1,970.7 |
High |
1,949.0 |
1,943.4 |
-5.6 |
-0.3% |
1,971.8 |
Low |
1,919.5 |
1,931.1 |
11.6 |
0.6% |
1,919.5 |
Close |
1,929.6 |
1,933.8 |
4.2 |
0.2% |
1,929.6 |
Range |
29.5 |
12.3 |
-17.2 |
-58.3% |
52.3 |
ATR |
26.1 |
25.2 |
-0.9 |
-3.4% |
0.0 |
Volume |
186,861 |
147,769 |
-39,092 |
-20.9% |
790,801 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,973.0 |
1,965.7 |
1,940.6 |
|
R3 |
1,960.7 |
1,953.4 |
1,937.2 |
|
R2 |
1,948.4 |
1,948.4 |
1,936.1 |
|
R1 |
1,941.1 |
1,941.1 |
1,934.9 |
1,938.6 |
PP |
1,936.1 |
1,936.1 |
1,936.1 |
1,934.9 |
S1 |
1,928.8 |
1,928.8 |
1,932.7 |
1,926.3 |
S2 |
1,923.8 |
1,923.8 |
1,931.5 |
|
S3 |
1,911.5 |
1,916.5 |
1,930.4 |
|
S4 |
1,899.2 |
1,904.2 |
1,927.0 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.2 |
2,065.7 |
1,958.4 |
|
R3 |
2,044.9 |
2,013.4 |
1,944.0 |
|
R2 |
1,992.6 |
1,992.6 |
1,939.2 |
|
R1 |
1,961.1 |
1,961.1 |
1,934.4 |
1,950.7 |
PP |
1,940.3 |
1,940.3 |
1,940.3 |
1,935.1 |
S1 |
1,908.8 |
1,908.8 |
1,924.8 |
1,898.4 |
S2 |
1,888.0 |
1,888.0 |
1,920.0 |
|
S3 |
1,835.7 |
1,856.5 |
1,915.2 |
|
S4 |
1,783.4 |
1,804.2 |
1,900.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,971.8 |
1,919.5 |
52.3 |
2.7% |
23.4 |
1.2% |
27% |
False |
False |
187,714 |
10 |
1,985.9 |
1,919.5 |
66.4 |
3.4% |
24.1 |
1.2% |
22% |
False |
False |
188,608 |
20 |
2,000.7 |
1,919.5 |
81.2 |
4.2% |
25.0 |
1.3% |
18% |
False |
False |
185,132 |
40 |
2,102.2 |
1,919.5 |
182.7 |
9.4% |
26.6 |
1.4% |
8% |
False |
False |
114,081 |
60 |
2,102.2 |
1,919.5 |
182.7 |
9.4% |
27.6 |
1.4% |
8% |
False |
False |
77,909 |
80 |
2,102.2 |
1,848.6 |
253.6 |
13.1% |
28.6 |
1.5% |
34% |
False |
False |
59,204 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.8 |
1.4% |
34% |
False |
False |
47,671 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.1 |
1.4% |
34% |
False |
False |
39,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.7 |
2.618 |
1,975.6 |
1.618 |
1,963.3 |
1.000 |
1,955.7 |
0.618 |
1,951.0 |
HIGH |
1,943.4 |
0.618 |
1,938.7 |
0.500 |
1,937.3 |
0.382 |
1,935.8 |
LOW |
1,931.1 |
0.618 |
1,923.5 |
1.000 |
1,918.8 |
1.618 |
1,911.2 |
2.618 |
1,898.9 |
4.250 |
1,878.8 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,937.3 |
1,934.3 |
PP |
1,936.1 |
1,934.1 |
S1 |
1,935.0 |
1,934.0 |
|