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 |
1,936.3 |
1,932.7 |
-3.6 |
-0.2% |
1,970.7 |
High |
1,943.4 |
1,940.3 |
-3.1 |
-0.2% |
1,971.8 |
Low |
1,931.1 |
1,919.8 |
-11.3 |
-0.6% |
1,919.5 |
Close |
1,933.8 |
1,923.8 |
-10.0 |
-0.5% |
1,929.6 |
Range |
12.3 |
20.5 |
8.2 |
66.7% |
52.3 |
ATR |
25.2 |
24.9 |
-0.3 |
-1.3% |
0.0 |
Volume |
147,769 |
180,436 |
32,667 |
22.1% |
790,801 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.5 |
1,977.1 |
1,935.1 |
|
R3 |
1,969.0 |
1,956.6 |
1,929.4 |
|
R2 |
1,948.5 |
1,948.5 |
1,927.6 |
|
R1 |
1,936.1 |
1,936.1 |
1,925.7 |
1,932.1 |
PP |
1,928.0 |
1,928.0 |
1,928.0 |
1,925.9 |
S1 |
1,915.6 |
1,915.6 |
1,921.9 |
1,911.6 |
S2 |
1,907.5 |
1,907.5 |
1,920.0 |
|
S3 |
1,887.0 |
1,895.1 |
1,918.2 |
|
S4 |
1,866.5 |
1,874.6 |
1,912.5 |
|
|
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 |
1,950.4 |
1,919.5 |
30.9 |
1.6% |
21.3 |
1.1% |
14% |
False |
False |
173,773 |
10 |
1,985.9 |
1,919.5 |
66.4 |
3.5% |
24.4 |
1.3% |
6% |
False |
False |
194,398 |
20 |
2,000.7 |
1,919.5 |
81.2 |
4.2% |
25.0 |
1.3% |
5% |
False |
False |
187,650 |
40 |
2,102.2 |
1,919.5 |
182.7 |
9.5% |
26.6 |
1.4% |
2% |
False |
False |
118,215 |
60 |
2,102.2 |
1,919.5 |
182.7 |
9.5% |
27.5 |
1.4% |
2% |
False |
False |
80,851 |
80 |
2,102.2 |
1,848.6 |
253.6 |
13.2% |
28.8 |
1.5% |
30% |
False |
False |
61,447 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.7 |
1.4% |
30% |
False |
False |
49,466 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.1 |
1.4% |
30% |
False |
False |
41,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.4 |
2.618 |
1,994.0 |
1.618 |
1,973.5 |
1.000 |
1,960.8 |
0.618 |
1,953.0 |
HIGH |
1,940.3 |
0.618 |
1,932.5 |
0.500 |
1,930.1 |
0.382 |
1,927.6 |
LOW |
1,919.8 |
0.618 |
1,907.1 |
1.000 |
1,899.3 |
1.618 |
1,886.6 |
2.618 |
1,866.1 |
4.250 |
1,832.7 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,930.1 |
1,934.3 |
PP |
1,928.0 |
1,930.8 |
S1 |
1,925.9 |
1,927.3 |
|