Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,932.7 |
1,923.1 |
-9.6 |
-0.5% |
1,970.7 |
High |
1,940.3 |
1,926.1 |
-14.2 |
-0.7% |
1,971.8 |
Low |
1,919.8 |
1,911.4 |
-8.4 |
-0.4% |
1,919.5 |
Close |
1,923.8 |
1,922.2 |
-1.6 |
-0.1% |
1,929.6 |
Range |
20.5 |
14.7 |
-5.8 |
-28.3% |
52.3 |
ATR |
24.9 |
24.2 |
-0.7 |
-2.9% |
0.0 |
Volume |
180,436 |
162,493 |
-17,943 |
-9.9% |
790,801 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.0 |
1,957.8 |
1,930.3 |
|
R3 |
1,949.3 |
1,943.1 |
1,926.2 |
|
R2 |
1,934.6 |
1,934.6 |
1,924.9 |
|
R1 |
1,928.4 |
1,928.4 |
1,923.5 |
1,924.2 |
PP |
1,919.9 |
1,919.9 |
1,919.9 |
1,917.8 |
S1 |
1,913.7 |
1,913.7 |
1,920.9 |
1,909.5 |
S2 |
1,905.2 |
1,905.2 |
1,919.5 |
|
S3 |
1,890.5 |
1,899.0 |
1,918.2 |
|
S4 |
1,875.8 |
1,884.3 |
1,914.1 |
|
|
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 |
1,949.0 |
1,911.4 |
37.6 |
2.0% |
20.0 |
1.0% |
29% |
False |
True |
169,867 |
10 |
1,980.4 |
1,911.4 |
69.0 |
3.6% |
22.5 |
1.2% |
16% |
False |
True |
190,807 |
20 |
2,000.7 |
1,911.4 |
89.3 |
4.6% |
24.1 |
1.3% |
12% |
False |
True |
182,556 |
40 |
2,102.2 |
1,911.4 |
190.8 |
9.9% |
26.3 |
1.4% |
6% |
False |
True |
122,075 |
60 |
2,102.2 |
1,911.4 |
190.8 |
9.9% |
27.4 |
1.4% |
6% |
False |
True |
83,490 |
80 |
2,102.2 |
1,848.6 |
253.6 |
13.2% |
28.7 |
1.5% |
29% |
False |
False |
63,448 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.3 |
1.4% |
30% |
False |
False |
51,074 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.0 |
1.4% |
30% |
False |
False |
42,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.6 |
2.618 |
1,964.6 |
1.618 |
1,949.9 |
1.000 |
1,940.8 |
0.618 |
1,935.2 |
HIGH |
1,926.1 |
0.618 |
1,920.5 |
0.500 |
1,918.8 |
0.382 |
1,917.0 |
LOW |
1,911.4 |
0.618 |
1,902.3 |
1.000 |
1,896.7 |
1.618 |
1,887.6 |
2.618 |
1,872.9 |
4.250 |
1,848.9 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,921.1 |
1,927.4 |
PP |
1,919.9 |
1,925.7 |
S1 |
1,918.8 |
1,923.9 |
|