Trading Metrics calculated at close of trading on 29-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,923.1 |
1,916.5 |
-6.6 |
-0.3% |
1,970.7 |
High |
1,926.1 |
1,921.3 |
-4.8 |
-0.2% |
1,971.8 |
Low |
1,911.4 |
1,900.6 |
-10.8 |
-0.6% |
1,919.5 |
Close |
1,922.2 |
1,917.9 |
-4.3 |
-0.2% |
1,929.6 |
Range |
14.7 |
20.7 |
6.0 |
40.8% |
52.3 |
ATR |
24.2 |
24.0 |
-0.2 |
-0.8% |
0.0 |
Volume |
162,493 |
205,252 |
42,759 |
26.3% |
790,801 |
|
Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.4 |
1,967.3 |
1,929.3 |
|
R3 |
1,954.7 |
1,946.6 |
1,923.6 |
|
R2 |
1,934.0 |
1,934.0 |
1,921.7 |
|
R1 |
1,925.9 |
1,925.9 |
1,919.8 |
1,930.0 |
PP |
1,913.3 |
1,913.3 |
1,913.3 |
1,915.3 |
S1 |
1,905.2 |
1,905.2 |
1,916.0 |
1,909.3 |
S2 |
1,892.6 |
1,892.6 |
1,914.1 |
|
S3 |
1,871.9 |
1,884.5 |
1,912.2 |
|
S4 |
1,851.2 |
1,863.8 |
1,906.5 |
|
|
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 |
1,949.0 |
1,900.6 |
48.4 |
2.5% |
19.5 |
1.0% |
36% |
False |
True |
176,562 |
10 |
1,980.4 |
1,900.6 |
79.8 |
4.2% |
22.5 |
1.2% |
22% |
False |
True |
191,361 |
20 |
2,000.7 |
1,900.6 |
100.1 |
5.2% |
24.1 |
1.3% |
17% |
False |
True |
182,431 |
40 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
25.7 |
1.3% |
9% |
False |
True |
126,872 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
27.0 |
1.4% |
9% |
False |
True |
86,839 |
80 |
2,102.2 |
1,848.6 |
253.6 |
13.2% |
28.8 |
1.5% |
27% |
False |
False |
65,973 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
26.9 |
1.4% |
28% |
False |
False |
53,105 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
26.9 |
1.4% |
28% |
False |
False |
44,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.3 |
2.618 |
1,975.5 |
1.618 |
1,954.8 |
1.000 |
1,942.0 |
0.618 |
1,934.1 |
HIGH |
1,921.3 |
0.618 |
1,913.4 |
0.500 |
1,911.0 |
0.382 |
1,908.5 |
LOW |
1,900.6 |
0.618 |
1,887.8 |
1.000 |
1,879.9 |
1.618 |
1,867.1 |
2.618 |
1,846.4 |
4.250 |
1,812.6 |
|
|
Fisher Pivots for day following 29-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,915.6 |
1,920.5 |
PP |
1,913.3 |
1,919.6 |
S1 |
1,911.0 |
1,918.8 |
|