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 |
4,334.0 |
4,305.0 |
-29.0 |
-0.7% |
4,389.0 |
High |
4,334.0 |
4,321.0 |
-13.0 |
-0.3% |
4,392.0 |
Low |
4,275.0 |
4,262.0 |
-13.0 |
-0.3% |
4,275.0 |
Close |
4,291.0 |
4,306.0 |
15.0 |
0.3% |
4,291.0 |
Range |
59.0 |
59.0 |
0.0 |
0.0% |
117.0 |
ATR |
49.9 |
50.6 |
0.6 |
1.3% |
0.0 |
Volume |
738,189 |
667,505 |
-70,684 |
-9.6% |
2,762,116 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,473.3 |
4,448.7 |
4,338.5 |
|
R3 |
4,414.3 |
4,389.7 |
4,322.2 |
|
R2 |
4,355.3 |
4,355.3 |
4,316.8 |
|
R1 |
4,330.7 |
4,330.7 |
4,311.4 |
4,343.0 |
PP |
4,296.3 |
4,296.3 |
4,296.3 |
4,302.5 |
S1 |
4,271.7 |
4,271.7 |
4,300.6 |
4,284.0 |
S2 |
4,237.3 |
4,237.3 |
4,295.2 |
|
S3 |
4,178.3 |
4,212.7 |
4,289.8 |
|
S4 |
4,119.3 |
4,153.7 |
4,273.6 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,670.3 |
4,597.7 |
4,355.4 |
|
R3 |
4,553.3 |
4,480.7 |
4,323.2 |
|
R2 |
4,436.3 |
4,436.3 |
4,312.5 |
|
R1 |
4,363.7 |
4,363.7 |
4,301.7 |
4,341.5 |
PP |
4,319.3 |
4,319.3 |
4,319.3 |
4,308.3 |
S1 |
4,246.7 |
4,246.7 |
4,280.3 |
4,224.5 |
S2 |
4,202.3 |
4,202.3 |
4,269.6 |
|
S3 |
4,085.3 |
4,129.7 |
4,258.8 |
|
S4 |
3,968.3 |
4,012.7 |
4,226.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,392.0 |
4,262.0 |
130.0 |
3.0% |
48.0 |
1.1% |
34% |
False |
True |
685,924 |
10 |
4,438.0 |
4,262.0 |
176.0 |
4.1% |
46.2 |
1.1% |
25% |
False |
True |
997,672 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.6% |
48.3 |
1.1% |
33% |
False |
False |
535,526 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.6% |
44.0 |
1.0% |
33% |
False |
False |
269,147 |
60 |
4,438.0 |
4,122.0 |
316.0 |
7.3% |
38.0 |
0.9% |
58% |
False |
False |
180,049 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.9% |
38.2 |
0.9% |
72% |
False |
False |
135,133 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.9% |
30.6 |
0.7% |
72% |
False |
False |
108,106 |
120 |
4,438.0 |
3,855.0 |
583.0 |
13.5% |
25.5 |
0.6% |
77% |
False |
False |
90,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,571.8 |
2.618 |
4,475.5 |
1.618 |
4,416.5 |
1.000 |
4,380.0 |
0.618 |
4,357.5 |
HIGH |
4,321.0 |
0.618 |
4,298.5 |
0.500 |
4,291.5 |
0.382 |
4,284.5 |
LOW |
4,262.0 |
0.618 |
4,225.5 |
1.000 |
4,203.0 |
1.618 |
4,166.5 |
2.618 |
4,107.5 |
4.250 |
4,011.3 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,301.2 |
4,305.3 |
PP |
4,296.3 |
4,304.7 |
S1 |
4,291.5 |
4,304.0 |
|