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 |
4,305.0 |
4,314.0 |
9.0 |
0.2% |
4,389.0 |
High |
4,321.0 |
4,356.0 |
35.0 |
0.8% |
4,392.0 |
Low |
4,262.0 |
4,297.0 |
35.0 |
0.8% |
4,275.0 |
Close |
4,306.0 |
4,333.0 |
27.0 |
0.6% |
4,291.0 |
Range |
59.0 |
59.0 |
0.0 |
0.0% |
117.0 |
ATR |
50.6 |
51.2 |
0.6 |
1.2% |
0.0 |
Volume |
667,505 |
590,049 |
-77,456 |
-11.6% |
2,762,116 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.7 |
4,478.3 |
4,365.5 |
|
R3 |
4,446.7 |
4,419.3 |
4,349.2 |
|
R2 |
4,387.7 |
4,387.7 |
4,343.8 |
|
R1 |
4,360.3 |
4,360.3 |
4,338.4 |
4,374.0 |
PP |
4,328.7 |
4,328.7 |
4,328.7 |
4,335.5 |
S1 |
4,301.3 |
4,301.3 |
4,327.6 |
4,315.0 |
S2 |
4,269.7 |
4,269.7 |
4,322.2 |
|
S3 |
4,210.7 |
4,242.3 |
4,316.8 |
|
S4 |
4,151.7 |
4,183.3 |
4,300.6 |
|
|
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 |
4,380.0 |
4,262.0 |
118.0 |
2.7% |
54.2 |
1.3% |
60% |
False |
False |
689,600 |
10 |
4,438.0 |
4,262.0 |
176.0 |
4.1% |
48.6 |
1.1% |
40% |
False |
False |
920,061 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
47.0 |
1.1% |
47% |
False |
False |
564,800 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
44.3 |
1.0% |
47% |
False |
False |
283,335 |
60 |
4,438.0 |
4,150.0 |
288.0 |
6.6% |
38.5 |
0.9% |
64% |
False |
False |
189,883 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.8% |
39.0 |
0.9% |
78% |
False |
False |
142,509 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.8% |
31.2 |
0.7% |
78% |
False |
False |
114,007 |
120 |
4,438.0 |
3,927.0 |
511.0 |
11.8% |
26.0 |
0.6% |
79% |
False |
False |
95,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,606.8 |
2.618 |
4,510.5 |
1.618 |
4,451.5 |
1.000 |
4,415.0 |
0.618 |
4,392.5 |
HIGH |
4,356.0 |
0.618 |
4,333.5 |
0.500 |
4,326.5 |
0.382 |
4,319.5 |
LOW |
4,297.0 |
0.618 |
4,260.5 |
1.000 |
4,238.0 |
1.618 |
4,201.5 |
2.618 |
4,142.5 |
4.250 |
4,046.3 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,330.8 |
4,325.0 |
PP |
4,328.7 |
4,317.0 |
S1 |
4,326.5 |
4,309.0 |
|