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 |
4,314.0 |
4,347.0 |
33.0 |
0.8% |
4,389.0 |
High |
4,356.0 |
4,382.0 |
26.0 |
0.6% |
4,392.0 |
Low |
4,297.0 |
4,343.0 |
46.0 |
1.1% |
4,275.0 |
Close |
4,333.0 |
4,373.0 |
40.0 |
0.9% |
4,291.0 |
Range |
59.0 |
39.0 |
-20.0 |
-33.9% |
117.0 |
ATR |
51.2 |
51.0 |
-0.2 |
-0.3% |
0.0 |
Volume |
590,049 |
658,747 |
68,698 |
11.6% |
2,762,116 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,483.0 |
4,467.0 |
4,394.5 |
|
R3 |
4,444.0 |
4,428.0 |
4,383.7 |
|
R2 |
4,405.0 |
4,405.0 |
4,380.2 |
|
R1 |
4,389.0 |
4,389.0 |
4,376.6 |
4,397.0 |
PP |
4,366.0 |
4,366.0 |
4,366.0 |
4,370.0 |
S1 |
4,350.0 |
4,350.0 |
4,369.4 |
4,358.0 |
S2 |
4,327.0 |
4,327.0 |
4,365.9 |
|
S3 |
4,288.0 |
4,311.0 |
4,362.3 |
|
S4 |
4,249.0 |
4,272.0 |
4,351.6 |
|
|
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 |
4,382.0 |
4,262.0 |
120.0 |
2.7% |
54.8 |
1.3% |
93% |
True |
False |
698,191 |
10 |
4,438.0 |
4,262.0 |
176.0 |
4.0% |
47.9 |
1.1% |
63% |
False |
False |
799,525 |
20 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
46.3 |
1.1% |
67% |
False |
False |
597,466 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
43.8 |
1.0% |
67% |
False |
False |
299,803 |
60 |
4,438.0 |
4,210.0 |
228.0 |
5.2% |
38.2 |
0.9% |
71% |
False |
False |
200,861 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
39.5 |
0.9% |
86% |
False |
False |
150,743 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
31.6 |
0.7% |
86% |
False |
False |
120,594 |
120 |
4,438.0 |
3,927.0 |
511.0 |
11.7% |
26.3 |
0.6% |
87% |
False |
False |
100,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,547.8 |
2.618 |
4,484.1 |
1.618 |
4,445.1 |
1.000 |
4,421.0 |
0.618 |
4,406.1 |
HIGH |
4,382.0 |
0.618 |
4,367.1 |
0.500 |
4,362.5 |
0.382 |
4,357.9 |
LOW |
4,343.0 |
0.618 |
4,318.9 |
1.000 |
4,304.0 |
1.618 |
4,279.9 |
2.618 |
4,240.9 |
4.250 |
4,177.3 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,369.5 |
4,356.0 |
PP |
4,366.0 |
4,339.0 |
S1 |
4,362.5 |
4,322.0 |
|