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 |
4,347.0 |
4,382.0 |
35.0 |
0.8% |
4,389.0 |
High |
4,382.0 |
4,398.0 |
16.0 |
0.4% |
4,392.0 |
Low |
4,343.0 |
4,366.0 |
23.0 |
0.5% |
4,275.0 |
Close |
4,373.0 |
4,380.0 |
7.0 |
0.2% |
4,291.0 |
Range |
39.0 |
32.0 |
-7.0 |
-17.9% |
117.0 |
ATR |
51.0 |
49.6 |
-1.4 |
-2.7% |
0.0 |
Volume |
658,747 |
527,462 |
-131,285 |
-19.9% |
2,762,116 |
|
Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.3 |
4,460.7 |
4,397.6 |
|
R3 |
4,445.3 |
4,428.7 |
4,388.8 |
|
R2 |
4,413.3 |
4,413.3 |
4,385.9 |
|
R1 |
4,396.7 |
4,396.7 |
4,382.9 |
4,389.0 |
PP |
4,381.3 |
4,381.3 |
4,381.3 |
4,377.5 |
S1 |
4,364.7 |
4,364.7 |
4,377.1 |
4,357.0 |
S2 |
4,349.3 |
4,349.3 |
4,374.1 |
|
S3 |
4,317.3 |
4,332.7 |
4,371.2 |
|
S4 |
4,285.3 |
4,300.7 |
4,362.4 |
|
|
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 |
4,398.0 |
4,262.0 |
136.0 |
3.1% |
49.6 |
1.1% |
87% |
True |
False |
636,390 |
10 |
4,438.0 |
4,262.0 |
176.0 |
4.0% |
46.5 |
1.1% |
67% |
False |
False |
741,967 |
20 |
4,438.0 |
4,257.0 |
181.0 |
4.1% |
44.4 |
1.0% |
68% |
False |
False |
622,196 |
40 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
43.3 |
1.0% |
71% |
False |
False |
312,989 |
60 |
4,438.0 |
4,241.0 |
197.0 |
4.5% |
37.9 |
0.9% |
71% |
False |
False |
209,652 |
80 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
39.9 |
0.9% |
88% |
False |
False |
157,336 |
100 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
31.9 |
0.7% |
88% |
False |
False |
125,869 |
120 |
4,438.0 |
3,970.0 |
468.0 |
10.7% |
26.6 |
0.6% |
88% |
False |
False |
104,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,534.0 |
2.618 |
4,481.8 |
1.618 |
4,449.8 |
1.000 |
4,430.0 |
0.618 |
4,417.8 |
HIGH |
4,398.0 |
0.618 |
4,385.8 |
0.500 |
4,382.0 |
0.382 |
4,378.2 |
LOW |
4,366.0 |
0.618 |
4,346.2 |
1.000 |
4,334.0 |
1.618 |
4,314.2 |
2.618 |
4,282.2 |
4.250 |
4,230.0 |
|
|
Fisher Pivots for day following 29-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,382.0 |
4,369.2 |
PP |
4,381.3 |
4,358.3 |
S1 |
4,380.7 |
4,347.5 |
|