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 |
15,980.0 |
15,953.0 |
-27.0 |
-0.2% |
16,340.0 |
High |
16,007.0 |
16,051.0 |
44.0 |
0.3% |
16,354.0 |
Low |
15,833.0 |
15,879.0 |
46.0 |
0.3% |
15,855.0 |
Close |
15,934.0 |
15,980.0 |
46.0 |
0.3% |
15,944.0 |
Range |
174.0 |
172.0 |
-2.0 |
-1.1% |
499.0 |
ATR |
180.4 |
179.8 |
-0.6 |
-0.3% |
0.0 |
Volume |
57,304 |
52,005 |
-5,299 |
-9.2% |
244,185 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,486.0 |
16,405.0 |
16,074.6 |
|
R3 |
16,314.0 |
16,233.0 |
16,027.3 |
|
R2 |
16,142.0 |
16,142.0 |
16,011.5 |
|
R1 |
16,061.0 |
16,061.0 |
15,995.8 |
16,101.5 |
PP |
15,970.0 |
15,970.0 |
15,970.0 |
15,990.3 |
S1 |
15,889.0 |
15,889.0 |
15,964.2 |
15,929.5 |
S2 |
15,798.0 |
15,798.0 |
15,948.5 |
|
S3 |
15,626.0 |
15,717.0 |
15,932.7 |
|
S4 |
15,454.0 |
15,545.0 |
15,885.4 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,548.0 |
17,245.0 |
16,218.5 |
|
R3 |
17,049.0 |
16,746.0 |
16,081.2 |
|
R2 |
16,550.0 |
16,550.0 |
16,035.5 |
|
R1 |
16,247.0 |
16,247.0 |
15,989.7 |
16,149.0 |
PP |
16,051.0 |
16,051.0 |
16,051.0 |
16,002.0 |
S1 |
15,748.0 |
15,748.0 |
15,898.3 |
15,650.0 |
S2 |
15,552.0 |
15,552.0 |
15,852.5 |
|
S3 |
15,053.0 |
15,249.0 |
15,806.8 |
|
S4 |
14,554.0 |
14,750.0 |
15,669.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,295.0 |
15,833.0 |
462.0 |
2.9% |
193.6 |
1.2% |
32% |
False |
False |
60,671 |
10 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
179.2 |
1.1% |
20% |
False |
False |
54,851 |
20 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
163.8 |
1.0% |
25% |
False |
False |
29,563 |
40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
141.9 |
0.9% |
25% |
False |
False |
14,823 |
60 |
16,572.0 |
15,440.0 |
1,132.0 |
7.1% |
123.2 |
0.8% |
48% |
False |
False |
9,887 |
80 |
16,572.0 |
14,978.0 |
1,594.0 |
10.0% |
103.8 |
0.6% |
63% |
False |
False |
7,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,782.0 |
2.618 |
16,501.3 |
1.618 |
16,329.3 |
1.000 |
16,223.0 |
0.618 |
16,157.3 |
HIGH |
16,051.0 |
0.618 |
15,985.3 |
0.500 |
15,965.0 |
0.382 |
15,944.7 |
LOW |
15,879.0 |
0.618 |
15,772.7 |
1.000 |
15,707.0 |
1.618 |
15,600.7 |
2.618 |
15,428.7 |
4.250 |
15,148.0 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
15,975.0 |
15,977.3 |
PP |
15,970.0 |
15,974.7 |
S1 |
15,965.0 |
15,972.0 |
|