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 |
15,236.00 |
15,057.75 |
-178.25 |
-1.2% |
15,303.25 |
High |
15,236.00 |
15,152.50 |
-83.50 |
-0.5% |
15,322.50 |
Low |
14,985.25 |
14,853.50 |
-131.75 |
-0.9% |
14,964.00 |
Close |
15,058.25 |
14,856.50 |
-201.75 |
-1.3% |
15,058.25 |
Range |
250.75 |
299.00 |
48.25 |
19.2% |
358.50 |
ATR |
243.15 |
247.14 |
3.99 |
1.6% |
0.00 |
Volume |
620,593 |
649,993 |
29,400 |
4.7% |
2,525,195 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,851.25 |
15,652.75 |
15,021.00 |
|
R3 |
15,552.25 |
15,353.75 |
14,938.75 |
|
R2 |
15,253.25 |
15,253.25 |
14,911.25 |
|
R1 |
15,054.75 |
15,054.75 |
14,884.00 |
15,004.50 |
PP |
14,954.25 |
14,954.25 |
14,954.25 |
14,929.00 |
S1 |
14,755.75 |
14,755.75 |
14,829.00 |
14,705.50 |
S2 |
14,655.25 |
14,655.25 |
14,801.75 |
|
S3 |
14,356.25 |
14,456.75 |
14,774.25 |
|
S4 |
14,057.25 |
14,157.75 |
14,692.00 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,190.50 |
15,982.75 |
15,255.50 |
|
R3 |
15,832.00 |
15,624.25 |
15,156.75 |
|
R2 |
15,473.50 |
15,473.50 |
15,124.00 |
|
R1 |
15,265.75 |
15,265.75 |
15,091.00 |
15,190.50 |
PP |
15,115.00 |
15,115.00 |
15,115.00 |
15,077.25 |
S1 |
14,907.25 |
14,907.25 |
15,025.50 |
14,832.00 |
S2 |
14,756.50 |
14,756.50 |
14,992.50 |
|
S3 |
14,398.00 |
14,548.75 |
14,959.75 |
|
S4 |
14,039.50 |
14,190.25 |
14,861.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,322.50 |
14,853.50 |
469.00 |
3.2% |
258.25 |
1.7% |
1% |
False |
True |
635,037 |
10 |
15,475.50 |
14,732.00 |
743.50 |
5.0% |
261.75 |
1.8% |
17% |
False |
False |
653,513 |
20 |
15,475.50 |
14,091.00 |
1,384.50 |
9.3% |
255.00 |
1.7% |
55% |
False |
False |
342,534 |
40 |
15,475.50 |
13,146.50 |
2,329.00 |
15.7% |
220.25 |
1.5% |
73% |
False |
False |
171,872 |
60 |
15,475.50 |
12,944.50 |
2,531.00 |
17.0% |
212.75 |
1.4% |
76% |
False |
False |
114,756 |
80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.9% |
226.25 |
1.5% |
83% |
False |
False |
86,165 |
100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.9% |
226.75 |
1.5% |
83% |
False |
False |
68,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,423.25 |
2.618 |
15,935.25 |
1.618 |
15,636.25 |
1.000 |
15,451.50 |
0.618 |
15,337.25 |
HIGH |
15,152.50 |
0.618 |
15,038.25 |
0.500 |
15,003.00 |
0.382 |
14,967.75 |
LOW |
14,853.50 |
0.618 |
14,668.75 |
1.000 |
14,554.50 |
1.618 |
14,369.75 |
2.618 |
14,070.75 |
4.250 |
13,582.75 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
15,003.00 |
15,045.75 |
PP |
14,954.25 |
14,982.75 |
S1 |
14,905.25 |
14,919.50 |
|