| 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 |
15,057.75 |
14,875.00 |
-182.75 |
-1.2% |
15,303.25 |
| High |
15,152.50 |
15,139.25 |
-13.25 |
-0.1% |
15,322.50 |
| Low |
14,853.50 |
14,862.25 |
8.75 |
0.1% |
14,964.00 |
| Close |
14,856.50 |
15,111.50 |
255.00 |
1.7% |
15,058.25 |
| Range |
299.00 |
277.00 |
-22.00 |
-7.4% |
358.50 |
| ATR |
247.14 |
249.68 |
2.54 |
1.0% |
0.00 |
| Volume |
649,993 |
569,198 |
-80,795 |
-12.4% |
2,525,195 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,868.75 |
15,767.00 |
15,263.75 |
|
| R3 |
15,591.75 |
15,490.00 |
15,187.75 |
|
| R2 |
15,314.75 |
15,314.75 |
15,162.25 |
|
| R1 |
15,213.00 |
15,213.00 |
15,137.00 |
15,264.00 |
| PP |
15,037.75 |
15,037.75 |
15,037.75 |
15,063.00 |
| S1 |
14,936.00 |
14,936.00 |
15,086.00 |
14,987.00 |
| S2 |
14,760.75 |
14,760.75 |
15,060.75 |
|
| S3 |
14,483.75 |
14,659.00 |
15,035.25 |
|
| S4 |
14,206.75 |
14,382.00 |
14,959.25 |
|
|
| 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 |
15,273.25 |
14,853.50 |
419.75 |
2.8% |
274.25 |
1.8% |
61% |
False |
False |
618,300 |
| 10 |
15,475.50 |
14,853.50 |
622.00 |
4.1% |
261.50 |
1.7% |
41% |
False |
False |
657,122 |
| 20 |
15,475.50 |
14,420.00 |
1,055.50 |
7.0% |
246.50 |
1.6% |
66% |
False |
False |
370,772 |
| 40 |
15,475.50 |
13,146.50 |
2,329.00 |
15.4% |
223.00 |
1.5% |
84% |
False |
False |
186,085 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.7% |
213.00 |
1.4% |
86% |
False |
False |
124,229 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.5% |
226.00 |
1.5% |
90% |
False |
False |
93,280 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.5% |
225.00 |
1.5% |
90% |
False |
False |
74,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,316.50 |
|
2.618 |
15,864.50 |
|
1.618 |
15,587.50 |
|
1.000 |
15,416.25 |
|
0.618 |
15,310.50 |
|
HIGH |
15,139.25 |
|
0.618 |
15,033.50 |
|
0.500 |
15,000.75 |
|
0.382 |
14,968.00 |
|
LOW |
14,862.25 |
|
0.618 |
14,691.00 |
|
1.000 |
14,585.25 |
|
1.618 |
14,414.00 |
|
2.618 |
14,137.00 |
|
4.250 |
13,685.00 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,074.50 |
15,089.25 |
| PP |
15,037.75 |
15,067.00 |
| S1 |
15,000.75 |
15,044.75 |
|