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 |
1,866.3 |
1,835.1 |
-31.2 |
-1.7% |
1,898.0 |
High |
1,867.8 |
1,858.7 |
-9.1 |
-0.5% |
1,898.0 |
Low |
1,830.7 |
1,825.1 |
-5.6 |
-0.3% |
1,830.7 |
Close |
1,834.6 |
1,838.4 |
3.8 |
0.2% |
1,834.6 |
Range |
37.1 |
33.6 |
-3.5 |
-9.4% |
67.3 |
ATR |
34.6 |
34.6 |
-0.1 |
-0.2% |
0.0 |
Volume |
262,032 |
198,695 |
-63,337 |
-24.2% |
766,765 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.5 |
1,923.6 |
1,856.9 |
|
R3 |
1,907.9 |
1,890.0 |
1,847.6 |
|
R2 |
1,874.3 |
1,874.3 |
1,844.6 |
|
R1 |
1,856.4 |
1,856.4 |
1,841.5 |
1,865.4 |
PP |
1,840.7 |
1,840.7 |
1,840.7 |
1,845.2 |
S1 |
1,822.8 |
1,822.8 |
1,835.3 |
1,831.8 |
S2 |
1,807.1 |
1,807.1 |
1,832.2 |
|
S3 |
1,773.5 |
1,789.2 |
1,829.2 |
|
S4 |
1,739.9 |
1,755.6 |
1,819.9 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.3 |
2,012.8 |
1,871.6 |
|
R3 |
1,989.0 |
1,945.5 |
1,853.1 |
|
R2 |
1,921.7 |
1,921.7 |
1,846.9 |
|
R1 |
1,878.2 |
1,878.2 |
1,840.8 |
1,866.3 |
PP |
1,854.4 |
1,854.4 |
1,854.4 |
1,848.5 |
S1 |
1,810.9 |
1,810.9 |
1,828.4 |
1,799.0 |
S2 |
1,787.1 |
1,787.1 |
1,822.3 |
|
S3 |
1,719.8 |
1,743.6 |
1,816.1 |
|
S4 |
1,652.5 |
1,676.3 |
1,797.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,898.0 |
1,825.1 |
72.9 |
4.0% |
29.4 |
1.6% |
18% |
False |
True |
193,092 |
10 |
1,929.1 |
1,825.1 |
104.0 |
5.7% |
32.6 |
1.8% |
13% |
False |
True |
248,802 |
20 |
1,929.1 |
1,755.0 |
174.1 |
9.5% |
36.2 |
2.0% |
48% |
False |
False |
136,789 |
40 |
1,929.1 |
1,723.4 |
205.7 |
11.2% |
35.2 |
1.9% |
56% |
False |
False |
68,519 |
60 |
1,929.1 |
1,723.4 |
205.7 |
11.2% |
33.1 |
1.8% |
56% |
False |
False |
45,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.5 |
2.618 |
1,946.7 |
1.618 |
1,913.1 |
1.000 |
1,892.3 |
0.618 |
1,879.5 |
HIGH |
1,858.7 |
0.618 |
1,845.9 |
0.500 |
1,841.9 |
0.382 |
1,837.9 |
LOW |
1,825.1 |
0.618 |
1,804.3 |
1.000 |
1,791.5 |
1.618 |
1,770.7 |
2.618 |
1,737.1 |
4.250 |
1,682.3 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,841.9 |
1,854.0 |
PP |
1,840.7 |
1,848.8 |
S1 |
1,839.6 |
1,843.6 |
|