| 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 |
1,835.1 |
1,841.2 |
6.1 |
0.3% |
1,898.0 |
| High |
1,858.7 |
1,871.7 |
13.0 |
0.7% |
1,898.0 |
| Low |
1,825.1 |
1,834.1 |
9.0 |
0.5% |
1,830.7 |
| Close |
1,838.4 |
1,865.7 |
27.3 |
1.5% |
1,834.6 |
| Range |
33.6 |
37.6 |
4.0 |
11.9% |
67.3 |
| ATR |
34.6 |
34.8 |
0.2 |
0.6% |
0.0 |
| Volume |
198,695 |
171,363 |
-27,332 |
-13.8% |
766,765 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.0 |
1,955.4 |
1,886.4 |
|
| R3 |
1,932.4 |
1,917.8 |
1,876.0 |
|
| R2 |
1,894.8 |
1,894.8 |
1,872.6 |
|
| R1 |
1,880.2 |
1,880.2 |
1,869.1 |
1,887.5 |
| PP |
1,857.2 |
1,857.2 |
1,857.2 |
1,860.8 |
| S1 |
1,842.6 |
1,842.6 |
1,862.3 |
1,849.9 |
| S2 |
1,819.6 |
1,819.6 |
1,858.8 |
|
| S3 |
1,782.0 |
1,805.0 |
1,855.4 |
|
| S4 |
1,744.4 |
1,767.4 |
1,845.0 |
|
|
| 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 |
1,892.4 |
1,825.1 |
67.3 |
3.6% |
31.4 |
1.7% |
60% |
False |
False |
192,421 |
| 10 |
1,929.1 |
1,825.1 |
104.0 |
5.6% |
33.8 |
1.8% |
39% |
False |
False |
227,064 |
| 20 |
1,929.1 |
1,755.0 |
174.1 |
9.3% |
36.6 |
2.0% |
64% |
False |
False |
145,331 |
| 40 |
1,929.1 |
1,723.4 |
205.7 |
11.0% |
35.2 |
1.9% |
69% |
False |
False |
72,800 |
| 60 |
1,929.1 |
1,723.4 |
205.7 |
11.0% |
33.1 |
1.8% |
69% |
False |
False |
48,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,031.5 |
|
2.618 |
1,970.1 |
|
1.618 |
1,932.5 |
|
1.000 |
1,909.3 |
|
0.618 |
1,894.9 |
|
HIGH |
1,871.7 |
|
0.618 |
1,857.3 |
|
0.500 |
1,852.9 |
|
0.382 |
1,848.5 |
|
LOW |
1,834.1 |
|
0.618 |
1,810.9 |
|
1.000 |
1,796.5 |
|
1.618 |
1,773.3 |
|
2.618 |
1,735.7 |
|
4.250 |
1,674.3 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.4 |
1,859.9 |
| PP |
1,857.2 |
1,854.2 |
| S1 |
1,852.9 |
1,848.4 |
|