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 |
7,474.0 |
7,480.5 |
6.5 |
0.1% |
7,638.0 |
High |
7,488.5 |
7,509.5 |
21.0 |
0.3% |
7,639.5 |
Low |
7,408.5 |
7,438.0 |
29.5 |
0.4% |
7,450.5 |
Close |
7,461.5 |
7,478.0 |
16.5 |
0.2% |
7,471.0 |
Range |
80.0 |
71.5 |
-8.5 |
-10.6% |
189.0 |
ATR |
67.8 |
68.1 |
0.3 |
0.4% |
0.0 |
Volume |
80,818 |
75,611 |
-5,207 |
-6.4% |
407,685 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,689.5 |
7,655.5 |
7,517.5 |
|
R3 |
7,618.0 |
7,584.0 |
7,497.5 |
|
R2 |
7,546.5 |
7,546.5 |
7,491.0 |
|
R1 |
7,512.5 |
7,512.5 |
7,484.5 |
7,494.0 |
PP |
7,475.0 |
7,475.0 |
7,475.0 |
7,466.0 |
S1 |
7,441.0 |
7,441.0 |
7,471.5 |
7,422.0 |
S2 |
7,403.5 |
7,403.5 |
7,465.0 |
|
S3 |
7,332.0 |
7,369.5 |
7,458.5 |
|
S4 |
7,260.5 |
7,298.0 |
7,438.5 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,087.5 |
7,968.0 |
7,575.0 |
|
R3 |
7,898.5 |
7,779.0 |
7,523.0 |
|
R2 |
7,709.5 |
7,709.5 |
7,505.5 |
|
R1 |
7,590.0 |
7,590.0 |
7,488.5 |
7,555.0 |
PP |
7,520.5 |
7,520.5 |
7,520.5 |
7,503.0 |
S1 |
7,401.0 |
7,401.0 |
7,453.5 |
7,366.0 |
S2 |
7,331.5 |
7,331.5 |
7,436.5 |
|
S3 |
7,142.5 |
7,212.0 |
7,419.0 |
|
S4 |
6,953.5 |
7,023.0 |
7,367.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,591.0 |
7,408.5 |
182.5 |
2.4% |
76.5 |
1.0% |
38% |
False |
False |
86,072 |
10 |
7,703.5 |
7,408.5 |
295.0 |
3.9% |
68.0 |
0.9% |
24% |
False |
False |
101,031 |
20 |
7,703.5 |
7,408.5 |
295.0 |
3.9% |
64.5 |
0.9% |
24% |
False |
False |
88,643 |
40 |
7,899.0 |
7,408.5 |
490.5 |
6.6% |
55.0 |
0.7% |
14% |
False |
False |
44,395 |
60 |
7,944.0 |
7,408.5 |
535.5 |
7.2% |
42.5 |
0.6% |
13% |
False |
False |
29,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,813.5 |
2.618 |
7,696.5 |
1.618 |
7,625.0 |
1.000 |
7,581.0 |
0.618 |
7,553.5 |
HIGH |
7,509.5 |
0.618 |
7,482.0 |
0.500 |
7,474.0 |
0.382 |
7,465.5 |
LOW |
7,438.0 |
0.618 |
7,394.0 |
1.000 |
7,366.5 |
1.618 |
7,322.5 |
2.618 |
7,251.0 |
4.250 |
7,134.0 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,476.5 |
7,474.5 |
PP |
7,475.0 |
7,471.0 |
S1 |
7,474.0 |
7,467.5 |
|