Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
7,480.5 |
7,488.0 |
7.5 |
0.1% |
7,638.0 |
High |
7,509.5 |
7,529.5 |
20.0 |
0.3% |
7,639.5 |
Low |
7,438.0 |
7,483.5 |
45.5 |
0.6% |
7,450.5 |
Close |
7,478.0 |
7,514.5 |
36.5 |
0.5% |
7,471.0 |
Range |
71.5 |
46.0 |
-25.5 |
-35.7% |
189.0 |
ATR |
68.1 |
66.9 |
-1.2 |
-1.7% |
0.0 |
Volume |
75,611 |
78,252 |
2,641 |
3.5% |
407,685 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,647.0 |
7,627.0 |
7,540.0 |
|
R3 |
7,601.0 |
7,581.0 |
7,527.0 |
|
R2 |
7,555.0 |
7,555.0 |
7,523.0 |
|
R1 |
7,535.0 |
7,535.0 |
7,518.5 |
7,545.0 |
PP |
7,509.0 |
7,509.0 |
7,509.0 |
7,514.0 |
S1 |
7,489.0 |
7,489.0 |
7,510.5 |
7,499.0 |
S2 |
7,463.0 |
7,463.0 |
7,506.0 |
|
S3 |
7,417.0 |
7,443.0 |
7,502.0 |
|
S4 |
7,371.0 |
7,397.0 |
7,489.0 |
|
|
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 |
7,560.0 |
7,408.5 |
151.5 |
2.0% |
73.5 |
1.0% |
70% |
False |
False |
85,756 |
10 |
7,703.5 |
7,408.5 |
295.0 |
3.9% |
66.0 |
0.9% |
36% |
False |
False |
89,006 |
20 |
7,703.5 |
7,408.5 |
295.0 |
3.9% |
63.5 |
0.8% |
36% |
False |
False |
92,400 |
40 |
7,814.0 |
7,408.5 |
405.5 |
5.4% |
53.0 |
0.7% |
26% |
False |
False |
46,351 |
60 |
7,944.0 |
7,408.5 |
535.5 |
7.1% |
43.0 |
0.6% |
20% |
False |
False |
30,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,725.0 |
2.618 |
7,650.0 |
1.618 |
7,604.0 |
1.000 |
7,575.5 |
0.618 |
7,558.0 |
HIGH |
7,529.5 |
0.618 |
7,512.0 |
0.500 |
7,506.5 |
0.382 |
7,501.0 |
LOW |
7,483.5 |
0.618 |
7,455.0 |
1.000 |
7,437.5 |
1.618 |
7,409.0 |
2.618 |
7,363.0 |
4.250 |
7,288.0 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
7,512.0 |
7,499.5 |
PP |
7,509.0 |
7,484.0 |
S1 |
7,506.5 |
7,469.0 |
|