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 |
1,980.0 |
1,972.3 |
-7.7 |
-0.4% |
2,009.7 |
High |
1,981.7 |
1,978.9 |
-2.8 |
-0.1% |
2,010.0 |
Low |
1,970.0 |
1,958.7 |
-11.3 |
-0.6% |
1,958.6 |
Close |
1,972.6 |
1,962.5 |
-10.1 |
-0.5% |
1,968.4 |
Range |
11.7 |
20.2 |
8.5 |
72.6% |
51.4 |
ATR |
24.5 |
24.2 |
-0.3 |
-1.3% |
0.0 |
Volume |
7,618 |
7,827 |
209 |
2.7% |
25,149 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,027.3 |
2,015.1 |
1,973.6 |
|
R3 |
2,007.1 |
1,994.9 |
1,968.1 |
|
R2 |
1,986.9 |
1,986.9 |
1,966.2 |
|
R1 |
1,974.7 |
1,974.7 |
1,964.4 |
1,970.7 |
PP |
1,966.7 |
1,966.7 |
1,966.7 |
1,964.7 |
S1 |
1,954.5 |
1,954.5 |
1,960.6 |
1,950.5 |
S2 |
1,946.5 |
1,946.5 |
1,958.8 |
|
S3 |
1,926.3 |
1,934.3 |
1,956.9 |
|
S4 |
1,906.1 |
1,914.1 |
1,951.4 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,133.2 |
2,102.2 |
1,996.7 |
|
R3 |
2,081.8 |
2,050.8 |
1,982.5 |
|
R2 |
2,030.4 |
2,030.4 |
1,977.8 |
|
R1 |
1,999.4 |
1,999.4 |
1,973.1 |
1,989.2 |
PP |
1,979.0 |
1,979.0 |
1,979.0 |
1,973.9 |
S1 |
1,948.0 |
1,948.0 |
1,963.7 |
1,937.8 |
S2 |
1,927.6 |
1,927.6 |
1,959.0 |
|
S3 |
1,876.2 |
1,896.6 |
1,954.3 |
|
S4 |
1,824.8 |
1,845.2 |
1,940.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,989.0 |
1,958.6 |
30.4 |
1.5% |
20.7 |
1.1% |
13% |
False |
False |
7,014 |
10 |
2,024.5 |
1,958.6 |
65.9 |
3.4% |
23.8 |
1.2% |
6% |
False |
False |
5,497 |
20 |
2,039.0 |
1,958.6 |
80.4 |
4.1% |
24.4 |
1.2% |
5% |
False |
False |
4,333 |
40 |
2,129.7 |
1,958.6 |
171.1 |
8.7% |
25.6 |
1.3% |
2% |
False |
False |
3,574 |
60 |
2,129.7 |
1,958.6 |
171.1 |
8.7% |
26.4 |
1.3% |
2% |
False |
False |
3,003 |
80 |
2,129.7 |
1,885.2 |
244.5 |
12.5% |
27.7 |
1.4% |
32% |
False |
False |
2,593 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
26.5 |
1.4% |
32% |
False |
False |
2,165 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.7 |
1.3% |
32% |
False |
False |
1,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,064.8 |
2.618 |
2,031.8 |
1.618 |
2,011.6 |
1.000 |
1,999.1 |
0.618 |
1,991.4 |
HIGH |
1,978.9 |
0.618 |
1,971.2 |
0.500 |
1,968.8 |
0.382 |
1,966.4 |
LOW |
1,958.7 |
0.618 |
1,946.2 |
1.000 |
1,938.5 |
1.618 |
1,926.0 |
2.618 |
1,905.8 |
4.250 |
1,872.9 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,968.8 |
1,973.0 |
PP |
1,966.7 |
1,969.5 |
S1 |
1,964.6 |
1,966.0 |
|