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 |
1,972.3 |
1,962.5 |
-9.8 |
-0.5% |
2,009.7 |
High |
1,978.9 |
1,964.0 |
-14.9 |
-0.8% |
2,010.0 |
Low |
1,958.7 |
1,949.8 |
-8.9 |
-0.5% |
1,958.6 |
Close |
1,962.5 |
1,960.8 |
-1.7 |
-0.1% |
1,968.4 |
Range |
20.2 |
14.2 |
-6.0 |
-29.7% |
51.4 |
ATR |
24.2 |
23.5 |
-0.7 |
-3.0% |
0.0 |
Volume |
7,827 |
9,132 |
1,305 |
16.7% |
25,149 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.8 |
1,995.0 |
1,968.6 |
|
R3 |
1,986.6 |
1,980.8 |
1,964.7 |
|
R2 |
1,972.4 |
1,972.4 |
1,963.4 |
|
R1 |
1,966.6 |
1,966.6 |
1,962.1 |
1,962.4 |
PP |
1,958.2 |
1,958.2 |
1,958.2 |
1,956.1 |
S1 |
1,952.4 |
1,952.4 |
1,959.5 |
1,948.2 |
S2 |
1,944.0 |
1,944.0 |
1,958.2 |
|
S3 |
1,929.8 |
1,938.2 |
1,956.9 |
|
S4 |
1,915.6 |
1,924.0 |
1,953.0 |
|
|
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 |
1,987.3 |
1,949.8 |
37.5 |
1.9% |
19.4 |
1.0% |
29% |
False |
True |
7,616 |
10 |
2,019.1 |
1,949.8 |
69.3 |
3.5% |
22.0 |
1.1% |
16% |
False |
True |
5,749 |
20 |
2,039.0 |
1,949.8 |
89.2 |
4.5% |
23.6 |
1.2% |
12% |
False |
True |
4,666 |
40 |
2,129.7 |
1,949.8 |
179.9 |
9.2% |
25.3 |
1.3% |
6% |
False |
True |
3,780 |
60 |
2,129.7 |
1,949.8 |
179.9 |
9.2% |
26.3 |
1.3% |
6% |
False |
True |
3,122 |
80 |
2,129.7 |
1,885.2 |
244.5 |
12.5% |
27.6 |
1.4% |
31% |
False |
False |
2,694 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
26.2 |
1.3% |
31% |
False |
False |
2,245 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.7 |
1.3% |
31% |
False |
False |
2,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.4 |
2.618 |
2,001.2 |
1.618 |
1,987.0 |
1.000 |
1,978.2 |
0.618 |
1,972.8 |
HIGH |
1,964.0 |
0.618 |
1,958.6 |
0.500 |
1,956.9 |
0.382 |
1,955.2 |
LOW |
1,949.8 |
0.618 |
1,941.0 |
1.000 |
1,935.6 |
1.618 |
1,926.8 |
2.618 |
1,912.6 |
4.250 |
1,889.5 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,959.5 |
1,965.8 |
PP |
1,958.2 |
1,964.1 |
S1 |
1,956.9 |
1,962.5 |
|