Trading Metrics calculated at close of trading on 29-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,962.5 |
1,955.3 |
-7.2 |
-0.4% |
2,009.7 |
High |
1,964.0 |
1,959.4 |
-4.6 |
-0.2% |
2,010.0 |
Low |
1,949.8 |
1,939.2 |
-10.6 |
-0.5% |
1,958.6 |
Close |
1,960.8 |
1,956.4 |
-4.4 |
-0.2% |
1,968.4 |
Range |
14.2 |
20.2 |
6.0 |
42.3% |
51.4 |
ATR |
23.5 |
23.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
9,132 |
11,091 |
1,959 |
21.5% |
25,149 |
|
Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.3 |
2,004.5 |
1,967.5 |
|
R3 |
1,992.1 |
1,984.3 |
1,962.0 |
|
R2 |
1,971.9 |
1,971.9 |
1,960.1 |
|
R1 |
1,964.1 |
1,964.1 |
1,958.3 |
1,968.0 |
PP |
1,951.7 |
1,951.7 |
1,951.7 |
1,953.6 |
S1 |
1,943.9 |
1,943.9 |
1,954.5 |
1,947.8 |
S2 |
1,931.5 |
1,931.5 |
1,952.7 |
|
S3 |
1,911.3 |
1,923.7 |
1,950.8 |
|
S4 |
1,891.1 |
1,903.5 |
1,945.3 |
|
|
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 |
1,939.2 |
48.1 |
2.5% |
19.0 |
1.0% |
36% |
False |
True |
8,809 |
10 |
2,019.1 |
1,939.2 |
79.9 |
4.1% |
21.9 |
1.1% |
22% |
False |
True |
6,562 |
20 |
2,039.0 |
1,939.2 |
99.8 |
5.1% |
23.5 |
1.2% |
17% |
False |
True |
5,073 |
40 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
24.8 |
1.3% |
9% |
False |
True |
3,990 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
26.0 |
1.3% |
9% |
False |
True |
3,279 |
80 |
2,129.7 |
1,885.2 |
244.5 |
12.5% |
27.8 |
1.4% |
29% |
False |
False |
2,828 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
25.8 |
1.3% |
30% |
False |
False |
2,348 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
25.6 |
1.3% |
30% |
False |
False |
2,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.3 |
2.618 |
2,012.3 |
1.618 |
1,992.1 |
1.000 |
1,979.6 |
0.618 |
1,971.9 |
HIGH |
1,959.4 |
0.618 |
1,951.7 |
0.500 |
1,949.3 |
0.382 |
1,946.9 |
LOW |
1,939.2 |
0.618 |
1,926.7 |
1.000 |
1,919.0 |
1.618 |
1,906.5 |
2.618 |
1,886.3 |
4.250 |
1,853.4 |
|
|
Fisher Pivots for day following 29-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,954.0 |
1,959.1 |
PP |
1,951.7 |
1,958.2 |
S1 |
1,949.3 |
1,957.3 |
|