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 |
4,334.0 |
4,350.0 |
16.0 |
0.4% |
4,430.0 |
High |
4,338.0 |
4,372.0 |
34.0 |
0.8% |
4,430.0 |
Low |
4,290.0 |
4,350.0 |
60.0 |
1.4% |
4,310.0 |
Close |
4,333.0 |
4,361.0 |
28.0 |
0.6% |
4,318.0 |
Range |
48.0 |
22.0 |
-26.0 |
-54.2% |
120.0 |
ATR |
35.4 |
35.6 |
0.3 |
0.7% |
0.0 |
Volume |
20 |
2,016 |
1,996 |
9,980.0% |
168 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.0 |
4,416.0 |
4,373.1 |
|
R3 |
4,405.0 |
4,394.0 |
4,367.1 |
|
R2 |
4,383.0 |
4,383.0 |
4,365.0 |
|
R1 |
4,372.0 |
4,372.0 |
4,363.0 |
4,377.5 |
PP |
4,361.0 |
4,361.0 |
4,361.0 |
4,363.8 |
S1 |
4,350.0 |
4,350.0 |
4,359.0 |
4,355.5 |
S2 |
4,339.0 |
4,339.0 |
4,357.0 |
|
S3 |
4,317.0 |
4,328.0 |
4,355.0 |
|
S4 |
4,295.0 |
4,306.0 |
4,348.9 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,712.7 |
4,635.3 |
4,384.0 |
|
R3 |
4,592.7 |
4,515.3 |
4,351.0 |
|
R2 |
4,472.7 |
4,472.7 |
4,340.0 |
|
R1 |
4,395.3 |
4,395.3 |
4,329.0 |
4,374.0 |
PP |
4,352.7 |
4,352.7 |
4,352.7 |
4,342.0 |
S1 |
4,275.3 |
4,275.3 |
4,307.0 |
4,254.0 |
S2 |
4,232.7 |
4,232.7 |
4,296.0 |
|
S3 |
4,112.7 |
4,155.3 |
4,285.0 |
|
S4 |
3,992.7 |
4,035.3 |
4,252.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,402.0 |
4,290.0 |
112.0 |
2.6% |
30.4 |
0.7% |
63% |
False |
False |
433 |
10 |
4,462.0 |
4,290.0 |
172.0 |
3.9% |
25.1 |
0.6% |
41% |
False |
False |
1,077 |
20 |
4,462.0 |
4,266.0 |
196.0 |
4.5% |
19.4 |
0.4% |
48% |
False |
False |
981 |
40 |
4,462.0 |
4,266.0 |
196.0 |
4.5% |
14.7 |
0.3% |
48% |
False |
False |
549 |
60 |
4,462.0 |
4,266.0 |
196.0 |
4.5% |
9.8 |
0.2% |
48% |
False |
False |
682 |
80 |
4,462.0 |
3,996.0 |
466.0 |
10.7% |
7.3 |
0.2% |
78% |
False |
False |
756 |
100 |
4,462.0 |
3,996.0 |
466.0 |
10.7% |
5.9 |
0.1% |
78% |
False |
False |
745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.5 |
2.618 |
4,429.6 |
1.618 |
4,407.6 |
1.000 |
4,394.0 |
0.618 |
4,385.6 |
HIGH |
4,372.0 |
0.618 |
4,363.6 |
0.500 |
4,361.0 |
0.382 |
4,358.4 |
LOW |
4,350.0 |
0.618 |
4,336.4 |
1.000 |
4,328.0 |
1.618 |
4,314.4 |
2.618 |
4,292.4 |
4.250 |
4,256.5 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,361.0 |
4,351.0 |
PP |
4,361.0 |
4,341.0 |
S1 |
4,361.0 |
4,331.0 |
|