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 |
4,350.0 |
4,390.0 |
40.0 |
0.9% |
4,430.0 |
High |
4,372.0 |
4,404.0 |
32.0 |
0.7% |
4,430.0 |
Low |
4,350.0 |
4,390.0 |
40.0 |
0.9% |
4,310.0 |
Close |
4,361.0 |
4,401.0 |
40.0 |
0.9% |
4,318.0 |
Range |
22.0 |
14.0 |
-8.0 |
-36.4% |
120.0 |
ATR |
35.6 |
36.2 |
0.5 |
1.5% |
0.0 |
Volume |
2,016 |
6,151 |
4,135 |
205.1% |
168 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,440.3 |
4,434.7 |
4,408.7 |
|
R3 |
4,426.3 |
4,420.7 |
4,404.9 |
|
R2 |
4,412.3 |
4,412.3 |
4,403.6 |
|
R1 |
4,406.7 |
4,406.7 |
4,402.3 |
4,409.5 |
PP |
4,398.3 |
4,398.3 |
4,398.3 |
4,399.8 |
S1 |
4,392.7 |
4,392.7 |
4,399.7 |
4,395.5 |
S2 |
4,384.3 |
4,384.3 |
4,398.4 |
|
S3 |
4,370.3 |
4,378.7 |
4,397.2 |
|
S4 |
4,356.3 |
4,364.7 |
4,393.3 |
|
|
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 |
4,404.0 |
4,290.0 |
114.0 |
2.6% |
28.8 |
0.7% |
97% |
True |
False |
1,653 |
10 |
4,462.0 |
4,290.0 |
172.0 |
3.9% |
26.5 |
0.6% |
65% |
False |
False |
1,691 |
20 |
4,462.0 |
4,290.0 |
172.0 |
3.9% |
16.7 |
0.4% |
65% |
False |
False |
1,289 |
40 |
4,462.0 |
4,266.0 |
196.0 |
4.5% |
15.0 |
0.3% |
69% |
False |
False |
703 |
60 |
4,462.0 |
4,266.0 |
196.0 |
4.5% |
10.0 |
0.2% |
69% |
False |
False |
775 |
80 |
4,462.0 |
3,996.0 |
466.0 |
10.6% |
7.5 |
0.2% |
87% |
False |
False |
833 |
100 |
4,462.0 |
3,996.0 |
466.0 |
10.6% |
6.0 |
0.1% |
87% |
False |
False |
783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,463.5 |
2.618 |
4,440.7 |
1.618 |
4,426.7 |
1.000 |
4,418.0 |
0.618 |
4,412.7 |
HIGH |
4,404.0 |
0.618 |
4,398.7 |
0.500 |
4,397.0 |
0.382 |
4,395.3 |
LOW |
4,390.0 |
0.618 |
4,381.3 |
1.000 |
4,376.0 |
1.618 |
4,367.3 |
2.618 |
4,353.3 |
4.250 |
4,330.5 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,399.7 |
4,383.0 |
PP |
4,398.3 |
4,365.0 |
S1 |
4,397.0 |
4,347.0 |
|