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 |
4,390.0 |
4,401.0 |
11.0 |
0.3% |
4,430.0 |
High |
4,404.0 |
4,423.0 |
19.0 |
0.4% |
4,430.0 |
Low |
4,390.0 |
4,398.0 |
8.0 |
0.2% |
4,310.0 |
Close |
4,401.0 |
4,408.0 |
7.0 |
0.2% |
4,318.0 |
Range |
14.0 |
25.0 |
11.0 |
78.6% |
120.0 |
ATR |
36.2 |
35.4 |
-0.8 |
-2.2% |
0.0 |
Volume |
6,151 |
4,270 |
-1,881 |
-30.6% |
168 |
|
Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.7 |
4,471.3 |
4,421.8 |
|
R3 |
4,459.7 |
4,446.3 |
4,414.9 |
|
R2 |
4,434.7 |
4,434.7 |
4,412.6 |
|
R1 |
4,421.3 |
4,421.3 |
4,410.3 |
4,428.0 |
PP |
4,409.7 |
4,409.7 |
4,409.7 |
4,413.0 |
S1 |
4,396.3 |
4,396.3 |
4,405.7 |
4,403.0 |
S2 |
4,384.7 |
4,384.7 |
4,403.4 |
|
S3 |
4,359.7 |
4,371.3 |
4,401.1 |
|
S4 |
4,334.7 |
4,346.3 |
4,394.3 |
|
|
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 |
4,423.0 |
4,290.0 |
133.0 |
3.0% |
25.4 |
0.6% |
89% |
True |
False |
2,497 |
10 |
4,462.0 |
4,290.0 |
172.0 |
3.9% |
27.5 |
0.6% |
69% |
False |
False |
1,517 |
20 |
4,462.0 |
4,290.0 |
172.0 |
3.9% |
17.7 |
0.4% |
69% |
False |
False |
1,502 |
40 |
4,462.0 |
4,266.0 |
196.0 |
4.4% |
15.6 |
0.4% |
72% |
False |
False |
752 |
60 |
4,462.0 |
4,266.0 |
196.0 |
4.4% |
10.4 |
0.2% |
72% |
False |
False |
791 |
80 |
4,462.0 |
3,996.0 |
466.0 |
10.6% |
7.8 |
0.2% |
88% |
False |
False |
886 |
100 |
4,462.0 |
3,996.0 |
466.0 |
10.6% |
6.3 |
0.1% |
88% |
False |
False |
826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.3 |
2.618 |
4,488.5 |
1.618 |
4,463.5 |
1.000 |
4,448.0 |
0.618 |
4,438.5 |
HIGH |
4,423.0 |
0.618 |
4,413.5 |
0.500 |
4,410.5 |
0.382 |
4,407.6 |
LOW |
4,398.0 |
0.618 |
4,382.6 |
1.000 |
4,373.0 |
1.618 |
4,357.6 |
2.618 |
4,332.6 |
4.250 |
4,291.8 |
|
|
Fisher Pivots for day following 29-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,410.5 |
4,400.8 |
PP |
4,409.7 |
4,393.7 |
S1 |
4,408.8 |
4,386.5 |
|