Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,470.25 |
4,438.00 |
-32.25 |
-0.7% |
4,507.75 |
High |
4,471.75 |
4,449.25 |
-22.50 |
-0.5% |
4,509.25 |
Low |
4,428.00 |
4,414.50 |
-13.50 |
-0.3% |
4,428.00 |
Close |
4,435.00 |
4,416.25 |
-18.75 |
-0.4% |
4,435.00 |
Range |
43.75 |
34.75 |
-9.00 |
-20.6% |
81.25 |
ATR |
46.43 |
45.60 |
-0.83 |
-1.8% |
0.00 |
Volume |
1,272 |
2,025 |
753 |
59.2% |
5,693 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.00 |
4,508.25 |
4,435.25 |
|
R3 |
4,496.25 |
4,473.50 |
4,425.75 |
|
R2 |
4,461.50 |
4,461.50 |
4,422.50 |
|
R1 |
4,438.75 |
4,438.75 |
4,419.50 |
4,432.75 |
PP |
4,426.75 |
4,426.75 |
4,426.75 |
4,423.50 |
S1 |
4,404.00 |
4,404.00 |
4,413.00 |
4,398.00 |
S2 |
4,392.00 |
4,392.00 |
4,410.00 |
|
S3 |
4,357.25 |
4,369.25 |
4,406.75 |
|
S4 |
4,322.50 |
4,334.50 |
4,397.25 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,701.25 |
4,649.25 |
4,479.75 |
|
R3 |
4,620.00 |
4,568.00 |
4,457.25 |
|
R2 |
4,538.75 |
4,538.75 |
4,450.00 |
|
R1 |
4,486.75 |
4,486.75 |
4,442.50 |
4,472.00 |
PP |
4,457.50 |
4,457.50 |
4,457.50 |
4,450.00 |
S1 |
4,405.50 |
4,405.50 |
4,427.50 |
4,391.00 |
S2 |
4,376.25 |
4,376.25 |
4,420.00 |
|
S3 |
4,295.00 |
4,324.25 |
4,412.75 |
|
S4 |
4,213.75 |
4,243.00 |
4,390.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,509.25 |
4,414.50 |
94.75 |
2.1% |
39.50 |
0.9% |
2% |
False |
True |
1,543 |
10 |
4,540.50 |
4,395.25 |
145.25 |
3.3% |
46.00 |
1.0% |
14% |
False |
False |
1,587 |
20 |
4,540.50 |
4,227.25 |
313.25 |
7.1% |
45.75 |
1.0% |
60% |
False |
False |
1,341 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.3% |
46.75 |
1.1% |
70% |
False |
False |
856 |
60 |
4,540.50 |
4,131.00 |
409.50 |
9.3% |
44.00 |
1.0% |
70% |
False |
False |
619 |
80 |
4,540.50 |
3,916.00 |
624.50 |
14.1% |
47.50 |
1.1% |
80% |
False |
False |
490 |
100 |
4,540.50 |
3,916.00 |
624.50 |
14.1% |
44.50 |
1.0% |
80% |
False |
False |
402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.00 |
2.618 |
4,540.25 |
1.618 |
4,505.50 |
1.000 |
4,484.00 |
0.618 |
4,470.75 |
HIGH |
4,449.25 |
0.618 |
4,436.00 |
0.500 |
4,432.00 |
0.382 |
4,427.75 |
LOW |
4,414.50 |
0.618 |
4,393.00 |
1.000 |
4,379.75 |
1.618 |
4,358.25 |
2.618 |
4,323.50 |
4.250 |
4,266.75 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,432.00 |
4,443.50 |
PP |
4,426.75 |
4,434.50 |
S1 |
4,421.50 |
4,425.25 |
|