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 |
4,438.00 |
4,421.00 |
-17.00 |
-0.4% |
4,507.75 |
High |
4,449.25 |
4,471.50 |
22.25 |
0.5% |
4,509.25 |
Low |
4,414.50 |
4,417.75 |
3.25 |
0.1% |
4,428.00 |
Close |
4,416.25 |
4,465.75 |
49.50 |
1.1% |
4,435.00 |
Range |
34.75 |
53.75 |
19.00 |
54.7% |
81.25 |
ATR |
45.60 |
46.29 |
0.69 |
1.5% |
0.00 |
Volume |
2,025 |
1,504 |
-521 |
-25.7% |
5,693 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,613.00 |
4,593.00 |
4,495.25 |
|
R3 |
4,559.25 |
4,539.25 |
4,480.50 |
|
R2 |
4,505.50 |
4,505.50 |
4,475.50 |
|
R1 |
4,485.50 |
4,485.50 |
4,470.75 |
4,495.50 |
PP |
4,451.75 |
4,451.75 |
4,451.75 |
4,456.50 |
S1 |
4,431.75 |
4,431.75 |
4,460.75 |
4,441.75 |
S2 |
4,398.00 |
4,398.00 |
4,456.00 |
|
S3 |
4,344.25 |
4,378.00 |
4,451.00 |
|
S4 |
4,290.50 |
4,324.25 |
4,436.25 |
|
|
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 |
4,484.00 |
4,414.50 |
69.50 |
1.6% |
39.75 |
0.9% |
74% |
False |
False |
1,570 |
10 |
4,540.50 |
4,414.50 |
126.00 |
2.8% |
47.50 |
1.1% |
41% |
False |
False |
1,647 |
20 |
4,540.50 |
4,259.00 |
281.50 |
6.3% |
44.75 |
1.0% |
73% |
False |
False |
1,405 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.2% |
46.50 |
1.0% |
82% |
False |
False |
884 |
60 |
4,540.50 |
4,131.00 |
409.50 |
9.2% |
44.00 |
1.0% |
82% |
False |
False |
644 |
80 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
47.25 |
1.1% |
88% |
False |
False |
505 |
100 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
45.00 |
1.0% |
88% |
False |
False |
416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,700.00 |
2.618 |
4,612.25 |
1.618 |
4,558.50 |
1.000 |
4,525.25 |
0.618 |
4,504.75 |
HIGH |
4,471.50 |
0.618 |
4,451.00 |
0.500 |
4,444.50 |
0.382 |
4,438.25 |
LOW |
4,417.75 |
0.618 |
4,384.50 |
1.000 |
4,364.00 |
1.618 |
4,330.75 |
2.618 |
4,277.00 |
4.250 |
4,189.25 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,458.75 |
4,458.25 |
PP |
4,451.75 |
4,450.75 |
S1 |
4,444.50 |
4,443.00 |
|