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 |
4,421.00 |
4,460.00 |
39.00 |
0.9% |
4,507.75 |
High |
4,471.50 |
4,477.25 |
5.75 |
0.1% |
4,509.25 |
Low |
4,417.75 |
4,446.75 |
29.00 |
0.7% |
4,428.00 |
Close |
4,465.75 |
4,464.75 |
-1.00 |
0.0% |
4,435.00 |
Range |
53.75 |
30.50 |
-23.25 |
-43.3% |
81.25 |
ATR |
46.29 |
45.16 |
-1.13 |
-2.4% |
0.00 |
Volume |
1,504 |
1,863 |
359 |
23.9% |
5,693 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.50 |
4,540.00 |
4,481.50 |
|
R3 |
4,524.00 |
4,509.50 |
4,473.25 |
|
R2 |
4,493.50 |
4,493.50 |
4,470.25 |
|
R1 |
4,479.00 |
4,479.00 |
4,467.50 |
4,486.25 |
PP |
4,463.00 |
4,463.00 |
4,463.00 |
4,466.50 |
S1 |
4,448.50 |
4,448.50 |
4,462.00 |
4,455.75 |
S2 |
4,432.50 |
4,432.50 |
4,459.25 |
|
S3 |
4,402.00 |
4,418.00 |
4,456.25 |
|
S4 |
4,371.50 |
4,387.50 |
4,448.00 |
|
|
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 |
4,477.25 |
4,414.50 |
62.75 |
1.4% |
39.00 |
0.9% |
80% |
True |
False |
1,614 |
10 |
4,540.50 |
4,414.50 |
126.00 |
2.8% |
46.75 |
1.0% |
40% |
False |
False |
1,603 |
20 |
4,540.50 |
4,259.00 |
281.50 |
6.3% |
44.00 |
1.0% |
73% |
False |
False |
1,493 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.2% |
46.50 |
1.0% |
82% |
False |
False |
929 |
60 |
4,540.50 |
4,131.00 |
409.50 |
9.2% |
44.00 |
1.0% |
82% |
False |
False |
675 |
80 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
47.25 |
1.1% |
88% |
False |
False |
524 |
100 |
4,540.50 |
3,916.00 |
624.50 |
14.0% |
45.25 |
1.0% |
88% |
False |
False |
435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,607.00 |
2.618 |
4,557.00 |
1.618 |
4,526.50 |
1.000 |
4,507.75 |
0.618 |
4,496.00 |
HIGH |
4,477.25 |
0.618 |
4,465.50 |
0.500 |
4,462.00 |
0.382 |
4,458.50 |
LOW |
4,446.75 |
0.618 |
4,428.00 |
1.000 |
4,416.25 |
1.618 |
4,397.50 |
2.618 |
4,367.00 |
4.250 |
4,317.00 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,463.75 |
4,458.50 |
PP |
4,463.00 |
4,452.25 |
S1 |
4,462.00 |
4,446.00 |
|