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 |
4,460.00 |
4,469.50 |
9.50 |
0.2% |
4,507.75 |
High |
4,477.25 |
4,485.50 |
8.25 |
0.2% |
4,509.25 |
Low |
4,446.75 |
4,458.00 |
11.25 |
0.3% |
4,428.00 |
Close |
4,464.75 |
4,483.75 |
19.00 |
0.4% |
4,435.00 |
Range |
30.50 |
27.50 |
-3.00 |
-9.8% |
81.25 |
ATR |
45.16 |
43.90 |
-1.26 |
-2.8% |
0.00 |
Volume |
1,863 |
2,172 |
309 |
16.6% |
5,693 |
|
Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,558.25 |
4,548.50 |
4,499.00 |
|
R3 |
4,530.75 |
4,521.00 |
4,491.25 |
|
R2 |
4,503.25 |
4,503.25 |
4,488.75 |
|
R1 |
4,493.50 |
4,493.50 |
4,486.25 |
4,498.50 |
PP |
4,475.75 |
4,475.75 |
4,475.75 |
4,478.25 |
S1 |
4,466.00 |
4,466.00 |
4,481.25 |
4,471.00 |
S2 |
4,448.25 |
4,448.25 |
4,478.75 |
|
S3 |
4,420.75 |
4,438.50 |
4,476.25 |
|
S4 |
4,393.25 |
4,411.00 |
4,468.50 |
|
|
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 |
4,485.50 |
4,414.50 |
71.00 |
1.6% |
38.00 |
0.8% |
98% |
True |
False |
1,767 |
10 |
4,540.50 |
4,414.50 |
126.00 |
2.8% |
44.25 |
1.0% |
55% |
False |
False |
1,751 |
20 |
4,540.50 |
4,261.50 |
279.00 |
6.2% |
43.25 |
1.0% |
80% |
False |
False |
1,461 |
40 |
4,540.50 |
4,131.00 |
409.50 |
9.1% |
45.25 |
1.0% |
86% |
False |
False |
971 |
60 |
4,540.50 |
4,131.00 |
409.50 |
9.1% |
43.50 |
1.0% |
86% |
False |
False |
694 |
80 |
4,540.50 |
3,916.00 |
624.50 |
13.9% |
46.75 |
1.0% |
91% |
False |
False |
550 |
100 |
4,540.50 |
3,916.00 |
624.50 |
13.9% |
45.50 |
1.0% |
91% |
False |
False |
457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.50 |
2.618 |
4,557.50 |
1.618 |
4,530.00 |
1.000 |
4,513.00 |
0.618 |
4,502.50 |
HIGH |
4,485.50 |
0.618 |
4,475.00 |
0.500 |
4,471.75 |
0.382 |
4,468.50 |
LOW |
4,458.00 |
0.618 |
4,441.00 |
1.000 |
4,430.50 |
1.618 |
4,413.50 |
2.618 |
4,386.00 |
4.250 |
4,341.00 |
|
|
Fisher Pivots for day following 29-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,479.75 |
4,473.00 |
PP |
4,475.75 |
4,462.25 |
S1 |
4,471.75 |
4,451.50 |
|