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 |
33,730.79 |
33,739.03 |
8.24 |
0.0% |
34,206.66 |
High |
33,819.49 |
33,975.65 |
156.16 |
0.5% |
34,206.66 |
Low |
33,610.32 |
33,730.39 |
120.07 |
0.4% |
33,646.49 |
Close |
33,714.71 |
33,926.74 |
212.03 |
0.6% |
33,727.43 |
Range |
209.17 |
245.26 |
36.09 |
17.3% |
560.17 |
ATR |
308.09 |
304.72 |
-3.37 |
-1.1% |
0.00 |
Volume |
267,559,232 |
296,261,948 |
28,702,716 |
10.7% |
1,332,108,319 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,613.37 |
34,515.32 |
34,061.63 |
|
R3 |
34,368.11 |
34,270.06 |
33,994.19 |
|
R2 |
34,122.85 |
34,122.85 |
33,971.70 |
|
R1 |
34,024.80 |
34,024.80 |
33,949.22 |
34,073.83 |
PP |
33,877.59 |
33,877.59 |
33,877.59 |
33,902.11 |
S1 |
33,779.54 |
33,779.54 |
33,904.26 |
33,828.57 |
S2 |
33,632.33 |
33,632.33 |
33,881.78 |
|
S3 |
33,387.07 |
33,534.28 |
33,859.29 |
|
S4 |
33,141.81 |
33,289.02 |
33,791.85 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,540.70 |
35,194.24 |
34,035.52 |
|
R3 |
34,980.53 |
34,634.07 |
33,881.48 |
|
R2 |
34,420.36 |
34,420.36 |
33,830.13 |
|
R1 |
34,073.90 |
34,073.90 |
33,778.78 |
33,967.05 |
PP |
33,860.19 |
33,860.19 |
33,860.19 |
33,806.77 |
S1 |
33,513.73 |
33,513.73 |
33,676.08 |
33,406.88 |
S2 |
33,300.02 |
33,300.02 |
33,624.73 |
|
S3 |
32,739.85 |
32,953.56 |
33,573.38 |
|
S4 |
32,179.68 |
32,393.39 |
33,419.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,097.93 |
33,610.32 |
487.61 |
1.4% |
206.71 |
0.6% |
65% |
False |
False |
310,262,562 |
10 |
34,588.68 |
33,610.32 |
978.36 |
2.9% |
274.04 |
0.8% |
32% |
False |
False |
353,678,403 |
20 |
34,588.68 |
32,704.51 |
1,884.17 |
5.6% |
279.09 |
0.8% |
65% |
False |
False |
357,932,851 |
40 |
34,588.68 |
32,586.56 |
2,002.12 |
5.9% |
308.98 |
0.9% |
67% |
False |
False |
321,050,679 |
60 |
34,588.68 |
32,586.56 |
2,002.12 |
5.9% |
302.11 |
0.9% |
67% |
False |
False |
309,678,411 |
80 |
34,588.68 |
31,429.82 |
3,158.86 |
9.3% |
341.23 |
1.0% |
79% |
False |
False |
321,975,949 |
100 |
34,588.68 |
31,429.82 |
3,158.86 |
9.3% |
349.29 |
1.0% |
79% |
False |
False |
321,411,588 |
120 |
34,588.68 |
31,429.82 |
3,158.86 |
9.3% |
365.08 |
1.1% |
79% |
False |
False |
324,805,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,018.01 |
2.618 |
34,617.74 |
1.618 |
34,372.48 |
1.000 |
34,220.91 |
0.618 |
34,127.22 |
HIGH |
33,975.65 |
0.618 |
33,881.96 |
0.500 |
33,853.02 |
0.382 |
33,824.08 |
LOW |
33,730.39 |
0.618 |
33,578.82 |
1.000 |
33,485.13 |
1.618 |
33,333.56 |
2.618 |
33,088.30 |
4.250 |
32,688.04 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
33,902.17 |
33,882.16 |
PP |
33,877.59 |
33,837.57 |
S1 |
33,853.02 |
33,792.99 |
|