| 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 |
1,851.7860 |
1,892.7160 |
40.9300 |
2.2% |
1,731.4680 |
| High |
1,911.5200 |
1,897.6920 |
-13.8280 |
-0.7% |
1,932.7740 |
| Low |
1,848.4160 |
1,824.1420 |
-24.2740 |
-1.3% |
1,715.5600 |
| Close |
1,893.4820 |
1,831.6800 |
-61.8020 |
-3.3% |
1,906.7180 |
| Range |
63.1040 |
73.5500 |
10.4460 |
16.6% |
217.2140 |
| ATR |
72.5311 |
72.6039 |
0.0728 |
0.1% |
0.0000 |
| Volume |
166,951 |
172,924 |
5,973 |
3.6% |
1,052,626 |
|
| Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.8213 |
2,025.3007 |
1,872.1325 |
|
| R3 |
1,998.2713 |
1,951.7507 |
1,851.9063 |
|
| R2 |
1,924.7213 |
1,924.7213 |
1,845.1642 |
|
| R1 |
1,878.2007 |
1,878.2007 |
1,838.4221 |
1,864.6860 |
| PP |
1,851.1713 |
1,851.1713 |
1,851.1713 |
1,844.4140 |
| S1 |
1,804.6507 |
1,804.6507 |
1,824.9379 |
1,791.1360 |
| S2 |
1,777.6213 |
1,777.6213 |
1,818.1958 |
|
| S3 |
1,704.0713 |
1,731.1007 |
1,811.4538 |
|
| S4 |
1,630.5213 |
1,657.5507 |
1,791.2275 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.3260 |
2,422.2360 |
2,026.1857 |
|
| R3 |
2,286.1120 |
2,205.0220 |
1,966.4519 |
|
| R2 |
2,068.8980 |
2,068.8980 |
1,946.5406 |
|
| R1 |
1,987.8080 |
1,987.8080 |
1,926.6293 |
2,028.3530 |
| PP |
1,851.6840 |
1,851.6840 |
1,851.6840 |
1,871.9565 |
| S1 |
1,770.5940 |
1,770.5940 |
1,886.8067 |
1,811.1390 |
| S2 |
1,634.4700 |
1,634.4700 |
1,866.8954 |
|
| S3 |
1,417.2560 |
1,553.3800 |
1,846.9842 |
|
| S4 |
1,200.0420 |
1,336.1660 |
1,787.2503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,932.7740 |
1,824.1420 |
108.6320 |
5.9% |
70.9634 |
3.9% |
7% |
False |
True |
163,156 |
| 10 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.7% |
77.9486 |
4.3% |
67% |
False |
False |
158,770 |
| 20 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.7% |
72.9155 |
4.0% |
67% |
False |
False |
125,946 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
21.2% |
67.9723 |
3.7% |
53% |
False |
False |
139,764 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.9% |
75.2639 |
4.1% |
40% |
False |
False |
173,160 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.8% |
80.1457 |
4.4% |
60% |
False |
False |
192,370 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.8% |
79.8284 |
4.4% |
60% |
False |
False |
208,161 |
| 120 |
2,137.7700 |
1,238.3190 |
899.4510 |
49.1% |
77.6757 |
4.2% |
66% |
False |
False |
235,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.2795 |
|
2.618 |
2,090.2459 |
|
1.618 |
2,016.6959 |
|
1.000 |
1,971.2420 |
|
0.618 |
1,943.1459 |
|
HIGH |
1,897.6920 |
|
0.618 |
1,869.5959 |
|
0.500 |
1,860.9170 |
|
0.382 |
1,852.2381 |
|
LOW |
1,824.1420 |
|
0.618 |
1,778.6881 |
|
1.000 |
1,750.5920 |
|
1.618 |
1,705.1381 |
|
2.618 |
1,631.5881 |
|
4.250 |
1,511.5545 |
|
|
| Fisher Pivots for day following 28-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.9170 |
1,876.6915 |
| PP |
1,851.1713 |
1,861.6877 |
| S1 |
1,841.4257 |
1,846.6838 |
|