| 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 |
1,892.7160 |
1,831.1080 |
-61.6080 |
-3.3% |
1,731.4680 |
| High |
1,897.6920 |
1,879.6370 |
-18.0550 |
-1.0% |
1,932.7740 |
| Low |
1,824.1420 |
1,826.0250 |
1.8830 |
0.1% |
1,715.5600 |
| Close |
1,831.6800 |
1,850.3710 |
18.6910 |
1.0% |
1,906.7180 |
| Range |
73.5500 |
53.6120 |
-19.9380 |
-27.1% |
217.2140 |
| ATR |
72.6039 |
71.2473 |
-1.3566 |
-1.9% |
0.0000 |
| Volume |
172,924 |
133,521 |
-39,403 |
-22.8% |
1,052,626 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.8470 |
1,985.2210 |
1,879.8576 |
|
| R3 |
1,959.2350 |
1,931.6090 |
1,865.1143 |
|
| R2 |
1,905.6230 |
1,905.6230 |
1,860.1999 |
|
| R1 |
1,877.9970 |
1,877.9970 |
1,855.2854 |
1,891.8100 |
| PP |
1,852.0110 |
1,852.0110 |
1,852.0110 |
1,858.9175 |
| S1 |
1,824.3850 |
1,824.3850 |
1,845.4566 |
1,838.1980 |
| S2 |
1,798.3990 |
1,798.3990 |
1,840.5421 |
|
| S3 |
1,744.7870 |
1,770.7730 |
1,835.6277 |
|
| S4 |
1,691.1750 |
1,717.1610 |
1,820.8844 |
|
|
| 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% |
68.8380 |
3.7% |
24% |
False |
False |
137,051 |
| 10 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.5% |
72.1260 |
3.9% |
73% |
False |
False |
172,121 |
| 20 |
1,932.7740 |
1,627.2270 |
305.5470 |
16.5% |
72.5274 |
3.9% |
73% |
False |
False |
123,771 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
21.0% |
67.5421 |
3.7% |
57% |
False |
False |
137,702 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.6% |
74.8868 |
4.0% |
44% |
False |
False |
175,342 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
80.3641 |
4.3% |
62% |
False |
False |
194,021 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
79.9307 |
4.3% |
62% |
False |
False |
205,884 |
| 120 |
2,137.7700 |
1,238.3190 |
899.4510 |
48.6% |
77.9241 |
4.2% |
68% |
False |
False |
233,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.4880 |
|
2.618 |
2,019.9932 |
|
1.618 |
1,966.3812 |
|
1.000 |
1,933.2490 |
|
0.618 |
1,912.7692 |
|
HIGH |
1,879.6370 |
|
0.618 |
1,859.1572 |
|
0.500 |
1,852.8310 |
|
0.382 |
1,846.5048 |
|
LOW |
1,826.0250 |
|
0.618 |
1,792.8928 |
|
1.000 |
1,772.4130 |
|
1.618 |
1,739.2808 |
|
2.618 |
1,685.6688 |
|
4.250 |
1,598.1740 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,852.8310 |
1,867.8310 |
| PP |
1,852.0110 |
1,862.0110 |
| S1 |
1,851.1910 |
1,856.1910 |
|