Trading Metrics calculated at close of trading on 30-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,831.1080 |
1,850.3710 |
19.2630 |
1.1% |
1,906.4350 |
High |
1,879.6370 |
1,945.4090 |
65.7720 |
3.5% |
1,945.4090 |
Low |
1,826.0250 |
1,839.1470 |
13.1220 |
0.7% |
1,824.1420 |
Close |
1,850.3710 |
1,927.6140 |
77.2430 |
4.2% |
1,927.6140 |
Range |
53.6120 |
106.2620 |
52.6500 |
98.2% |
121.2670 |
ATR |
71.2473 |
73.7484 |
2.5010 |
3.5% |
0.0000 |
Volume |
133,521 |
349,437 |
215,916 |
161.7% |
824,592 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,222.8427 |
2,181.4903 |
1,986.0581 |
|
R3 |
2,116.5807 |
2,075.2283 |
1,956.8361 |
|
R2 |
2,010.3187 |
2,010.3187 |
1,947.0954 |
|
R1 |
1,968.9663 |
1,968.9663 |
1,937.3547 |
1,989.6425 |
PP |
1,904.0567 |
1,904.0567 |
1,904.0567 |
1,914.3948 |
S1 |
1,862.7043 |
1,862.7043 |
1,917.8733 |
1,883.3805 |
S2 |
1,797.7947 |
1,797.7947 |
1,908.1326 |
|
S3 |
1,691.5327 |
1,756.4423 |
1,898.3920 |
|
S4 |
1,585.2707 |
1,650.1803 |
1,869.1699 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,262.8560 |
2,216.5020 |
1,994.3109 |
|
R3 |
2,141.5890 |
2,095.2350 |
1,960.9624 |
|
R2 |
2,020.3220 |
2,020.3220 |
1,949.8463 |
|
R1 |
1,973.9680 |
1,973.9680 |
1,938.7301 |
1,997.1450 |
PP |
1,899.0550 |
1,899.0550 |
1,899.0550 |
1,910.6435 |
S1 |
1,852.7010 |
1,852.7010 |
1,916.4979 |
1,875.8780 |
S2 |
1,777.7880 |
1,777.7880 |
1,905.3817 |
|
S3 |
1,656.5210 |
1,731.4340 |
1,894.2656 |
|
S4 |
1,535.2540 |
1,610.1670 |
1,860.9172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,945.4090 |
1,824.1420 |
121.2670 |
6.3% |
76.6356 |
4.0% |
85% |
True |
False |
164,918 |
10 |
1,945.4090 |
1,652.1850 |
293.2240 |
15.2% |
78.4440 |
4.1% |
94% |
True |
False |
206,819 |
20 |
1,945.4090 |
1,627.2270 |
318.1820 |
16.5% |
75.5953 |
3.9% |
94% |
True |
False |
132,415 |
40 |
2,016.1780 |
1,627.2270 |
388.9510 |
20.2% |
69.0324 |
3.6% |
77% |
False |
False |
141,781 |
60 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.5% |
74.7818 |
3.9% |
59% |
False |
False |
175,268 |
80 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.7% |
81.1443 |
4.2% |
73% |
False |
False |
195,863 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.7% |
80.1632 |
4.2% |
73% |
False |
False |
209,356 |
120 |
2,137.7700 |
1,258.7110 |
879.0590 |
45.6% |
78.5047 |
4.1% |
76% |
False |
False |
232,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,397.0225 |
2.618 |
2,223.6029 |
1.618 |
2,117.3409 |
1.000 |
2,051.6710 |
0.618 |
2,011.0789 |
HIGH |
1,945.4090 |
0.618 |
1,904.8169 |
0.500 |
1,892.2780 |
0.382 |
1,879.7391 |
LOW |
1,839.1470 |
0.618 |
1,773.4771 |
1.000 |
1,732.8850 |
1.618 |
1,667.2151 |
2.618 |
1,560.9531 |
4.250 |
1,387.5335 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,915.8353 |
1,913.3345 |
PP |
1,904.0567 |
1,899.0550 |
S1 |
1,892.2780 |
1,884.7755 |
|