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 |
1,907.32 |
1,908.26 |
0.94 |
0.0% |
1,920.84 |
High |
1,912.41 |
1,922.47 |
10.06 |
0.5% |
1,933.01 |
Low |
1,894.13 |
1,901.29 |
7.16 |
0.4% |
1,894.13 |
Close |
1,908.26 |
1,919.40 |
11.14 |
0.6% |
1,919.40 |
Range |
18.28 |
21.18 |
2.90 |
15.9% |
38.88 |
ATR |
20.55 |
20.60 |
0.04 |
0.2% |
0.00 |
Volume |
5,671 |
5,695 |
24 |
0.4% |
28,506 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.93 |
1,969.84 |
1,931.05 |
|
R3 |
1,956.75 |
1,948.66 |
1,925.22 |
|
R2 |
1,935.57 |
1,935.57 |
1,923.28 |
|
R1 |
1,927.48 |
1,927.48 |
1,921.34 |
1,931.53 |
PP |
1,914.39 |
1,914.39 |
1,914.39 |
1,916.41 |
S1 |
1,906.30 |
1,906.30 |
1,917.46 |
1,910.35 |
S2 |
1,893.21 |
1,893.21 |
1,915.52 |
|
S3 |
1,872.03 |
1,885.12 |
1,913.58 |
|
S4 |
1,850.85 |
1,863.94 |
1,907.75 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.15 |
2,014.66 |
1,940.78 |
|
R3 |
1,993.27 |
1,975.78 |
1,930.09 |
|
R2 |
1,954.39 |
1,954.39 |
1,926.53 |
|
R1 |
1,936.90 |
1,936.90 |
1,922.96 |
1,926.21 |
PP |
1,915.51 |
1,915.51 |
1,915.51 |
1,910.17 |
S1 |
1,898.02 |
1,898.02 |
1,915.84 |
1,887.33 |
S2 |
1,876.63 |
1,876.63 |
1,912.27 |
|
S3 |
1,837.75 |
1,859.14 |
1,908.71 |
|
S4 |
1,798.87 |
1,820.26 |
1,898.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,933.01 |
1,894.13 |
38.88 |
2.0% |
16.05 |
0.8% |
65% |
False |
False |
5,701 |
10 |
1,967.26 |
1,894.13 |
73.13 |
3.8% |
17.97 |
0.9% |
35% |
False |
False |
5,682 |
20 |
1,983.19 |
1,894.13 |
89.06 |
4.6% |
20.37 |
1.1% |
28% |
False |
False |
5,679 |
40 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
22.04 |
1.1% |
15% |
False |
False |
5,600 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
23.08 |
1.2% |
15% |
False |
False |
5,539 |
80 |
2,059.31 |
1,809.69 |
249.62 |
13.0% |
25.55 |
1.3% |
44% |
False |
False |
5,481 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.22 |
1.3% |
45% |
False |
False |
5,493 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.17 |
1.3% |
45% |
False |
False |
5,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,012.49 |
2.618 |
1,977.92 |
1.618 |
1,956.74 |
1.000 |
1,943.65 |
0.618 |
1,935.56 |
HIGH |
1,922.47 |
0.618 |
1,914.38 |
0.500 |
1,911.88 |
0.382 |
1,909.38 |
LOW |
1,901.29 |
0.618 |
1,888.20 |
1.000 |
1,880.11 |
1.618 |
1,867.02 |
2.618 |
1,845.84 |
4.250 |
1,811.28 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,916.89 |
1,915.70 |
PP |
1,914.39 |
1,912.00 |
S1 |
1,911.88 |
1,908.30 |
|