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 |
1,916.5 |
1,916.4 |
-0.1 |
0.0% |
1,936.3 |
High |
1,921.3 |
1,930.8 |
9.5 |
0.5% |
1,943.4 |
Low |
1,900.6 |
1,908.1 |
7.5 |
0.4% |
1,900.6 |
Close |
1,917.9 |
1,929.4 |
11.5 |
0.6% |
1,929.4 |
Range |
20.7 |
22.7 |
2.0 |
9.7% |
42.8 |
ATR |
24.0 |
23.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
205,252 |
180,688 |
-24,564 |
-12.0% |
876,638 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.9 |
1,982.8 |
1,941.9 |
|
R3 |
1,968.2 |
1,960.1 |
1,935.6 |
|
R2 |
1,945.5 |
1,945.5 |
1,933.6 |
|
R1 |
1,937.4 |
1,937.4 |
1,931.5 |
1,941.5 |
PP |
1,922.8 |
1,922.8 |
1,922.8 |
1,924.8 |
S1 |
1,914.7 |
1,914.7 |
1,927.3 |
1,918.8 |
S2 |
1,900.1 |
1,900.1 |
1,925.2 |
|
S3 |
1,877.4 |
1,892.0 |
1,923.2 |
|
S4 |
1,854.7 |
1,869.3 |
1,916.9 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.9 |
2,033.9 |
1,952.9 |
|
R3 |
2,010.1 |
1,991.1 |
1,941.2 |
|
R2 |
1,967.3 |
1,967.3 |
1,937.2 |
|
R1 |
1,948.3 |
1,948.3 |
1,933.3 |
1,936.4 |
PP |
1,924.5 |
1,924.5 |
1,924.5 |
1,918.5 |
S1 |
1,905.5 |
1,905.5 |
1,925.5 |
1,893.6 |
S2 |
1,881.7 |
1,881.7 |
1,921.6 |
|
S3 |
1,838.9 |
1,862.7 |
1,917.6 |
|
S4 |
1,796.1 |
1,819.9 |
1,905.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,943.4 |
1,900.6 |
42.8 |
2.2% |
18.2 |
0.9% |
67% |
False |
False |
175,327 |
10 |
1,980.4 |
1,900.6 |
79.8 |
4.1% |
21.1 |
1.1% |
36% |
False |
False |
182,795 |
20 |
2,000.5 |
1,900.6 |
99.9 |
5.2% |
23.7 |
1.2% |
29% |
False |
False |
182,620 |
40 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
25.5 |
1.3% |
14% |
False |
False |
131,008 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.6 |
1.4% |
14% |
False |
False |
89,778 |
80 |
2,102.2 |
1,848.6 |
253.6 |
13.1% |
28.6 |
1.5% |
32% |
False |
False |
68,188 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.0 |
1.4% |
33% |
False |
False |
54,903 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
26.8 |
1.4% |
33% |
False |
False |
46,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.3 |
2.618 |
1,990.2 |
1.618 |
1,967.5 |
1.000 |
1,953.5 |
0.618 |
1,944.8 |
HIGH |
1,930.8 |
0.618 |
1,922.1 |
0.500 |
1,919.5 |
0.382 |
1,916.8 |
LOW |
1,908.1 |
0.618 |
1,894.1 |
1.000 |
1,885.4 |
1.618 |
1,871.4 |
2.618 |
1,848.7 |
4.250 |
1,811.6 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,926.1 |
1,924.8 |
PP |
1,922.8 |
1,920.3 |
S1 |
1,919.5 |
1,915.7 |
|