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 |
4,382.0 |
4,381.0 |
-1.0 |
0.0% |
4,305.0 |
High |
4,398.0 |
4,440.0 |
42.0 |
1.0% |
4,440.0 |
Low |
4,366.0 |
4,379.0 |
13.0 |
0.3% |
4,262.0 |
Close |
4,380.0 |
4,427.0 |
47.0 |
1.1% |
4,427.0 |
Range |
32.0 |
61.0 |
29.0 |
90.6% |
178.0 |
ATR |
49.6 |
50.5 |
0.8 |
1.6% |
0.0 |
Volume |
527,462 |
984,265 |
456,803 |
86.6% |
3,428,028 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,598.3 |
4,573.7 |
4,460.6 |
|
R3 |
4,537.3 |
4,512.7 |
4,443.8 |
|
R2 |
4,476.3 |
4,476.3 |
4,438.2 |
|
R1 |
4,451.7 |
4,451.7 |
4,432.6 |
4,464.0 |
PP |
4,415.3 |
4,415.3 |
4,415.3 |
4,421.5 |
S1 |
4,390.7 |
4,390.7 |
4,421.4 |
4,403.0 |
S2 |
4,354.3 |
4,354.3 |
4,415.8 |
|
S3 |
4,293.3 |
4,329.7 |
4,410.2 |
|
S4 |
4,232.3 |
4,268.7 |
4,393.5 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,910.3 |
4,846.7 |
4,524.9 |
|
R3 |
4,732.3 |
4,668.7 |
4,476.0 |
|
R2 |
4,554.3 |
4,554.3 |
4,459.6 |
|
R1 |
4,490.7 |
4,490.7 |
4,443.3 |
4,522.5 |
PP |
4,376.3 |
4,376.3 |
4,376.3 |
4,392.3 |
S1 |
4,312.7 |
4,312.7 |
4,410.7 |
4,344.5 |
S2 |
4,198.3 |
4,198.3 |
4,394.4 |
|
S3 |
4,020.3 |
4,134.7 |
4,378.1 |
|
S4 |
3,842.3 |
3,956.7 |
4,329.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,440.0 |
4,262.0 |
178.0 |
4.0% |
50.0 |
1.1% |
93% |
True |
False |
685,605 |
10 |
4,440.0 |
4,262.0 |
178.0 |
4.0% |
48.1 |
1.1% |
93% |
True |
False |
745,777 |
20 |
4,440.0 |
4,262.0 |
178.0 |
4.0% |
45.3 |
1.0% |
93% |
True |
False |
671,270 |
40 |
4,440.0 |
4,241.0 |
199.0 |
4.5% |
44.2 |
1.0% |
93% |
True |
False |
337,595 |
60 |
4,440.0 |
4,241.0 |
199.0 |
4.5% |
38.3 |
0.9% |
93% |
True |
False |
226,054 |
80 |
4,440.0 |
3,970.0 |
470.0 |
10.6% |
40.6 |
0.9% |
97% |
True |
False |
169,640 |
100 |
4,440.0 |
3,970.0 |
470.0 |
10.6% |
32.5 |
0.7% |
97% |
True |
False |
135,712 |
120 |
4,440.0 |
3,970.0 |
470.0 |
10.6% |
27.1 |
0.6% |
97% |
True |
False |
113,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.3 |
2.618 |
4,599.7 |
1.618 |
4,538.7 |
1.000 |
4,501.0 |
0.618 |
4,477.7 |
HIGH |
4,440.0 |
0.618 |
4,416.7 |
0.500 |
4,409.5 |
0.382 |
4,402.3 |
LOW |
4,379.0 |
0.618 |
4,341.3 |
1.000 |
4,318.0 |
1.618 |
4,280.3 |
2.618 |
4,219.3 |
4.250 |
4,119.8 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,421.2 |
4,415.2 |
PP |
4,415.3 |
4,403.3 |
S1 |
4,409.5 |
4,391.5 |
|