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 |
4,423.75 |
4,435.25 |
11.50 |
0.3% |
4,390.00 |
High |
4,438.00 |
4,498.00 |
60.00 |
1.4% |
4,498.00 |
Low |
4,409.75 |
4,433.00 |
23.25 |
0.5% |
4,368.50 |
Close |
4,435.75 |
4,488.25 |
52.50 |
1.2% |
4,488.25 |
Range |
28.25 |
65.00 |
36.75 |
130.1% |
129.50 |
ATR |
45.03 |
46.46 |
1.43 |
3.2% |
0.00 |
Volume |
1,628,750 |
1,774,940 |
146,190 |
9.0% |
8,227,823 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.00 |
4,643.25 |
4,524.00 |
|
R3 |
4,603.00 |
4,578.25 |
4,506.00 |
|
R2 |
4,538.00 |
4,538.00 |
4,500.25 |
|
R1 |
4,513.25 |
4,513.25 |
4,494.25 |
4,525.50 |
PP |
4,473.00 |
4,473.00 |
4,473.00 |
4,479.25 |
S1 |
4,448.25 |
4,448.25 |
4,482.25 |
4,460.50 |
S2 |
4,408.00 |
4,408.00 |
4,476.25 |
|
S3 |
4,343.00 |
4,383.25 |
4,470.50 |
|
S4 |
4,278.00 |
4,318.25 |
4,452.50 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,840.00 |
4,793.75 |
4,559.50 |
|
R3 |
4,710.50 |
4,664.25 |
4,523.75 |
|
R2 |
4,581.00 |
4,581.00 |
4,512.00 |
|
R1 |
4,534.75 |
4,534.75 |
4,500.00 |
4,558.00 |
PP |
4,451.50 |
4,451.50 |
4,451.50 |
4,463.25 |
S1 |
4,405.25 |
4,405.25 |
4,476.50 |
4,428.50 |
S2 |
4,322.00 |
4,322.00 |
4,464.50 |
|
S3 |
4,192.50 |
4,275.75 |
4,452.75 |
|
S4 |
4,063.00 |
4,146.25 |
4,417.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,498.00 |
4,368.50 |
129.50 |
2.9% |
42.50 |
0.9% |
92% |
True |
False |
1,645,564 |
10 |
4,498.00 |
4,368.50 |
129.50 |
2.9% |
42.00 |
0.9% |
92% |
True |
False |
1,606,659 |
20 |
4,498.00 |
4,269.50 |
228.50 |
5.1% |
45.00 |
1.0% |
96% |
True |
False |
1,329,911 |
40 |
4,498.00 |
4,098.25 |
399.75 |
8.9% |
47.25 |
1.1% |
98% |
True |
False |
668,532 |
60 |
4,498.00 |
4,098.25 |
399.75 |
8.9% |
47.25 |
1.1% |
98% |
True |
False |
446,495 |
80 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
54.25 |
1.2% |
98% |
True |
False |
335,261 |
100 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
55.00 |
1.2% |
98% |
True |
False |
268,229 |
120 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
56.00 |
1.2% |
98% |
True |
False |
223,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,774.25 |
2.618 |
4,668.25 |
1.618 |
4,603.25 |
1.000 |
4,563.00 |
0.618 |
4,538.25 |
HIGH |
4,498.00 |
0.618 |
4,473.25 |
0.500 |
4,465.50 |
0.382 |
4,457.75 |
LOW |
4,433.00 |
0.618 |
4,392.75 |
1.000 |
4,368.00 |
1.618 |
4,327.75 |
2.618 |
4,262.75 |
4.250 |
4,156.75 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,480.75 |
4,475.00 |
PP |
4,473.00 |
4,461.75 |
S1 |
4,465.50 |
4,448.50 |
|