| 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 |
15,161.00 |
15,106.00 |
-55.00 |
-0.4% |
15,057.75 |
| High |
15,202.75 |
15,376.75 |
174.00 |
1.1% |
15,376.75 |
| Low |
15,028.50 |
15,099.00 |
70.50 |
0.5% |
14,853.50 |
| Close |
15,100.25 |
15,337.00 |
236.75 |
1.6% |
15,337.00 |
| Range |
174.25 |
277.75 |
103.50 |
59.4% |
523.25 |
| ATR |
240.85 |
243.48 |
2.64 |
1.1% |
0.00 |
| Volume |
594,134 |
529,455 |
-64,679 |
-10.9% |
3,004,926 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,104.25 |
15,998.25 |
15,489.75 |
|
| R3 |
15,826.50 |
15,720.50 |
15,413.50 |
|
| R2 |
15,548.75 |
15,548.75 |
15,388.00 |
|
| R1 |
15,442.75 |
15,442.75 |
15,362.50 |
15,495.75 |
| PP |
15,271.00 |
15,271.00 |
15,271.00 |
15,297.50 |
| S1 |
15,165.00 |
15,165.00 |
15,311.50 |
15,218.00 |
| S2 |
14,993.25 |
14,993.25 |
15,286.00 |
|
| S3 |
14,715.50 |
14,887.25 |
15,260.50 |
|
| S4 |
14,437.75 |
14,609.50 |
15,184.25 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,758.75 |
16,571.25 |
15,624.75 |
|
| R3 |
16,235.50 |
16,048.00 |
15,481.00 |
|
| R2 |
15,712.25 |
15,712.25 |
15,433.00 |
|
| R1 |
15,524.75 |
15,524.75 |
15,385.00 |
15,618.50 |
| PP |
15,189.00 |
15,189.00 |
15,189.00 |
15,236.00 |
| S1 |
15,001.50 |
15,001.50 |
15,289.00 |
15,095.25 |
| S2 |
14,665.75 |
14,665.75 |
15,241.00 |
|
| S3 |
14,142.50 |
14,478.25 |
15,193.00 |
|
| S4 |
13,619.25 |
13,955.00 |
15,049.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,376.75 |
14,853.50 |
523.25 |
3.4% |
245.25 |
1.6% |
92% |
True |
False |
600,985 |
| 10 |
15,475.50 |
14,853.50 |
622.00 |
4.1% |
243.50 |
1.6% |
78% |
False |
False |
616,702 |
| 20 |
15,475.50 |
14,425.00 |
1,050.50 |
6.8% |
244.50 |
1.6% |
87% |
False |
False |
459,317 |
| 40 |
15,475.50 |
13,146.50 |
2,329.00 |
15.2% |
225.25 |
1.5% |
94% |
False |
False |
230,690 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.5% |
215.00 |
1.4% |
95% |
False |
False |
153,965 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.1% |
227.50 |
1.5% |
96% |
False |
False |
115,600 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.1% |
224.25 |
1.5% |
96% |
False |
False |
92,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,557.25 |
|
2.618 |
16,104.00 |
|
1.618 |
15,826.25 |
|
1.000 |
15,654.50 |
|
0.618 |
15,548.50 |
|
HIGH |
15,376.75 |
|
0.618 |
15,270.75 |
|
0.500 |
15,238.00 |
|
0.382 |
15,205.00 |
|
LOW |
15,099.00 |
|
0.618 |
14,927.25 |
|
1.000 |
14,821.25 |
|
1.618 |
14,649.50 |
|
2.618 |
14,371.75 |
|
4.250 |
13,918.50 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,304.00 |
15,291.00 |
| PP |
15,271.00 |
15,245.00 |
| S1 |
15,238.00 |
15,199.00 |
|