| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1,863.1 |
1,876.0 |
12.9 |
0.7% |
1,898.0 |
| High |
1,878.0 |
1,902.3 |
24.3 |
1.3% |
1,898.0 |
| Low |
1,852.4 |
1,871.3 |
18.9 |
1.0% |
1,830.7 |
| Close |
1,874.0 |
1,898.1 |
24.1 |
1.3% |
1,834.6 |
| Range |
25.6 |
31.0 |
5.4 |
21.1% |
67.3 |
| ATR |
34.1 |
33.9 |
-0.2 |
-0.7% |
0.0 |
| Volume |
167,636 |
204,716 |
37,080 |
22.1% |
766,765 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.6 |
1,971.8 |
1,915.2 |
|
| R3 |
1,952.6 |
1,940.8 |
1,906.6 |
|
| R2 |
1,921.6 |
1,921.6 |
1,903.8 |
|
| R1 |
1,909.8 |
1,909.8 |
1,900.9 |
1,915.7 |
| PP |
1,890.6 |
1,890.6 |
1,890.6 |
1,893.5 |
| S1 |
1,878.8 |
1,878.8 |
1,895.3 |
1,884.7 |
| S2 |
1,859.6 |
1,859.6 |
1,892.4 |
|
| S3 |
1,828.6 |
1,847.8 |
1,889.6 |
|
| S4 |
1,797.6 |
1,816.8 |
1,881.1 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.3 |
2,012.8 |
1,871.6 |
|
| R3 |
1,989.0 |
1,945.5 |
1,853.1 |
|
| R2 |
1,921.7 |
1,921.7 |
1,846.9 |
|
| R1 |
1,878.2 |
1,878.2 |
1,840.8 |
1,866.3 |
| PP |
1,854.4 |
1,854.4 |
1,854.4 |
1,848.5 |
| S1 |
1,810.9 |
1,810.9 |
1,828.4 |
1,799.0 |
| S2 |
1,787.1 |
1,787.1 |
1,822.3 |
|
| S3 |
1,719.8 |
1,743.6 |
1,816.1 |
|
| S4 |
1,652.5 |
1,676.3 |
1,797.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.3 |
1,825.1 |
77.2 |
4.1% |
33.0 |
1.7% |
95% |
True |
False |
200,888 |
| 10 |
1,920.3 |
1,825.1 |
95.2 |
5.0% |
31.3 |
1.6% |
77% |
False |
False |
199,050 |
| 20 |
1,929.1 |
1,760.0 |
169.1 |
8.9% |
36.2 |
1.9% |
82% |
False |
False |
163,807 |
| 40 |
1,929.1 |
1,723.4 |
205.7 |
10.8% |
34.5 |
1.8% |
85% |
False |
False |
82,083 |
| 60 |
1,929.1 |
1,723.4 |
205.7 |
10.8% |
32.7 |
1.7% |
85% |
False |
False |
54,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,034.1 |
|
2.618 |
1,983.5 |
|
1.618 |
1,952.5 |
|
1.000 |
1,933.3 |
|
0.618 |
1,921.5 |
|
HIGH |
1,902.3 |
|
0.618 |
1,890.5 |
|
0.500 |
1,886.8 |
|
0.382 |
1,883.1 |
|
LOW |
1,871.3 |
|
0.618 |
1,852.1 |
|
1.000 |
1,840.3 |
|
1.618 |
1,821.1 |
|
2.618 |
1,790.1 |
|
4.250 |
1,739.6 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.3 |
1,888.1 |
| PP |
1,890.6 |
1,878.2 |
| S1 |
1,886.8 |
1,868.2 |
|