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 |
1,955.3 |
1,954.7 |
-0.6 |
0.0% |
1,980.0 |
High |
1,959.4 |
1,969.2 |
9.8 |
0.5% |
1,981.7 |
Low |
1,939.2 |
1,946.7 |
7.5 |
0.4% |
1,939.2 |
Close |
1,956.4 |
1,968.0 |
11.6 |
0.6% |
1,968.0 |
Range |
20.2 |
22.5 |
2.3 |
11.4% |
42.5 |
ATR |
23.4 |
23.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
11,091 |
6,866 |
-4,225 |
-38.1% |
42,534 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.8 |
2,020.9 |
1,980.4 |
|
R3 |
2,006.3 |
1,998.4 |
1,974.2 |
|
R2 |
1,983.8 |
1,983.8 |
1,972.1 |
|
R1 |
1,975.9 |
1,975.9 |
1,970.1 |
1,979.9 |
PP |
1,961.3 |
1,961.3 |
1,961.3 |
1,963.3 |
S1 |
1,953.4 |
1,953.4 |
1,965.9 |
1,957.4 |
S2 |
1,938.8 |
1,938.8 |
1,963.9 |
|
S3 |
1,916.3 |
1,930.9 |
1,961.8 |
|
S4 |
1,893.8 |
1,908.4 |
1,955.6 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.5 |
2,071.7 |
1,991.4 |
|
R3 |
2,048.0 |
2,029.2 |
1,979.7 |
|
R2 |
2,005.5 |
2,005.5 |
1,975.8 |
|
R1 |
1,986.7 |
1,986.7 |
1,971.9 |
1,974.9 |
PP |
1,963.0 |
1,963.0 |
1,963.0 |
1,957.0 |
S1 |
1,944.2 |
1,944.2 |
1,964.1 |
1,932.4 |
S2 |
1,920.5 |
1,920.5 |
1,960.2 |
|
S3 |
1,878.0 |
1,901.7 |
1,956.3 |
|
S4 |
1,835.5 |
1,859.2 |
1,944.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,981.7 |
1,939.2 |
42.5 |
2.2% |
17.8 |
0.9% |
68% |
False |
False |
8,506 |
10 |
2,019.1 |
1,939.2 |
79.9 |
4.1% |
20.5 |
1.0% |
36% |
False |
False |
6,916 |
20 |
2,038.9 |
1,939.2 |
99.7 |
5.1% |
23.1 |
1.2% |
29% |
False |
False |
5,283 |
40 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
24.6 |
1.2% |
15% |
False |
False |
4,081 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.6 |
1.3% |
15% |
False |
False |
3,332 |
80 |
2,129.7 |
1,885.2 |
244.5 |
12.4% |
27.6 |
1.4% |
34% |
False |
False |
2,892 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.9 |
1.3% |
34% |
False |
False |
2,409 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.6 |
1.3% |
34% |
False |
False |
2,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,064.8 |
2.618 |
2,028.1 |
1.618 |
2,005.6 |
1.000 |
1,991.7 |
0.618 |
1,983.1 |
HIGH |
1,969.2 |
0.618 |
1,960.6 |
0.500 |
1,958.0 |
0.382 |
1,955.3 |
LOW |
1,946.7 |
0.618 |
1,932.8 |
1.000 |
1,924.2 |
1.618 |
1,910.3 |
2.618 |
1,887.8 |
4.250 |
1,851.1 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,964.7 |
1,963.4 |
PP |
1,961.3 |
1,958.8 |
S1 |
1,958.0 |
1,954.2 |
|