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 |
15,355.00 |
15,298.75 |
-56.25 |
-0.4% |
15,248.50 |
High |
15,388.75 |
15,569.00 |
180.25 |
1.2% |
15,569.00 |
Low |
15,222.25 |
15,293.50 |
71.25 |
0.5% |
15,041.50 |
Close |
15,292.00 |
15,531.50 |
239.50 |
1.6% |
15,531.50 |
Range |
166.50 |
275.50 |
109.00 |
65.5% |
527.50 |
ATR |
232.25 |
235.45 |
3.20 |
1.4% |
0.00 |
Volume |
806 |
3,622 |
2,816 |
349.4% |
7,839 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,291.25 |
16,186.75 |
15,683.00 |
|
R3 |
16,015.75 |
15,911.25 |
15,607.25 |
|
R2 |
15,740.25 |
15,740.25 |
15,582.00 |
|
R1 |
15,635.75 |
15,635.75 |
15,556.75 |
15,688.00 |
PP |
15,464.75 |
15,464.75 |
15,464.75 |
15,490.75 |
S1 |
15,360.25 |
15,360.25 |
15,506.25 |
15,412.50 |
S2 |
15,189.25 |
15,189.25 |
15,481.00 |
|
S3 |
14,913.75 |
15,084.75 |
15,455.75 |
|
S4 |
14,638.25 |
14,809.25 |
15,380.00 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,963.25 |
16,774.75 |
15,821.50 |
|
R3 |
16,435.75 |
16,247.25 |
15,676.50 |
|
R2 |
15,908.25 |
15,908.25 |
15,628.25 |
|
R1 |
15,719.75 |
15,719.75 |
15,579.75 |
15,814.00 |
PP |
15,380.75 |
15,380.75 |
15,380.75 |
15,427.75 |
S1 |
15,192.25 |
15,192.25 |
15,483.25 |
15,286.50 |
S2 |
14,853.25 |
14,853.25 |
15,434.75 |
|
S3 |
14,325.75 |
14,664.75 |
15,386.50 |
|
S4 |
13,798.25 |
14,137.25 |
15,241.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,569.00 |
15,041.50 |
527.50 |
3.4% |
242.75 |
1.6% |
93% |
True |
False |
1,567 |
10 |
15,668.00 |
15,041.50 |
626.50 |
4.0% |
240.50 |
1.5% |
78% |
False |
False |
1,522 |
20 |
15,668.00 |
14,612.75 |
1,055.25 |
6.8% |
237.75 |
1.5% |
87% |
False |
False |
922 |
40 |
15,668.00 |
13,303.00 |
2,365.00 |
15.2% |
208.75 |
1.3% |
94% |
False |
False |
493 |
60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.6% |
178.75 |
1.2% |
95% |
False |
False |
330 |
80 |
15,668.00 |
12,150.00 |
3,518.00 |
22.7% |
164.25 |
1.1% |
96% |
False |
False |
248 |
100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.7% |
146.25 |
0.9% |
96% |
False |
False |
198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,740.00 |
2.618 |
16,290.25 |
1.618 |
16,014.75 |
1.000 |
15,844.50 |
0.618 |
15,739.25 |
HIGH |
15,569.00 |
0.618 |
15,463.75 |
0.500 |
15,431.25 |
0.382 |
15,398.75 |
LOW |
15,293.50 |
0.618 |
15,123.25 |
1.000 |
15,018.00 |
1.618 |
14,847.75 |
2.618 |
14,572.25 |
4.250 |
14,122.50 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
15,498.00 |
15,484.50 |
PP |
15,464.75 |
15,437.75 |
S1 |
15,431.25 |
15,391.00 |
|