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 |
14,959.05 |
15,087.02 |
127.97 |
0.9% |
14,866.66 |
High |
14,981.16 |
15,213.75 |
232.59 |
1.6% |
15,213.75 |
Low |
14,876.94 |
15,081.57 |
204.63 |
1.4% |
14,687.02 |
Close |
14,939.95 |
15,179.21 |
239.26 |
1.6% |
15,179.21 |
Range |
104.22 |
132.18 |
27.96 |
26.8% |
526.73 |
ATR |
213.08 |
217.41 |
4.34 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,554.72 |
15,499.14 |
15,251.91 |
|
R3 |
15,422.54 |
15,366.96 |
15,215.56 |
|
R2 |
15,290.36 |
15,290.36 |
15,203.44 |
|
R1 |
15,234.78 |
15,234.78 |
15,191.33 |
15,262.57 |
PP |
15,158.18 |
15,158.18 |
15,158.18 |
15,172.07 |
S1 |
15,102.60 |
15,102.60 |
15,167.09 |
15,130.39 |
S2 |
15,026.00 |
15,026.00 |
15,154.98 |
|
S3 |
14,893.82 |
14,970.42 |
15,142.86 |
|
S4 |
14,761.64 |
14,838.24 |
15,106.51 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,606.85 |
16,419.76 |
15,468.91 |
|
R3 |
16,080.12 |
15,893.03 |
15,324.06 |
|
R2 |
15,553.39 |
15,553.39 |
15,275.78 |
|
R1 |
15,366.30 |
15,366.30 |
15,227.49 |
15,459.85 |
PP |
15,026.66 |
15,026.66 |
15,026.66 |
15,073.43 |
S1 |
14,839.57 |
14,839.57 |
15,130.93 |
14,933.12 |
S2 |
14,499.93 |
14,499.93 |
15,082.64 |
|
S3 |
13,973.20 |
14,312.84 |
15,034.36 |
|
S4 |
13,446.47 |
13,786.11 |
14,889.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,213.75 |
14,687.02 |
526.73 |
3.5% |
191.86 |
1.3% |
93% |
True |
False |
|
10 |
15,284.65 |
14,687.02 |
597.63 |
3.9% |
195.93 |
1.3% |
82% |
False |
False |
|
20 |
15,284.65 |
14,283.88 |
1,000.77 |
6.6% |
201.70 |
1.3% |
89% |
False |
False |
|
40 |
15,284.65 |
12,938.45 |
2,346.20 |
15.5% |
183.47 |
1.2% |
96% |
False |
False |
|
60 |
15,284.65 |
12,724.62 |
2,560.03 |
16.9% |
179.82 |
1.2% |
96% |
False |
False |
|
80 |
15,284.65 |
11,695.41 |
3,589.24 |
23.6% |
190.26 |
1.3% |
97% |
False |
False |
|
100 |
15,284.65 |
11,695.41 |
3,589.24 |
23.6% |
192.82 |
1.3% |
97% |
False |
False |
|
120 |
15,284.65 |
11,050.68 |
4,233.97 |
27.9% |
198.57 |
1.3% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,775.52 |
2.618 |
15,559.80 |
1.618 |
15,427.62 |
1.000 |
15,345.93 |
0.618 |
15,295.44 |
HIGH |
15,213.75 |
0.618 |
15,163.26 |
0.500 |
15,147.66 |
0.382 |
15,132.06 |
LOW |
15,081.57 |
0.618 |
14,999.88 |
1.000 |
14,949.39 |
1.618 |
14,867.70 |
2.618 |
14,735.52 |
4.250 |
14,519.81 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
15,168.69 |
15,133.29 |
PP |
15,158.18 |
15,087.38 |
S1 |
15,147.66 |
15,041.46 |
|