| 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 |
7,521.0 |
7,501.0 |
-20.0 |
-0.3% |
7,474.0 |
| High |
7,528.0 |
7,561.5 |
33.5 |
0.4% |
7,561.5 |
| Low |
7,468.0 |
7,486.5 |
18.5 |
0.2% |
7,408.5 |
| Close |
7,482.0 |
7,541.5 |
59.5 |
0.8% |
7,541.5 |
| Range |
60.0 |
75.0 |
15.0 |
25.0% |
153.0 |
| ATR |
66.4 |
67.3 |
0.9 |
1.4% |
0.0 |
| Volume |
71,369 |
89,236 |
17,867 |
25.0% |
395,286 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,755.0 |
7,723.0 |
7,583.0 |
|
| R3 |
7,680.0 |
7,648.0 |
7,562.0 |
|
| R2 |
7,605.0 |
7,605.0 |
7,555.0 |
|
| R1 |
7,573.0 |
7,573.0 |
7,548.5 |
7,589.0 |
| PP |
7,530.0 |
7,530.0 |
7,530.0 |
7,538.0 |
| S1 |
7,498.0 |
7,498.0 |
7,534.5 |
7,514.0 |
| S2 |
7,455.0 |
7,455.0 |
7,528.0 |
|
| S3 |
7,380.0 |
7,423.0 |
7,521.0 |
|
| S4 |
7,305.0 |
7,348.0 |
7,500.0 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,963.0 |
7,905.0 |
7,625.5 |
|
| R3 |
7,810.0 |
7,752.0 |
7,583.5 |
|
| R2 |
7,657.0 |
7,657.0 |
7,569.5 |
|
| R1 |
7,599.0 |
7,599.0 |
7,555.5 |
7,628.0 |
| PP |
7,504.0 |
7,504.0 |
7,504.0 |
7,518.0 |
| S1 |
7,446.0 |
7,446.0 |
7,527.5 |
7,475.0 |
| S2 |
7,351.0 |
7,351.0 |
7,513.5 |
|
| S3 |
7,198.0 |
7,293.0 |
7,499.5 |
|
| S4 |
7,045.0 |
7,140.0 |
7,457.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,561.5 |
7,408.5 |
153.0 |
2.0% |
66.5 |
0.9% |
87% |
True |
False |
79,057 |
| 10 |
7,639.5 |
7,408.5 |
231.0 |
3.1% |
66.0 |
0.9% |
58% |
False |
False |
80,297 |
| 20 |
7,703.5 |
7,408.5 |
295.0 |
3.9% |
63.5 |
0.8% |
45% |
False |
False |
99,770 |
| 40 |
7,814.0 |
7,408.5 |
405.5 |
5.4% |
54.5 |
0.7% |
33% |
False |
False |
50,366 |
| 60 |
7,944.0 |
7,408.5 |
535.5 |
7.1% |
44.5 |
0.6% |
25% |
False |
False |
33,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,880.0 |
|
2.618 |
7,758.0 |
|
1.618 |
7,683.0 |
|
1.000 |
7,636.5 |
|
0.618 |
7,608.0 |
|
HIGH |
7,561.5 |
|
0.618 |
7,533.0 |
|
0.500 |
7,524.0 |
|
0.382 |
7,515.0 |
|
LOW |
7,486.5 |
|
0.618 |
7,440.0 |
|
1.000 |
7,411.5 |
|
1.618 |
7,365.0 |
|
2.618 |
7,290.0 |
|
4.250 |
7,168.0 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,535.5 |
7,532.5 |
| PP |
7,530.0 |
7,523.5 |
| S1 |
7,524.0 |
7,515.0 |
|