| 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 |
30,170 |
30,395 |
225 |
0.7% |
30,690 |
| High |
30,885 |
31,275 |
390 |
1.3% |
31,275 |
| Low |
30,055 |
29,495 |
-560 |
-1.9% |
29,495 |
| Close |
30,550 |
30,129 |
-421 |
-1.4% |
30,129 |
| Range |
830 |
1,780 |
950 |
114.5% |
1,780 |
| ATR |
1,223 |
1,263 |
40 |
3.2% |
0 |
| Volume |
11,871 |
1,032 |
-10,839 |
-91.3% |
44,364 |
|
| Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,640 |
34,664 |
31,108 |
|
| R3 |
33,860 |
32,884 |
30,619 |
|
| R2 |
32,080 |
32,080 |
30,455 |
|
| R1 |
31,104 |
31,104 |
30,292 |
30,702 |
| PP |
30,300 |
30,300 |
30,300 |
30,099 |
| S1 |
29,324 |
29,324 |
29,966 |
28,922 |
| S2 |
28,520 |
28,520 |
29,803 |
|
| S3 |
26,740 |
27,544 |
29,640 |
|
| S4 |
24,960 |
25,764 |
29,150 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,640 |
34,664 |
31,108 |
|
| R3 |
33,860 |
32,884 |
30,619 |
|
| R2 |
32,080 |
32,080 |
30,455 |
|
| R1 |
31,104 |
31,104 |
30,292 |
30,702 |
| PP |
30,300 |
30,300 |
30,300 |
30,099 |
| S1 |
29,324 |
29,324 |
29,966 |
28,922 |
| S2 |
28,520 |
28,520 |
29,803 |
|
| S3 |
26,740 |
27,544 |
29,640 |
|
| S4 |
24,960 |
25,764 |
29,150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31,275 |
29,495 |
1,780 |
5.9% |
1,054 |
3.5% |
36% |
True |
True |
8,872 |
| 10 |
31,655 |
25,145 |
6,510 |
21.6% |
1,418 |
4.7% |
77% |
False |
False |
11,303 |
| 20 |
31,655 |
24,745 |
6,910 |
22.9% |
1,270 |
4.2% |
78% |
False |
False |
9,555 |
| 40 |
31,655 |
24,745 |
6,910 |
22.9% |
1,102 |
3.7% |
78% |
False |
False |
6,221 |
| 60 |
31,655 |
24,745 |
6,910 |
22.9% |
1,113 |
3.7% |
78% |
False |
False |
4,277 |
| 80 |
31,655 |
19,815 |
11,840 |
39.3% |
1,146 |
3.8% |
87% |
False |
False |
3,216 |
| 100 |
31,655 |
19,815 |
11,840 |
39.3% |
1,073 |
3.6% |
87% |
False |
False |
2,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38,840 |
|
2.618 |
35,935 |
|
1.618 |
34,155 |
|
1.000 |
33,055 |
|
0.618 |
32,375 |
|
HIGH |
31,275 |
|
0.618 |
30,595 |
|
0.500 |
30,385 |
|
0.382 |
30,175 |
|
LOW |
29,495 |
|
0.618 |
28,395 |
|
1.000 |
27,715 |
|
1.618 |
26,615 |
|
2.618 |
24,835 |
|
4.250 |
21,930 |
|
|
| Fisher Pivots for day following 30-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
30,385 |
30,385 |
| PP |
30,300 |
30,300 |
| S1 |
30,214 |
30,214 |
|