| Trading Metrics calculated at close of trading on 03-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,850.3710 |
1,927.3920 |
77.0210 |
4.2% |
1,906.4350 |
| High |
1,945.4090 |
1,974.8800 |
29.4710 |
1.5% |
1,945.4090 |
| Low |
1,839.1470 |
1,894.2730 |
55.1260 |
3.0% |
1,824.1420 |
| Close |
1,927.6140 |
1,959.0580 |
31.4440 |
1.6% |
1,927.6140 |
| Range |
106.2620 |
80.6070 |
-25.6550 |
-24.1% |
121.2670 |
| ATR |
73.7484 |
74.2383 |
0.4899 |
0.7% |
0.0000 |
| Volume |
349,437 |
2,440 |
-346,997 |
-99.3% |
824,592 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.5580 |
2,152.4150 |
2,003.3919 |
|
| R3 |
2,103.9510 |
2,071.8080 |
1,981.2249 |
|
| R2 |
2,023.3440 |
2,023.3440 |
1,973.8360 |
|
| R1 |
1,991.2010 |
1,991.2010 |
1,966.4470 |
2,007.2725 |
| PP |
1,942.7370 |
1,942.7370 |
1,942.7370 |
1,950.7728 |
| S1 |
1,910.5940 |
1,910.5940 |
1,951.6690 |
1,926.6655 |
| S2 |
1,862.1300 |
1,862.1300 |
1,944.2801 |
|
| S3 |
1,781.5230 |
1,829.9870 |
1,936.8911 |
|
| S4 |
1,700.9160 |
1,749.3800 |
1,914.7242 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.8560 |
2,216.5020 |
1,994.3109 |
|
| R3 |
2,141.5890 |
2,095.2350 |
1,960.9624 |
|
| R2 |
2,020.3220 |
2,020.3220 |
1,949.8463 |
|
| R1 |
1,973.9680 |
1,973.9680 |
1,938.7301 |
1,997.1450 |
| PP |
1,899.0550 |
1,899.0550 |
1,899.0550 |
1,910.6435 |
| S1 |
1,852.7010 |
1,852.7010 |
1,916.4979 |
1,875.8780 |
| S2 |
1,777.7880 |
1,777.7880 |
1,905.3817 |
|
| S3 |
1,656.5210 |
1,731.4340 |
1,894.2656 |
|
| S4 |
1,535.2540 |
1,610.1670 |
1,860.9172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,974.8800 |
1,824.1420 |
150.7380 |
7.7% |
75.4270 |
3.9% |
90% |
True |
False |
165,054 |
| 10 |
1,974.8800 |
1,715.5600 |
259.3200 |
13.2% |
79.0132 |
4.0% |
94% |
True |
False |
187,965 |
| 20 |
1,974.8800 |
1,627.2270 |
347.6530 |
17.7% |
76.7189 |
3.9% |
95% |
True |
False |
132,450 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
19.9% |
69.8716 |
3.6% |
85% |
False |
False |
137,571 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.1% |
74.9291 |
3.8% |
65% |
False |
False |
170,016 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.0% |
81.8298 |
4.2% |
77% |
False |
False |
193,514 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.0% |
80.2736 |
4.1% |
77% |
False |
False |
206,489 |
| 120 |
2,137.7700 |
1,315.6060 |
822.1640 |
42.0% |
78.4614 |
4.0% |
78% |
False |
False |
232,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,317.4598 |
|
2.618 |
2,185.9091 |
|
1.618 |
2,105.3021 |
|
1.000 |
2,055.4870 |
|
0.618 |
2,024.6951 |
|
HIGH |
1,974.8800 |
|
0.618 |
1,944.0881 |
|
0.500 |
1,934.5765 |
|
0.382 |
1,925.0649 |
|
LOW |
1,894.2730 |
|
0.618 |
1,844.4579 |
|
1.000 |
1,813.6660 |
|
1.618 |
1,763.8509 |
|
2.618 |
1,683.2439 |
|
4.250 |
1,551.6933 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.8975 |
1,939.5228 |
| PP |
1,942.7370 |
1,919.9877 |
| S1 |
1,934.5765 |
1,900.4525 |
|