| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,927.3920 |
1,942.2040 |
14.8120 |
0.8% |
1,906.4350 |
| High |
1,974.8800 |
1,943.2760 |
-31.6040 |
-1.6% |
1,945.4090 |
| Low |
1,894.2730 |
1,896.1550 |
1.8820 |
0.1% |
1,824.1420 |
| Close |
1,959.0580 |
1,910.8820 |
-48.1760 |
-2.5% |
1,927.6140 |
| Range |
80.6070 |
47.1210 |
-33.4860 |
-41.5% |
121.2670 |
| ATR |
74.2383 |
73.4286 |
-0.8097 |
-1.1% |
0.0000 |
| Volume |
2,440 |
127,508 |
125,068 |
5,125.7% |
824,592 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.1340 |
2,031.6290 |
1,936.7986 |
|
| R3 |
2,011.0130 |
1,984.5080 |
1,923.8403 |
|
| R2 |
1,963.8920 |
1,963.8920 |
1,919.5209 |
|
| R1 |
1,937.3870 |
1,937.3870 |
1,915.2014 |
1,927.0790 |
| PP |
1,916.7710 |
1,916.7710 |
1,916.7710 |
1,911.6170 |
| S1 |
1,890.2660 |
1,890.2660 |
1,906.5626 |
1,879.9580 |
| S2 |
1,869.6500 |
1,869.6500 |
1,902.2432 |
|
| S3 |
1,822.5290 |
1,843.1450 |
1,897.9237 |
|
| S4 |
1,775.4080 |
1,796.0240 |
1,884.9655 |
|
|
| 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 |
7.9% |
72.2304 |
3.8% |
58% |
False |
False |
157,166 |
| 10 |
1,974.8800 |
1,775.0400 |
199.8400 |
10.5% |
76.3569 |
4.0% |
68% |
False |
False |
179,715 |
| 20 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.2% |
72.5858 |
3.8% |
82% |
False |
False |
138,824 |
| 40 |
2,016.1780 |
1,627.2270 |
388.9510 |
20.4% |
67.8883 |
3.6% |
73% |
False |
False |
132,950 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.7% |
74.7687 |
3.9% |
56% |
False |
False |
168,965 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.0% |
80.7135 |
4.2% |
70% |
False |
False |
190,265 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.0% |
80.1368 |
4.2% |
70% |
False |
False |
204,776 |
| 120 |
2,137.7700 |
1,321.8800 |
815.8900 |
42.7% |
78.6145 |
4.1% |
72% |
False |
False |
229,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.5403 |
|
2.618 |
2,066.6388 |
|
1.618 |
2,019.5178 |
|
1.000 |
1,990.3970 |
|
0.618 |
1,972.3968 |
|
HIGH |
1,943.2760 |
|
0.618 |
1,925.2758 |
|
0.500 |
1,919.7155 |
|
0.382 |
1,914.1552 |
|
LOW |
1,896.1550 |
|
0.618 |
1,867.0342 |
|
1.000 |
1,849.0340 |
|
1.618 |
1,819.9132 |
|
2.618 |
1,772.7922 |
|
4.250 |
1,695.8908 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.7155 |
1,909.5925 |
| PP |
1,916.7710 |
1,908.3030 |
| S1 |
1,913.8265 |
1,907.0135 |
|