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 |
1,908.26 |
1,919.63 |
11.37 |
0.6% |
1,920.84 |
High |
1,922.47 |
1,929.92 |
7.45 |
0.4% |
1,933.01 |
Low |
1,901.29 |
1,910.81 |
9.52 |
0.5% |
1,894.13 |
Close |
1,919.40 |
1,921.64 |
2.24 |
0.1% |
1,919.40 |
Range |
21.18 |
19.11 |
-2.07 |
-9.8% |
38.88 |
ATR |
20.60 |
20.49 |
-0.11 |
-0.5% |
0.00 |
Volume |
5,695 |
5,722 |
27 |
0.5% |
28,506 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.12 |
1,968.99 |
1,932.15 |
|
R3 |
1,959.01 |
1,949.88 |
1,926.90 |
|
R2 |
1,939.90 |
1,939.90 |
1,925.14 |
|
R1 |
1,930.77 |
1,930.77 |
1,923.39 |
1,935.34 |
PP |
1,920.79 |
1,920.79 |
1,920.79 |
1,923.07 |
S1 |
1,911.66 |
1,911.66 |
1,919.89 |
1,916.23 |
S2 |
1,901.68 |
1,901.68 |
1,918.14 |
|
S3 |
1,882.57 |
1,892.55 |
1,916.38 |
|
S4 |
1,863.46 |
1,873.44 |
1,911.13 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.15 |
2,014.66 |
1,940.78 |
|
R3 |
1,993.27 |
1,975.78 |
1,930.09 |
|
R2 |
1,954.39 |
1,954.39 |
1,926.53 |
|
R1 |
1,936.90 |
1,936.90 |
1,922.96 |
1,926.21 |
PP |
1,915.51 |
1,915.51 |
1,915.51 |
1,910.17 |
S1 |
1,898.02 |
1,898.02 |
1,915.84 |
1,887.33 |
S2 |
1,876.63 |
1,876.63 |
1,912.27 |
|
S3 |
1,837.75 |
1,859.14 |
1,908.71 |
|
S4 |
1,798.87 |
1,820.26 |
1,898.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,929.92 |
1,894.13 |
35.79 |
1.9% |
17.44 |
0.9% |
77% |
True |
False |
5,712 |
10 |
1,955.84 |
1,894.13 |
61.71 |
3.2% |
18.60 |
1.0% |
45% |
False |
False |
5,681 |
20 |
1,969.16 |
1,894.13 |
75.03 |
3.9% |
19.57 |
1.0% |
37% |
False |
False |
5,680 |
40 |
2,052.28 |
1,894.13 |
158.15 |
8.2% |
21.84 |
1.1% |
17% |
False |
False |
5,621 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
23.15 |
1.2% |
17% |
False |
False |
5,546 |
80 |
2,059.31 |
1,812.56 |
246.75 |
12.8% |
25.63 |
1.3% |
44% |
False |
False |
5,481 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.27 |
1.3% |
45% |
False |
False |
5,497 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.22 |
1.3% |
45% |
False |
False |
5,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.14 |
2.618 |
1,979.95 |
1.618 |
1,960.84 |
1.000 |
1,949.03 |
0.618 |
1,941.73 |
HIGH |
1,929.92 |
0.618 |
1,922.62 |
0.500 |
1,920.37 |
0.382 |
1,918.11 |
LOW |
1,910.81 |
0.618 |
1,899.00 |
1.000 |
1,891.70 |
1.618 |
1,879.89 |
2.618 |
1,860.78 |
4.250 |
1,829.59 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,921.22 |
1,918.44 |
PP |
1,920.79 |
1,915.23 |
S1 |
1,920.37 |
1,912.03 |
|