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 |
1,919.63 |
1,925.93 |
6.30 |
0.3% |
1,920.84 |
High |
1,929.92 |
1,933.77 |
3.85 |
0.2% |
1,933.01 |
Low |
1,910.81 |
1,915.06 |
4.25 |
0.2% |
1,894.13 |
Close |
1,921.64 |
1,915.14 |
-6.50 |
-0.3% |
1,919.40 |
Range |
19.11 |
18.71 |
-0.40 |
-2.1% |
38.88 |
ATR |
20.49 |
20.36 |
-0.13 |
-0.6% |
0.00 |
Volume |
5,722 |
5,773 |
51 |
0.9% |
28,506 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.45 |
1,965.01 |
1,925.43 |
|
R3 |
1,958.74 |
1,946.30 |
1,920.29 |
|
R2 |
1,940.03 |
1,940.03 |
1,918.57 |
|
R1 |
1,927.59 |
1,927.59 |
1,916.86 |
1,924.46 |
PP |
1,921.32 |
1,921.32 |
1,921.32 |
1,919.76 |
S1 |
1,908.88 |
1,908.88 |
1,913.42 |
1,905.75 |
S2 |
1,902.61 |
1,902.61 |
1,911.71 |
|
S3 |
1,883.90 |
1,890.17 |
1,909.99 |
|
S4 |
1,865.19 |
1,871.46 |
1,904.85 |
|
|
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 |
1,933.77 |
1,894.13 |
39.64 |
2.1% |
17.59 |
0.9% |
53% |
True |
False |
5,721 |
10 |
1,938.86 |
1,894.13 |
44.73 |
2.3% |
17.95 |
0.9% |
47% |
False |
False |
5,693 |
20 |
1,969.16 |
1,894.13 |
75.03 |
3.9% |
19.27 |
1.0% |
28% |
False |
False |
5,692 |
40 |
2,046.46 |
1,894.13 |
152.33 |
8.0% |
21.04 |
1.1% |
14% |
False |
False |
5,631 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
23.17 |
1.2% |
13% |
False |
False |
5,551 |
80 |
2,059.31 |
1,828.09 |
231.22 |
12.1% |
25.58 |
1.3% |
38% |
False |
False |
5,482 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.30 |
1.3% |
43% |
False |
False |
5,499 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.28 |
1.3% |
43% |
False |
False |
5,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.29 |
2.618 |
1,982.75 |
1.618 |
1,964.04 |
1.000 |
1,952.48 |
0.618 |
1,945.33 |
HIGH |
1,933.77 |
0.618 |
1,926.62 |
0.500 |
1,924.42 |
0.382 |
1,922.21 |
LOW |
1,915.06 |
0.618 |
1,903.50 |
1.000 |
1,896.35 |
1.618 |
1,884.79 |
2.618 |
1,866.08 |
4.250 |
1,835.54 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,924.42 |
1,917.53 |
PP |
1,921.32 |
1,916.73 |
S1 |
1,918.23 |
1,915.94 |
|