Trading Metrics calculated at close of trading on 06-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,925.93 |
1,915.13 |
-10.80 |
-0.6% |
1,920.84 |
High |
1,933.77 |
1,927.24 |
-6.53 |
-0.3% |
1,933.01 |
Low |
1,915.06 |
1,903.75 |
-11.31 |
-0.6% |
1,894.13 |
Close |
1,915.14 |
1,910.91 |
-4.23 |
-0.2% |
1,919.40 |
Range |
18.71 |
23.49 |
4.78 |
25.5% |
38.88 |
ATR |
20.36 |
20.59 |
0.22 |
1.1% |
0.00 |
Volume |
5,773 |
5,776 |
3 |
0.1% |
28,506 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.44 |
1,971.16 |
1,923.83 |
|
R3 |
1,960.95 |
1,947.67 |
1,917.37 |
|
R2 |
1,937.46 |
1,937.46 |
1,915.22 |
|
R1 |
1,924.18 |
1,924.18 |
1,913.06 |
1,919.08 |
PP |
1,913.97 |
1,913.97 |
1,913.97 |
1,911.41 |
S1 |
1,900.69 |
1,900.69 |
1,908.76 |
1,895.59 |
S2 |
1,890.48 |
1,890.48 |
1,906.60 |
|
S3 |
1,866.99 |
1,877.20 |
1,904.45 |
|
S4 |
1,843.50 |
1,853.71 |
1,897.99 |
|
|
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% |
20.15 |
1.1% |
42% |
False |
False |
5,727 |
10 |
1,934.99 |
1,894.13 |
40.86 |
2.1% |
18.76 |
1.0% |
41% |
False |
False |
5,714 |
20 |
1,969.16 |
1,894.13 |
75.03 |
3.9% |
19.98 |
1.0% |
22% |
False |
False |
5,693 |
40 |
2,046.46 |
1,894.13 |
152.33 |
8.0% |
21.28 |
1.1% |
11% |
False |
False |
5,641 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
23.18 |
1.2% |
10% |
False |
False |
5,558 |
80 |
2,059.31 |
1,868.03 |
191.28 |
10.0% |
25.36 |
1.3% |
22% |
False |
False |
5,487 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.25 |
1.3% |
41% |
False |
False |
5,502 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.2% |
24.33 |
1.3% |
41% |
False |
False |
5,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.07 |
2.618 |
1,988.74 |
1.618 |
1,965.25 |
1.000 |
1,950.73 |
0.618 |
1,941.76 |
HIGH |
1,927.24 |
0.618 |
1,918.27 |
0.500 |
1,915.50 |
0.382 |
1,912.72 |
LOW |
1,903.75 |
0.618 |
1,889.23 |
1.000 |
1,880.26 |
1.618 |
1,865.74 |
2.618 |
1,842.25 |
4.250 |
1,803.92 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,915.50 |
1,918.76 |
PP |
1,913.97 |
1,916.14 |
S1 |
1,912.44 |
1,913.53 |
|