Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,915.13 |
1,910.93 |
-4.20 |
-0.2% |
1,919.63 |
High |
1,927.24 |
1,934.00 |
6.76 |
0.4% |
1,934.00 |
Low |
1,903.75 |
1,909.90 |
6.15 |
0.3% |
1,903.75 |
Close |
1,910.91 |
1,925.57 |
14.66 |
0.8% |
1,925.57 |
Range |
23.49 |
24.10 |
0.61 |
2.6% |
30.25 |
ATR |
20.59 |
20.84 |
0.25 |
1.2% |
0.00 |
Volume |
5,776 |
5,817 |
41 |
0.7% |
23,088 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.46 |
1,984.61 |
1,938.83 |
|
R3 |
1,971.36 |
1,960.51 |
1,932.20 |
|
R2 |
1,947.26 |
1,947.26 |
1,929.99 |
|
R1 |
1,936.41 |
1,936.41 |
1,927.78 |
1,941.84 |
PP |
1,923.16 |
1,923.16 |
1,923.16 |
1,925.87 |
S1 |
1,912.31 |
1,912.31 |
1,923.36 |
1,917.74 |
S2 |
1,899.06 |
1,899.06 |
1,921.15 |
|
S3 |
1,874.96 |
1,888.21 |
1,918.94 |
|
S4 |
1,850.86 |
1,864.11 |
1,912.32 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.86 |
1,998.96 |
1,942.21 |
|
R3 |
1,981.61 |
1,968.71 |
1,933.89 |
|
R2 |
1,951.36 |
1,951.36 |
1,931.12 |
|
R1 |
1,938.46 |
1,938.46 |
1,928.34 |
1,944.91 |
PP |
1,921.11 |
1,921.11 |
1,921.11 |
1,924.33 |
S1 |
1,908.21 |
1,908.21 |
1,922.80 |
1,914.66 |
S2 |
1,890.86 |
1,890.86 |
1,920.02 |
|
S3 |
1,860.61 |
1,877.96 |
1,917.25 |
|
S4 |
1,830.36 |
1,847.71 |
1,908.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,934.00 |
1,901.29 |
32.71 |
1.7% |
21.32 |
1.1% |
74% |
True |
False |
5,756 |
10 |
1,934.99 |
1,894.13 |
40.86 |
2.1% |
19.01 |
1.0% |
77% |
False |
False |
5,727 |
20 |
1,969.16 |
1,894.13 |
75.03 |
3.9% |
19.76 |
1.0% |
42% |
False |
False |
5,699 |
40 |
2,046.46 |
1,894.13 |
152.33 |
7.9% |
21.46 |
1.1% |
21% |
False |
False |
5,647 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.6% |
23.29 |
1.2% |
19% |
False |
False |
5,562 |
80 |
2,059.31 |
1,886.99 |
172.32 |
8.9% |
25.09 |
1.3% |
22% |
False |
False |
5,499 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.31 |
1.3% |
47% |
False |
False |
5,505 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.33 |
1.3% |
47% |
False |
False |
5,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.43 |
2.618 |
1,997.09 |
1.618 |
1,972.99 |
1.000 |
1,958.10 |
0.618 |
1,948.89 |
HIGH |
1,934.00 |
0.618 |
1,924.79 |
0.500 |
1,921.95 |
0.382 |
1,919.11 |
LOW |
1,909.90 |
0.618 |
1,895.01 |
1.000 |
1,885.80 |
1.618 |
1,870.91 |
2.618 |
1,846.81 |
4.250 |
1,807.48 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,924.36 |
1,923.34 |
PP |
1,923.16 |
1,921.11 |
S1 |
1,921.95 |
1,918.88 |
|