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 |
30,850 |
31,480 |
630 |
2.0% |
30,935 |
High |
31,835 |
31,735 |
-100 |
-0.3% |
31,730 |
Low |
30,725 |
30,420 |
-305 |
-1.0% |
29,605 |
Close |
31,700 |
30,675 |
-1,025 |
-3.2% |
30,680 |
Range |
1,110 |
1,315 |
205 |
18.5% |
2,125 |
ATR |
1,255 |
1,259 |
4 |
0.3% |
0 |
Volume |
6,603 |
9,567 |
2,964 |
44.9% |
46,090 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,888 |
34,097 |
31,398 |
|
R3 |
33,573 |
32,782 |
31,037 |
|
R2 |
32,258 |
32,258 |
30,916 |
|
R1 |
31,467 |
31,467 |
30,796 |
31,205 |
PP |
30,943 |
30,943 |
30,943 |
30,813 |
S1 |
30,152 |
30,152 |
30,554 |
29,890 |
S2 |
29,628 |
29,628 |
30,434 |
|
S3 |
28,313 |
28,837 |
30,313 |
|
S4 |
26,998 |
27,522 |
29,952 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,047 |
35,988 |
31,849 |
|
R3 |
34,922 |
33,863 |
31,264 |
|
R2 |
32,797 |
32,797 |
31,070 |
|
R1 |
31,738 |
31,738 |
30,875 |
31,205 |
PP |
30,672 |
30,672 |
30,672 |
30,405 |
S1 |
29,613 |
29,613 |
30,485 |
29,080 |
S2 |
28,547 |
28,547 |
30,290 |
|
S3 |
26,422 |
27,488 |
30,096 |
|
S4 |
24,297 |
25,363 |
29,511 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,835 |
29,605 |
2,230 |
7.3% |
1,249 |
4.1% |
48% |
False |
False |
10,265 |
10 |
31,850 |
28,445 |
3,405 |
11.1% |
1,329 |
4.3% |
65% |
False |
False |
6,694 |
20 |
31,850 |
24,920 |
6,930 |
22.6% |
1,229 |
4.0% |
83% |
False |
False |
3,595 |
40 |
31,850 |
24,920 |
6,930 |
22.6% |
1,055 |
3.4% |
83% |
False |
False |
2,015 |
60 |
31,850 |
24,920 |
6,930 |
22.6% |
989 |
3.2% |
83% |
False |
False |
1,348 |
80 |
31,850 |
23,355 |
8,495 |
27.7% |
959 |
3.1% |
86% |
False |
False |
1,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,324 |
2.618 |
35,178 |
1.618 |
33,863 |
1.000 |
33,050 |
0.618 |
32,548 |
HIGH |
31,735 |
0.618 |
31,233 |
0.500 |
31,078 |
0.382 |
30,922 |
LOW |
30,420 |
0.618 |
29,607 |
1.000 |
29,105 |
1.618 |
28,292 |
2.618 |
26,977 |
4.250 |
24,831 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
31,078 |
30,720 |
PP |
30,943 |
30,705 |
S1 |
30,809 |
30,690 |
|