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 |
31,480 |
30,705 |
-775 |
-2.5% |
30,935 |
High |
31,735 |
31,860 |
125 |
0.4% |
31,730 |
Low |
30,420 |
30,060 |
-360 |
-1.2% |
29,605 |
Close |
30,675 |
30,510 |
-165 |
-0.5% |
30,680 |
Range |
1,315 |
1,800 |
485 |
36.9% |
2,125 |
ATR |
1,259 |
1,298 |
39 |
3.1% |
0 |
Volume |
9,567 |
11,172 |
1,605 |
16.8% |
46,090 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,210 |
35,160 |
31,500 |
|
R3 |
34,410 |
33,360 |
31,005 |
|
R2 |
32,610 |
32,610 |
30,840 |
|
R1 |
31,560 |
31,560 |
30,675 |
31,185 |
PP |
30,810 |
30,810 |
30,810 |
30,623 |
S1 |
29,760 |
29,760 |
30,345 |
29,385 |
S2 |
29,010 |
29,010 |
30,180 |
|
S3 |
27,210 |
27,960 |
30,015 |
|
S4 |
25,410 |
26,160 |
29,520 |
|
|
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 |
31,860 |
29,605 |
2,255 |
7.4% |
1,438 |
4.7% |
40% |
True |
False |
11,216 |
10 |
31,860 |
29,605 |
2,255 |
7.4% |
1,242 |
4.1% |
40% |
True |
False |
7,621 |
20 |
31,860 |
24,920 |
6,940 |
22.7% |
1,219 |
4.0% |
81% |
True |
False |
4,119 |
40 |
31,860 |
24,920 |
6,940 |
22.7% |
1,072 |
3.5% |
81% |
True |
False |
2,294 |
60 |
31,860 |
24,920 |
6,940 |
22.7% |
1,016 |
3.3% |
81% |
True |
False |
1,535 |
80 |
31,860 |
24,370 |
7,490 |
24.5% |
966 |
3.2% |
82% |
True |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,510 |
2.618 |
36,572 |
1.618 |
34,772 |
1.000 |
33,660 |
0.618 |
32,972 |
HIGH |
31,860 |
0.618 |
31,172 |
0.500 |
30,960 |
0.382 |
30,748 |
LOW |
30,060 |
0.618 |
28,948 |
1.000 |
28,260 |
1.618 |
27,148 |
2.618 |
25,348 |
4.250 |
22,410 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
30,960 |
30,960 |
PP |
30,810 |
30,810 |
S1 |
30,660 |
30,660 |
|