Trading Metrics calculated at close of trading on 03-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2023 |
03-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,916.4 |
1,927.8 |
11.4 |
0.6% |
1,936.3 |
High |
1,930.8 |
1,939.9 |
9.1 |
0.5% |
1,943.4 |
Low |
1,908.1 |
1,917.7 |
9.6 |
0.5% |
1,900.6 |
Close |
1,929.4 |
1,929.5 |
0.1 |
0.0% |
1,929.4 |
Range |
22.7 |
22.2 |
-0.5 |
-2.2% |
42.8 |
ATR |
23.9 |
23.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
180,688 |
152,959 |
-27,729 |
-15.3% |
876,638 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.6 |
1,984.8 |
1,941.7 |
|
R3 |
1,973.4 |
1,962.6 |
1,935.6 |
|
R2 |
1,951.2 |
1,951.2 |
1,933.6 |
|
R1 |
1,940.4 |
1,940.4 |
1,931.5 |
1,945.8 |
PP |
1,929.0 |
1,929.0 |
1,929.0 |
1,931.8 |
S1 |
1,918.2 |
1,918.2 |
1,927.5 |
1,923.6 |
S2 |
1,906.8 |
1,906.8 |
1,925.4 |
|
S3 |
1,884.6 |
1,896.0 |
1,923.4 |
|
S4 |
1,862.4 |
1,873.8 |
1,917.3 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.9 |
2,033.9 |
1,952.9 |
|
R3 |
2,010.1 |
1,991.1 |
1,941.2 |
|
R2 |
1,967.3 |
1,967.3 |
1,937.2 |
|
R1 |
1,948.3 |
1,948.3 |
1,933.3 |
1,936.4 |
PP |
1,924.5 |
1,924.5 |
1,924.5 |
1,918.5 |
S1 |
1,905.5 |
1,905.5 |
1,925.5 |
1,893.6 |
S2 |
1,881.7 |
1,881.7 |
1,921.6 |
|
S3 |
1,838.9 |
1,862.7 |
1,917.6 |
|
S4 |
1,796.1 |
1,819.9 |
1,905.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,940.3 |
1,900.6 |
39.7 |
2.1% |
20.2 |
1.0% |
73% |
False |
False |
176,365 |
10 |
1,971.8 |
1,900.6 |
71.2 |
3.7% |
21.8 |
1.1% |
41% |
False |
False |
182,039 |
20 |
1,987.8 |
1,900.6 |
87.2 |
4.5% |
23.0 |
1.2% |
33% |
False |
False |
179,783 |
40 |
2,080.3 |
1,900.6 |
179.7 |
9.3% |
24.9 |
1.3% |
16% |
False |
False |
134,261 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.6 |
1.4% |
14% |
False |
False |
92,254 |
80 |
2,102.2 |
1,851.4 |
250.8 |
13.0% |
28.7 |
1.5% |
31% |
False |
False |
70,061 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.0 |
1.4% |
33% |
False |
False |
56,415 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
26.8 |
1.4% |
33% |
False |
False |
47,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.3 |
2.618 |
1,998.0 |
1.618 |
1,975.8 |
1.000 |
1,962.1 |
0.618 |
1,953.6 |
HIGH |
1,939.9 |
0.618 |
1,931.4 |
0.500 |
1,928.8 |
0.382 |
1,926.2 |
LOW |
1,917.7 |
0.618 |
1,904.0 |
1.000 |
1,895.5 |
1.618 |
1,881.8 |
2.618 |
1,859.6 |
4.250 |
1,823.4 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,929.3 |
1,926.4 |
PP |
1,929.0 |
1,923.3 |
S1 |
1,928.8 |
1,920.3 |
|