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 |
1,927.8 |
1,929.1 |
1.3 |
0.1% |
1,936.3 |
High |
1,939.9 |
1,942.9 |
3.0 |
0.2% |
1,943.4 |
Low |
1,917.7 |
1,922.1 |
4.4 |
0.2% |
1,900.6 |
Close |
1,929.5 |
1,927.1 |
-2.4 |
-0.1% |
1,929.4 |
Range |
22.2 |
20.8 |
-1.4 |
-6.3% |
42.8 |
ATR |
23.8 |
23.6 |
-0.2 |
-0.9% |
0.0 |
Volume |
152,959 |
245,932 |
92,973 |
60.8% |
876,638 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.1 |
1,980.9 |
1,938.5 |
|
R3 |
1,972.3 |
1,960.1 |
1,932.8 |
|
R2 |
1,951.5 |
1,951.5 |
1,930.9 |
|
R1 |
1,939.3 |
1,939.3 |
1,929.0 |
1,935.0 |
PP |
1,930.7 |
1,930.7 |
1,930.7 |
1,928.6 |
S1 |
1,918.5 |
1,918.5 |
1,925.2 |
1,914.2 |
S2 |
1,909.9 |
1,909.9 |
1,923.3 |
|
S3 |
1,889.1 |
1,897.7 |
1,921.4 |
|
S4 |
1,868.3 |
1,876.9 |
1,915.7 |
|
|
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 |
1,942.9 |
1,900.6 |
42.3 |
2.2% |
20.2 |
1.0% |
63% |
True |
False |
189,464 |
10 |
1,950.4 |
1,900.6 |
49.8 |
2.6% |
20.8 |
1.1% |
53% |
False |
False |
181,619 |
20 |
1,987.8 |
1,900.6 |
87.2 |
4.5% |
22.7 |
1.2% |
30% |
False |
False |
183,081 |
40 |
2,075.3 |
1,900.6 |
174.7 |
9.1% |
24.1 |
1.2% |
15% |
False |
False |
139,264 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
26.6 |
1.4% |
13% |
False |
False |
96,279 |
80 |
2,102.2 |
1,867.0 |
235.2 |
12.2% |
28.7 |
1.5% |
26% |
False |
False |
73,122 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.1 |
1.4% |
32% |
False |
False |
58,852 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
26.9 |
1.4% |
32% |
False |
False |
49,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.3 |
2.618 |
1,997.4 |
1.618 |
1,976.6 |
1.000 |
1,963.7 |
0.618 |
1,955.8 |
HIGH |
1,942.9 |
0.618 |
1,935.0 |
0.500 |
1,932.5 |
0.382 |
1,930.0 |
LOW |
1,922.1 |
0.618 |
1,909.2 |
1.000 |
1,901.3 |
1.618 |
1,888.4 |
2.618 |
1,867.6 |
4.250 |
1,833.7 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.5 |
1,926.6 |
PP |
1,930.7 |
1,926.0 |
S1 |
1,928.9 |
1,925.5 |
|