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 |
1,922.4 |
1,916.6 |
-5.8 |
-0.3% |
1,927.8 |
High |
1,934.0 |
1,941.1 |
7.1 |
0.4% |
1,942.9 |
Low |
1,908.5 |
1,915.4 |
6.9 |
0.4% |
1,908.5 |
Close |
1,915.4 |
1,932.5 |
17.1 |
0.9% |
1,932.5 |
Range |
25.5 |
25.7 |
0.2 |
0.8% |
34.4 |
ATR |
23.7 |
23.8 |
0.1 |
0.6% |
0.0 |
Volume |
231,513 |
214,272 |
-17,241 |
-7.4% |
844,676 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.8 |
1,995.3 |
1,946.6 |
|
R3 |
1,981.1 |
1,969.6 |
1,939.6 |
|
R2 |
1,955.4 |
1,955.4 |
1,937.2 |
|
R1 |
1,943.9 |
1,943.9 |
1,934.9 |
1,949.7 |
PP |
1,929.7 |
1,929.7 |
1,929.7 |
1,932.5 |
S1 |
1,918.2 |
1,918.2 |
1,930.1 |
1,924.0 |
S2 |
1,904.0 |
1,904.0 |
1,927.8 |
|
S3 |
1,878.3 |
1,892.5 |
1,925.4 |
|
S4 |
1,852.6 |
1,866.8 |
1,918.4 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.2 |
2,016.2 |
1,951.4 |
|
R3 |
1,996.8 |
1,981.8 |
1,942.0 |
|
R2 |
1,962.4 |
1,962.4 |
1,938.8 |
|
R1 |
1,947.4 |
1,947.4 |
1,935.7 |
1,954.9 |
PP |
1,928.0 |
1,928.0 |
1,928.0 |
1,931.7 |
S1 |
1,913.0 |
1,913.0 |
1,929.3 |
1,920.5 |
S2 |
1,893.6 |
1,893.6 |
1,926.2 |
|
S3 |
1,859.2 |
1,878.6 |
1,923.0 |
|
S4 |
1,824.8 |
1,844.2 |
1,913.6 |
|
|
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 |
1,908.1 |
34.8 |
1.8% |
23.4 |
1.2% |
70% |
False |
False |
205,072 |
10 |
1,949.0 |
1,900.6 |
48.4 |
2.5% |
21.5 |
1.1% |
66% |
False |
False |
190,817 |
20 |
1,987.8 |
1,900.6 |
87.2 |
4.5% |
23.1 |
1.2% |
37% |
False |
False |
189,094 |
40 |
2,075.3 |
1,900.6 |
174.7 |
9.0% |
24.5 |
1.3% |
18% |
False |
False |
147,311 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.7 |
1.4% |
16% |
False |
False |
103,555 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
28.3 |
1.5% |
16% |
False |
False |
78,558 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.1 |
1.4% |
34% |
False |
False |
63,271 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.0 |
1.4% |
34% |
False |
False |
52,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,050.3 |
2.618 |
2,008.4 |
1.618 |
1,982.7 |
1.000 |
1,966.8 |
0.618 |
1,957.0 |
HIGH |
1,941.1 |
0.618 |
1,931.3 |
0.500 |
1,928.3 |
0.382 |
1,925.2 |
LOW |
1,915.4 |
0.618 |
1,899.5 |
1.000 |
1,889.7 |
1.618 |
1,873.8 |
2.618 |
1,848.1 |
4.250 |
1,806.2 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,931.1 |
1,930.2 |
PP |
1,929.7 |
1,928.0 |
S1 |
1,928.3 |
1,925.7 |
|