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 |
4,381.0 |
4,436.0 |
55.0 |
1.3% |
4,305.0 |
High |
4,440.0 |
4,447.0 |
7.0 |
0.2% |
4,440.0 |
Low |
4,379.0 |
4,423.0 |
44.0 |
1.0% |
4,262.0 |
Close |
4,427.0 |
4,425.0 |
-2.0 |
0.0% |
4,427.0 |
Range |
61.0 |
24.0 |
-37.0 |
-60.7% |
178.0 |
ATR |
50.5 |
48.6 |
-1.9 |
-3.7% |
0.0 |
Volume |
984,265 |
478,075 |
-506,190 |
-51.4% |
3,428,028 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,503.7 |
4,488.3 |
4,438.2 |
|
R3 |
4,479.7 |
4,464.3 |
4,431.6 |
|
R2 |
4,455.7 |
4,455.7 |
4,429.4 |
|
R1 |
4,440.3 |
4,440.3 |
4,427.2 |
4,436.0 |
PP |
4,431.7 |
4,431.7 |
4,431.7 |
4,429.5 |
S1 |
4,416.3 |
4,416.3 |
4,422.8 |
4,412.0 |
S2 |
4,407.7 |
4,407.7 |
4,420.6 |
|
S3 |
4,383.7 |
4,392.3 |
4,418.4 |
|
S4 |
4,359.7 |
4,368.3 |
4,411.8 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,910.3 |
4,846.7 |
4,524.9 |
|
R3 |
4,732.3 |
4,668.7 |
4,476.0 |
|
R2 |
4,554.3 |
4,554.3 |
4,459.6 |
|
R1 |
4,490.7 |
4,490.7 |
4,443.3 |
4,522.5 |
PP |
4,376.3 |
4,376.3 |
4,376.3 |
4,392.3 |
S1 |
4,312.7 |
4,312.7 |
4,410.7 |
4,344.5 |
S2 |
4,198.3 |
4,198.3 |
4,394.4 |
|
S3 |
4,020.3 |
4,134.7 |
4,378.1 |
|
S4 |
3,842.3 |
3,956.7 |
4,329.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,447.0 |
4,297.0 |
150.0 |
3.4% |
43.0 |
1.0% |
85% |
True |
False |
647,719 |
10 |
4,447.0 |
4,262.0 |
185.0 |
4.2% |
45.5 |
1.0% |
88% |
True |
False |
666,821 |
20 |
4,447.0 |
4,262.0 |
185.0 |
4.2% |
43.3 |
1.0% |
88% |
True |
False |
695,034 |
40 |
4,447.0 |
4,241.0 |
206.0 |
4.7% |
44.1 |
1.0% |
89% |
True |
False |
349,438 |
60 |
4,447.0 |
4,241.0 |
206.0 |
4.7% |
38.3 |
0.9% |
89% |
True |
False |
233,755 |
80 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
40.9 |
0.9% |
95% |
True |
False |
175,616 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
32.7 |
0.7% |
95% |
True |
False |
140,492 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
27.3 |
0.6% |
95% |
True |
False |
117,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,549.0 |
2.618 |
4,509.8 |
1.618 |
4,485.8 |
1.000 |
4,471.0 |
0.618 |
4,461.8 |
HIGH |
4,447.0 |
0.618 |
4,437.8 |
0.500 |
4,435.0 |
0.382 |
4,432.2 |
LOW |
4,423.0 |
0.618 |
4,408.2 |
1.000 |
4,399.0 |
1.618 |
4,384.2 |
2.618 |
4,360.2 |
4.250 |
4,321.0 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,435.0 |
4,418.8 |
PP |
4,431.7 |
4,412.7 |
S1 |
4,428.3 |
4,406.5 |
|