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 |
4,411.0 |
4,365.0 |
-46.0 |
-1.0% |
4,305.0 |
High |
4,413.0 |
4,371.0 |
-42.0 |
-1.0% |
4,440.0 |
Low |
4,366.0 |
4,233.0 |
-133.0 |
-3.0% |
4,262.0 |
Close |
4,372.0 |
4,239.0 |
-133.0 |
-3.0% |
4,427.0 |
Range |
47.0 |
138.0 |
91.0 |
193.6% |
178.0 |
ATR |
49.3 |
55.7 |
6.4 |
13.0% |
0.0 |
Volume |
712,678 |
1,381,319 |
668,641 |
93.8% |
3,428,028 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,695.0 |
4,605.0 |
4,314.9 |
|
R3 |
4,557.0 |
4,467.0 |
4,277.0 |
|
R2 |
4,419.0 |
4,419.0 |
4,264.3 |
|
R1 |
4,329.0 |
4,329.0 |
4,251.7 |
4,305.0 |
PP |
4,281.0 |
4,281.0 |
4,281.0 |
4,269.0 |
S1 |
4,191.0 |
4,191.0 |
4,226.4 |
4,167.0 |
S2 |
4,143.0 |
4,143.0 |
4,213.7 |
|
S3 |
4,005.0 |
4,053.0 |
4,201.1 |
|
S4 |
3,867.0 |
3,915.0 |
4,163.1 |
|
|
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 |
4,233.0 |
214.0 |
5.0% |
60.4 |
1.4% |
3% |
False |
True |
816,759 |
10 |
4,447.0 |
4,233.0 |
214.0 |
5.0% |
57.6 |
1.4% |
3% |
False |
True |
757,475 |
20 |
4,447.0 |
4,233.0 |
214.0 |
5.0% |
48.2 |
1.1% |
3% |
False |
True |
797,177 |
40 |
4,447.0 |
4,233.0 |
214.0 |
5.0% |
46.8 |
1.1% |
3% |
False |
True |
401,780 |
60 |
4,447.0 |
4,233.0 |
214.0 |
5.0% |
40.7 |
1.0% |
3% |
False |
True |
268,655 |
80 |
4,447.0 |
3,970.0 |
477.0 |
11.3% |
43.2 |
1.0% |
56% |
False |
False |
201,791 |
100 |
4,447.0 |
3,970.0 |
477.0 |
11.3% |
34.6 |
0.8% |
56% |
False |
False |
161,432 |
120 |
4,447.0 |
3,970.0 |
477.0 |
11.3% |
28.8 |
0.7% |
56% |
False |
False |
134,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,957.5 |
2.618 |
4,732.3 |
1.618 |
4,594.3 |
1.000 |
4,509.0 |
0.618 |
4,456.3 |
HIGH |
4,371.0 |
0.618 |
4,318.3 |
0.500 |
4,302.0 |
0.382 |
4,285.7 |
LOW |
4,233.0 |
0.618 |
4,147.7 |
1.000 |
4,095.0 |
1.618 |
4,009.7 |
2.618 |
3,871.7 |
4.250 |
3,646.5 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,302.0 |
4,340.0 |
PP |
4,281.0 |
4,306.3 |
S1 |
4,260.0 |
4,272.7 |
|