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 |
4,365.0 |
4,245.0 |
-120.0 |
-2.7% |
4,436.0 |
High |
4,371.0 |
4,283.0 |
-88.0 |
-2.0% |
4,447.0 |
Low |
4,233.0 |
4,220.0 |
-13.0 |
-0.3% |
4,220.0 |
Close |
4,239.0 |
4,259.0 |
20.0 |
0.5% |
4,259.0 |
Range |
138.0 |
63.0 |
-75.0 |
-54.3% |
227.0 |
ATR |
55.7 |
56.2 |
0.5 |
0.9% |
0.0 |
Volume |
1,381,319 |
944,394 |
-436,925 |
-31.6% |
3,516,466 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,443.0 |
4,414.0 |
4,293.7 |
|
R3 |
4,380.0 |
4,351.0 |
4,276.3 |
|
R2 |
4,317.0 |
4,317.0 |
4,270.6 |
|
R1 |
4,288.0 |
4,288.0 |
4,264.8 |
4,302.5 |
PP |
4,254.0 |
4,254.0 |
4,254.0 |
4,261.3 |
S1 |
4,225.0 |
4,225.0 |
4,253.2 |
4,239.5 |
S2 |
4,191.0 |
4,191.0 |
4,247.5 |
|
S3 |
4,128.0 |
4,162.0 |
4,241.7 |
|
S4 |
4,065.0 |
4,099.0 |
4,224.4 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,989.7 |
4,851.3 |
4,383.9 |
|
R3 |
4,762.7 |
4,624.3 |
4,321.4 |
|
R2 |
4,535.7 |
4,535.7 |
4,300.6 |
|
R1 |
4,397.3 |
4,397.3 |
4,279.8 |
4,353.0 |
PP |
4,308.7 |
4,308.7 |
4,308.7 |
4,286.5 |
S1 |
4,170.3 |
4,170.3 |
4,238.2 |
4,126.0 |
S2 |
4,081.7 |
4,081.7 |
4,217.4 |
|
S3 |
3,854.7 |
3,943.3 |
4,196.6 |
|
S4 |
3,627.7 |
3,716.3 |
4,134.2 |
|
|
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 |
4,220.0 |
227.0 |
5.3% |
66.6 |
1.6% |
17% |
False |
True |
900,146 |
10 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
58.1 |
1.4% |
17% |
False |
True |
768,268 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
49.8 |
1.2% |
17% |
False |
True |
838,634 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
47.3 |
1.1% |
17% |
False |
True |
425,387 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
41.7 |
1.0% |
17% |
False |
True |
284,326 |
80 |
4,447.0 |
3,970.0 |
477.0 |
11.2% |
44.0 |
1.0% |
61% |
False |
False |
213,596 |
100 |
4,447.0 |
3,970.0 |
477.0 |
11.2% |
35.2 |
0.8% |
61% |
False |
False |
170,876 |
120 |
4,447.0 |
3,970.0 |
477.0 |
11.2% |
29.4 |
0.7% |
61% |
False |
False |
142,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,550.8 |
2.618 |
4,447.9 |
1.618 |
4,384.9 |
1.000 |
4,346.0 |
0.618 |
4,321.9 |
HIGH |
4,283.0 |
0.618 |
4,258.9 |
0.500 |
4,251.5 |
0.382 |
4,244.1 |
LOW |
4,220.0 |
0.618 |
4,181.1 |
1.000 |
4,157.0 |
1.618 |
4,118.1 |
2.618 |
4,055.1 |
4.250 |
3,952.3 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,256.5 |
4,316.5 |
PP |
4,254.0 |
4,297.3 |
S1 |
4,251.5 |
4,278.2 |
|