| 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 |
16,062.0 |
16,296.0 |
234.0 |
1.5% |
15,980.0 |
| High |
16,308.0 |
16,332.0 |
24.0 |
0.1% |
16,308.0 |
| Low |
16,054.0 |
16,189.0 |
135.0 |
0.8% |
15,833.0 |
| Close |
16,272.0 |
16,192.0 |
-80.0 |
-0.5% |
16,272.0 |
| Range |
254.0 |
143.0 |
-111.0 |
-43.7% |
475.0 |
| ATR |
176.2 |
173.8 |
-2.4 |
-1.3% |
0.0 |
| Volume |
66,248 |
43,611 |
-22,637 |
-34.2% |
274,996 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,666.7 |
16,572.3 |
16,270.7 |
|
| R3 |
16,523.7 |
16,429.3 |
16,231.3 |
|
| R2 |
16,380.7 |
16,380.7 |
16,218.2 |
|
| R1 |
16,286.3 |
16,286.3 |
16,205.1 |
16,262.0 |
| PP |
16,237.7 |
16,237.7 |
16,237.7 |
16,225.5 |
| S1 |
16,143.3 |
16,143.3 |
16,178.9 |
16,119.0 |
| S2 |
16,094.7 |
16,094.7 |
16,165.8 |
|
| S3 |
15,951.7 |
16,000.3 |
16,152.7 |
|
| S4 |
15,808.7 |
15,857.3 |
16,113.4 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,562.7 |
17,392.3 |
16,533.3 |
|
| R3 |
17,087.7 |
16,917.3 |
16,402.6 |
|
| R2 |
16,612.7 |
16,612.7 |
16,359.1 |
|
| R1 |
16,442.3 |
16,442.3 |
16,315.5 |
16,527.5 |
| PP |
16,137.7 |
16,137.7 |
16,137.7 |
16,180.3 |
| S1 |
15,967.3 |
15,967.3 |
16,228.5 |
16,052.5 |
| S2 |
15,662.7 |
15,662.7 |
16,184.9 |
|
| S3 |
15,187.7 |
15,492.3 |
16,141.4 |
|
| S4 |
14,712.7 |
15,017.3 |
16,010.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,332.0 |
15,879.0 |
453.0 |
2.8% |
155.4 |
1.0% |
69% |
True |
False |
52,260 |
| 10 |
16,354.0 |
15,833.0 |
521.0 |
3.2% |
172.2 |
1.1% |
69% |
False |
False |
56,279 |
| 20 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
158.7 |
1.0% |
49% |
False |
False |
39,960 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.8% |
146.5 |
0.9% |
52% |
False |
False |
20,053 |
| 60 |
16,572.0 |
15,773.0 |
799.0 |
4.9% |
125.3 |
0.8% |
52% |
False |
False |
13,374 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
9.8% |
110.6 |
0.7% |
76% |
False |
False |
10,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,939.8 |
|
2.618 |
16,706.4 |
|
1.618 |
16,563.4 |
|
1.000 |
16,475.0 |
|
0.618 |
16,420.4 |
|
HIGH |
16,332.0 |
|
0.618 |
16,277.4 |
|
0.500 |
16,260.5 |
|
0.382 |
16,243.6 |
|
LOW |
16,189.0 |
|
0.618 |
16,100.6 |
|
1.000 |
16,046.0 |
|
1.618 |
15,957.6 |
|
2.618 |
15,814.6 |
|
4.250 |
15,581.3 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,260.5 |
16,189.7 |
| PP |
16,237.7 |
16,187.3 |
| S1 |
16,214.8 |
16,185.0 |
|