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 |
4,435.25 |
4,485.50 |
50.25 |
1.1% |
4,390.00 |
High |
4,498.00 |
4,494.00 |
-4.00 |
-0.1% |
4,498.00 |
Low |
4,433.00 |
4,479.50 |
46.50 |
1.0% |
4,368.50 |
Close |
4,488.25 |
4,492.25 |
4.00 |
0.1% |
4,488.25 |
Range |
65.00 |
14.50 |
-50.50 |
-77.7% |
129.50 |
ATR |
46.46 |
44.18 |
-2.28 |
-4.9% |
0.00 |
Volume |
1,774,940 |
641,289 |
-1,133,651 |
-63.9% |
8,227,823 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.00 |
4,526.75 |
4,500.25 |
|
R3 |
4,517.50 |
4,512.25 |
4,496.25 |
|
R2 |
4,503.00 |
4,503.00 |
4,495.00 |
|
R1 |
4,497.75 |
4,497.75 |
4,493.50 |
4,500.50 |
PP |
4,488.50 |
4,488.50 |
4,488.50 |
4,490.00 |
S1 |
4,483.25 |
4,483.25 |
4,491.00 |
4,486.00 |
S2 |
4,474.00 |
4,474.00 |
4,489.50 |
|
S3 |
4,459.50 |
4,468.75 |
4,488.25 |
|
S4 |
4,445.00 |
4,454.25 |
4,484.25 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,840.00 |
4,793.75 |
4,559.50 |
|
R3 |
4,710.50 |
4,664.25 |
4,523.75 |
|
R2 |
4,581.00 |
4,581.00 |
4,512.00 |
|
R1 |
4,534.75 |
4,534.75 |
4,500.00 |
4,558.00 |
PP |
4,451.50 |
4,451.50 |
4,451.50 |
4,463.25 |
S1 |
4,405.25 |
4,405.25 |
4,476.50 |
4,428.50 |
S2 |
4,322.00 |
4,322.00 |
4,464.50 |
|
S3 |
4,192.50 |
4,275.75 |
4,452.75 |
|
S4 |
4,063.00 |
4,146.25 |
4,417.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,498.00 |
4,371.50 |
126.50 |
2.8% |
38.50 |
0.9% |
95% |
False |
False |
1,449,339 |
10 |
4,498.00 |
4,368.50 |
129.50 |
2.9% |
39.25 |
0.9% |
96% |
False |
False |
1,481,278 |
20 |
4,498.00 |
4,305.75 |
192.25 |
4.3% |
42.25 |
0.9% |
97% |
False |
False |
1,360,623 |
40 |
4,498.00 |
4,113.75 |
384.25 |
8.6% |
46.00 |
1.0% |
99% |
False |
False |
684,508 |
60 |
4,498.00 |
4,098.25 |
399.75 |
8.9% |
47.00 |
1.0% |
99% |
False |
False |
457,144 |
80 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
53.00 |
1.2% |
99% |
False |
False |
343,266 |
100 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
54.75 |
1.2% |
99% |
False |
False |
274,641 |
120 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
55.75 |
1.2% |
99% |
False |
False |
228,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,555.50 |
2.618 |
4,532.00 |
1.618 |
4,517.50 |
1.000 |
4,508.50 |
0.618 |
4,503.00 |
HIGH |
4,494.00 |
0.618 |
4,488.50 |
0.500 |
4,486.75 |
0.382 |
4,485.00 |
LOW |
4,479.50 |
0.618 |
4,470.50 |
1.000 |
4,465.00 |
1.618 |
4,456.00 |
2.618 |
4,441.50 |
4.250 |
4,418.00 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,490.50 |
4,479.50 |
PP |
4,488.50 |
4,466.75 |
S1 |
4,486.75 |
4,454.00 |
|