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 |
4,492.00 |
4,481.75 |
-10.25 |
-0.2% |
4,390.00 |
High |
4,493.75 |
4,483.50 |
-10.25 |
-0.2% |
4,498.00 |
Low |
4,466.25 |
4,419.50 |
-46.75 |
-1.0% |
4,368.50 |
Close |
4,483.75 |
4,447.00 |
-36.75 |
-0.8% |
4,488.25 |
Range |
27.50 |
64.00 |
36.50 |
132.7% |
129.50 |
ATR |
42.99 |
44.50 |
1.52 |
3.5% |
0.00 |
Volume |
1,193,759 |
1,741,520 |
547,761 |
45.9% |
8,227,823 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.00 |
4,608.50 |
4,482.25 |
|
R3 |
4,578.00 |
4,544.50 |
4,464.50 |
|
R2 |
4,514.00 |
4,514.00 |
4,458.75 |
|
R1 |
4,480.50 |
4,480.50 |
4,452.75 |
4,465.25 |
PP |
4,450.00 |
4,450.00 |
4,450.00 |
4,442.50 |
S1 |
4,416.50 |
4,416.50 |
4,441.25 |
4,401.25 |
S2 |
4,386.00 |
4,386.00 |
4,435.25 |
|
S3 |
4,322.00 |
4,352.50 |
4,429.50 |
|
S4 |
4,258.00 |
4,288.50 |
4,411.75 |
|
|
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 |
4,409.75 |
88.25 |
2.0% |
39.75 |
0.9% |
42% |
False |
False |
1,396,051 |
10 |
4,498.00 |
4,368.50 |
129.50 |
2.9% |
39.75 |
0.9% |
61% |
False |
False |
1,473,938 |
20 |
4,498.00 |
4,305.75 |
192.25 |
4.3% |
43.75 |
1.0% |
73% |
False |
False |
1,503,786 |
40 |
4,498.00 |
4,150.00 |
348.00 |
7.8% |
45.75 |
1.0% |
85% |
False |
False |
757,747 |
60 |
4,498.00 |
4,098.25 |
399.75 |
9.0% |
47.25 |
1.1% |
87% |
False |
False |
506,036 |
80 |
4,498.00 |
3,896.00 |
602.00 |
13.5% |
51.50 |
1.2% |
92% |
False |
False |
379,927 |
100 |
4,498.00 |
3,874.75 |
623.25 |
14.0% |
54.25 |
1.2% |
92% |
False |
False |
303,993 |
120 |
4,498.00 |
3,874.75 |
623.25 |
14.0% |
55.50 |
1.2% |
92% |
False |
False |
253,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,755.50 |
2.618 |
4,651.00 |
1.618 |
4,587.00 |
1.000 |
4,547.50 |
0.618 |
4,523.00 |
HIGH |
4,483.50 |
0.618 |
4,459.00 |
0.500 |
4,451.50 |
0.382 |
4,444.00 |
LOW |
4,419.50 |
0.618 |
4,380.00 |
1.000 |
4,355.50 |
1.618 |
4,316.00 |
2.618 |
4,252.00 |
4.250 |
4,147.50 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,451.50 |
4,456.75 |
PP |
4,450.00 |
4,453.50 |
S1 |
4,448.50 |
4,450.25 |
|