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 |
4,481.75 |
4,441.25 |
-40.50 |
-0.9% |
4,485.50 |
High |
4,483.50 |
4,476.00 |
-7.50 |
-0.2% |
4,494.00 |
Low |
4,419.50 |
4,431.50 |
12.00 |
0.3% |
4,419.50 |
Close |
4,447.00 |
4,434.00 |
-13.00 |
-0.3% |
4,434.00 |
Range |
64.00 |
44.50 |
-19.50 |
-30.5% |
74.50 |
ATR |
44.50 |
44.50 |
0.00 |
0.0% |
0.00 |
Volume |
1,741,520 |
1,691,644 |
-49,876 |
-2.9% |
5,268,212 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,580.75 |
4,551.75 |
4,458.50 |
|
R3 |
4,536.25 |
4,507.25 |
4,446.25 |
|
R2 |
4,491.75 |
4,491.75 |
4,442.25 |
|
R1 |
4,462.75 |
4,462.75 |
4,438.00 |
4,455.00 |
PP |
4,447.25 |
4,447.25 |
4,447.25 |
4,443.25 |
S1 |
4,418.25 |
4,418.25 |
4,430.00 |
4,410.50 |
S2 |
4,402.75 |
4,402.75 |
4,425.75 |
|
S3 |
4,358.25 |
4,373.75 |
4,421.75 |
|
S4 |
4,313.75 |
4,329.25 |
4,409.50 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.75 |
4,627.75 |
4,475.00 |
|
R3 |
4,598.25 |
4,553.25 |
4,454.50 |
|
R2 |
4,523.75 |
4,523.75 |
4,447.75 |
|
R1 |
4,478.75 |
4,478.75 |
4,440.75 |
4,464.00 |
PP |
4,449.25 |
4,449.25 |
4,449.25 |
4,441.75 |
S1 |
4,404.25 |
4,404.25 |
4,427.25 |
4,389.50 |
S2 |
4,374.75 |
4,374.75 |
4,420.25 |
|
S3 |
4,300.25 |
4,329.75 |
4,413.50 |
|
S4 |
4,225.75 |
4,255.25 |
4,393.00 |
|
|
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 |
4,419.50 |
78.50 |
1.8% |
43.00 |
1.0% |
18% |
False |
False |
1,408,630 |
10 |
4,498.00 |
4,368.50 |
129.50 |
2.9% |
40.75 |
0.9% |
51% |
False |
False |
1,504,702 |
20 |
4,498.00 |
4,305.75 |
192.25 |
4.3% |
44.25 |
1.0% |
67% |
False |
False |
1,584,516 |
40 |
4,498.00 |
4,150.00 |
348.00 |
7.8% |
46.25 |
1.0% |
82% |
False |
False |
799,999 |
60 |
4,498.00 |
4,098.25 |
399.75 |
9.0% |
47.75 |
1.1% |
84% |
False |
False |
534,196 |
80 |
4,498.00 |
3,896.00 |
602.00 |
13.6% |
50.75 |
1.1% |
89% |
False |
False |
401,064 |
100 |
4,498.00 |
3,874.75 |
623.25 |
14.1% |
54.00 |
1.2% |
90% |
False |
False |
320,909 |
120 |
4,498.00 |
3,874.75 |
623.25 |
14.1% |
55.50 |
1.2% |
90% |
False |
False |
267,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,665.00 |
2.618 |
4,592.50 |
1.618 |
4,548.00 |
1.000 |
4,520.50 |
0.618 |
4,503.50 |
HIGH |
4,476.00 |
0.618 |
4,459.00 |
0.500 |
4,453.75 |
0.382 |
4,448.50 |
LOW |
4,431.50 |
0.618 |
4,404.00 |
1.000 |
4,387.00 |
1.618 |
4,359.50 |
2.618 |
4,315.00 |
4.250 |
4,242.50 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,453.75 |
4,456.50 |
PP |
4,447.25 |
4,449.00 |
S1 |
4,440.50 |
4,441.50 |
|