Trading Metrics calculated at close of trading on 10-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,441.25 |
4,437.50 |
-3.75 |
-0.1% |
4,485.50 |
High |
4,476.00 |
4,448.25 |
-27.75 |
-0.6% |
4,494.00 |
Low |
4,431.50 |
4,411.25 |
-20.25 |
-0.5% |
4,419.50 |
Close |
4,434.00 |
4,444.25 |
10.25 |
0.2% |
4,434.00 |
Range |
44.50 |
37.00 |
-7.50 |
-16.9% |
74.50 |
ATR |
44.50 |
43.97 |
-0.54 |
-1.2% |
0.00 |
Volume |
1,691,644 |
1,361,155 |
-330,489 |
-19.5% |
5,268,212 |
|
Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,545.50 |
4,532.00 |
4,464.50 |
|
R3 |
4,508.50 |
4,495.00 |
4,454.50 |
|
R2 |
4,471.50 |
4,471.50 |
4,451.00 |
|
R1 |
4,458.00 |
4,458.00 |
4,447.75 |
4,464.75 |
PP |
4,434.50 |
4,434.50 |
4,434.50 |
4,438.00 |
S1 |
4,421.00 |
4,421.00 |
4,440.75 |
4,427.75 |
S2 |
4,397.50 |
4,397.50 |
4,437.50 |
|
S3 |
4,360.50 |
4,384.00 |
4,434.00 |
|
S4 |
4,323.50 |
4,347.00 |
4,424.00 |
|
|
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 |
4,494.00 |
4,411.25 |
82.75 |
1.9% |
37.50 |
0.8% |
40% |
False |
True |
1,325,873 |
10 |
4,498.00 |
4,368.50 |
129.50 |
2.9% |
40.00 |
0.9% |
58% |
False |
False |
1,485,719 |
20 |
4,498.00 |
4,327.50 |
170.50 |
3.8% |
44.00 |
1.0% |
68% |
False |
False |
1,639,596 |
40 |
4,498.00 |
4,150.00 |
348.00 |
7.8% |
45.75 |
1.0% |
85% |
False |
False |
833,911 |
60 |
4,498.00 |
4,098.25 |
399.75 |
9.0% |
47.25 |
1.1% |
87% |
False |
False |
556,830 |
80 |
4,498.00 |
3,925.00 |
573.00 |
12.9% |
50.00 |
1.1% |
91% |
False |
False |
418,057 |
100 |
4,498.00 |
3,874.75 |
623.25 |
14.0% |
53.75 |
1.2% |
91% |
False |
False |
334,520 |
120 |
4,498.00 |
3,874.75 |
623.25 |
14.0% |
55.50 |
1.2% |
91% |
False |
False |
278,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.50 |
2.618 |
4,545.00 |
1.618 |
4,508.00 |
1.000 |
4,485.25 |
0.618 |
4,471.00 |
HIGH |
4,448.25 |
0.618 |
4,434.00 |
0.500 |
4,429.75 |
0.382 |
4,425.50 |
LOW |
4,411.25 |
0.618 |
4,388.50 |
1.000 |
4,374.25 |
1.618 |
4,351.50 |
2.618 |
4,314.50 |
4.250 |
4,254.00 |
|
|
Fisher Pivots for day following 10-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,439.50 |
4,447.50 |
PP |
4,434.50 |
4,446.25 |
S1 |
4,429.75 |
4,445.25 |
|