| 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 |
15,106.00 |
15,331.00 |
225.00 |
1.5% |
15,057.75 |
| High |
15,376.75 |
15,392.00 |
15.25 |
0.1% |
15,376.75 |
| Low |
15,099.00 |
15,308.00 |
209.00 |
1.4% |
14,853.50 |
| Close |
15,337.00 |
15,364.75 |
27.75 |
0.2% |
15,337.00 |
| Range |
277.75 |
84.00 |
-193.75 |
-69.8% |
523.25 |
| ATR |
243.48 |
232.09 |
-11.39 |
-4.7% |
0.00 |
| Volume |
529,455 |
265,064 |
-264,391 |
-49.9% |
3,004,926 |
|
| Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,607.00 |
15,569.75 |
15,411.00 |
|
| R3 |
15,523.00 |
15,485.75 |
15,387.75 |
|
| R2 |
15,439.00 |
15,439.00 |
15,380.25 |
|
| R1 |
15,401.75 |
15,401.75 |
15,372.50 |
15,420.50 |
| PP |
15,355.00 |
15,355.00 |
15,355.00 |
15,364.25 |
| S1 |
15,317.75 |
15,317.75 |
15,357.00 |
15,336.50 |
| S2 |
15,271.00 |
15,271.00 |
15,349.25 |
|
| S3 |
15,187.00 |
15,233.75 |
15,341.75 |
|
| S4 |
15,103.00 |
15,149.75 |
15,318.50 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,758.75 |
16,571.25 |
15,624.75 |
|
| R3 |
16,235.50 |
16,048.00 |
15,481.00 |
|
| R2 |
15,712.25 |
15,712.25 |
15,433.00 |
|
| R1 |
15,524.75 |
15,524.75 |
15,385.00 |
15,618.50 |
| PP |
15,189.00 |
15,189.00 |
15,189.00 |
15,236.00 |
| S1 |
15,001.50 |
15,001.50 |
15,289.00 |
15,095.25 |
| S2 |
14,665.75 |
14,665.75 |
15,241.00 |
|
| S3 |
14,142.50 |
14,478.25 |
15,193.00 |
|
| S4 |
13,619.25 |
13,955.00 |
15,049.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,392.00 |
14,862.25 |
529.75 |
3.4% |
202.25 |
1.3% |
95% |
True |
False |
523,999 |
| 10 |
15,392.00 |
14,853.50 |
538.50 |
3.5% |
230.25 |
1.5% |
95% |
True |
False |
579,518 |
| 20 |
15,475.50 |
14,425.00 |
1,050.50 |
6.8% |
240.75 |
1.6% |
89% |
False |
False |
472,323 |
| 40 |
15,475.50 |
13,201.50 |
2,274.00 |
14.8% |
223.25 |
1.5% |
95% |
False |
False |
237,295 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.5% |
212.50 |
1.4% |
96% |
False |
False |
158,373 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.1% |
224.00 |
1.5% |
97% |
False |
False |
118,913 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.1% |
222.50 |
1.4% |
97% |
False |
False |
95,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,749.00 |
|
2.618 |
15,612.00 |
|
1.618 |
15,528.00 |
|
1.000 |
15,476.00 |
|
0.618 |
15,444.00 |
|
HIGH |
15,392.00 |
|
0.618 |
15,360.00 |
|
0.500 |
15,350.00 |
|
0.382 |
15,340.00 |
|
LOW |
15,308.00 |
|
0.618 |
15,256.00 |
|
1.000 |
15,224.00 |
|
1.618 |
15,172.00 |
|
2.618 |
15,088.00 |
|
4.250 |
14,951.00 |
|
|
| Fisher Pivots for day following 03-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,359.75 |
15,313.25 |
| PP |
15,355.00 |
15,261.75 |
| S1 |
15,350.00 |
15,210.25 |
|