| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,331.00 |
15,357.00 |
26.00 |
0.2% |
15,057.75 |
| High |
15,392.00 |
15,432.00 |
40.00 |
0.3% |
15,376.75 |
| Low |
15,308.00 |
15,255.25 |
-52.75 |
-0.3% |
14,853.50 |
| Close |
15,364.75 |
15,360.75 |
-4.00 |
0.0% |
15,337.00 |
| Range |
84.00 |
176.75 |
92.75 |
110.4% |
523.25 |
| ATR |
232.09 |
228.14 |
-3.95 |
-1.7% |
0.00 |
| Volume |
265,064 |
519,857 |
254,793 |
96.1% |
3,004,926 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,879.50 |
15,797.00 |
15,458.00 |
|
| R3 |
15,702.75 |
15,620.25 |
15,409.25 |
|
| R2 |
15,526.00 |
15,526.00 |
15,393.25 |
|
| R1 |
15,443.50 |
15,443.50 |
15,377.00 |
15,484.75 |
| PP |
15,349.25 |
15,349.25 |
15,349.25 |
15,370.00 |
| S1 |
15,266.75 |
15,266.75 |
15,344.50 |
15,308.00 |
| S2 |
15,172.50 |
15,172.50 |
15,328.25 |
|
| S3 |
14,995.75 |
15,090.00 |
15,312.25 |
|
| S4 |
14,819.00 |
14,913.25 |
15,263.50 |
|
|
| 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 |
15,432.00 |
15,021.25 |
410.75 |
2.7% |
182.00 |
1.2% |
83% |
True |
False |
514,131 |
| 10 |
15,432.00 |
14,853.50 |
578.50 |
3.8% |
228.25 |
1.5% |
88% |
True |
False |
566,215 |
| 20 |
15,475.50 |
14,425.00 |
1,050.50 |
6.8% |
240.50 |
1.6% |
89% |
False |
False |
497,643 |
| 40 |
15,475.50 |
13,354.25 |
2,121.25 |
13.8% |
220.25 |
1.4% |
95% |
False |
False |
250,263 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.5% |
214.50 |
1.4% |
95% |
False |
False |
167,037 |
| 80 |
15,475.50 |
11,929.25 |
3,546.25 |
23.1% |
222.50 |
1.4% |
97% |
False |
False |
125,409 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.1% |
221.00 |
1.4% |
97% |
False |
False |
100,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,183.25 |
|
2.618 |
15,894.75 |
|
1.618 |
15,718.00 |
|
1.000 |
15,608.75 |
|
0.618 |
15,541.25 |
|
HIGH |
15,432.00 |
|
0.618 |
15,364.50 |
|
0.500 |
15,343.50 |
|
0.382 |
15,322.75 |
|
LOW |
15,255.25 |
|
0.618 |
15,146.00 |
|
1.000 |
15,078.50 |
|
1.618 |
14,969.25 |
|
2.618 |
14,792.50 |
|
4.250 |
14,504.00 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,355.00 |
15,329.00 |
| PP |
15,349.25 |
15,297.25 |
| S1 |
15,343.50 |
15,265.50 |
|