| 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 |
15,357.00 |
15,353.75 |
-3.25 |
0.0% |
15,057.75 |
| High |
15,432.00 |
15,366.00 |
-66.00 |
-0.4% |
15,376.75 |
| Low |
15,255.25 |
15,111.50 |
-143.75 |
-0.9% |
14,853.50 |
| Close |
15,360.75 |
15,238.00 |
-122.75 |
-0.8% |
15,337.00 |
| Range |
176.75 |
254.50 |
77.75 |
44.0% |
523.25 |
| ATR |
228.14 |
230.02 |
1.88 |
0.8% |
0.00 |
| Volume |
519,857 |
574,681 |
54,824 |
10.5% |
3,004,926 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,002.00 |
15,874.50 |
15,378.00 |
|
| R3 |
15,747.50 |
15,620.00 |
15,308.00 |
|
| R2 |
15,493.00 |
15,493.00 |
15,284.75 |
|
| R1 |
15,365.50 |
15,365.50 |
15,261.25 |
15,302.00 |
| PP |
15,238.50 |
15,238.50 |
15,238.50 |
15,206.75 |
| S1 |
15,111.00 |
15,111.00 |
15,214.75 |
15,047.50 |
| S2 |
14,984.00 |
14,984.00 |
15,191.25 |
|
| S3 |
14,729.50 |
14,856.50 |
15,168.00 |
|
| S4 |
14,475.00 |
14,602.00 |
15,098.00 |
|
|
| 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 |
15,028.50 |
403.50 |
2.6% |
193.50 |
1.3% |
52% |
False |
False |
496,638 |
| 10 |
15,432.00 |
14,853.50 |
578.50 |
3.8% |
226.50 |
1.5% |
66% |
False |
False |
559,613 |
| 20 |
15,475.50 |
14,425.00 |
1,050.50 |
6.9% |
247.00 |
1.6% |
77% |
False |
False |
525,740 |
| 40 |
15,475.50 |
13,354.25 |
2,121.25 |
13.9% |
223.75 |
1.5% |
89% |
False |
False |
264,616 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.6% |
215.00 |
1.4% |
91% |
False |
False |
176,608 |
| 80 |
15,475.50 |
12,181.25 |
3,294.25 |
21.6% |
220.50 |
1.4% |
93% |
False |
False |
132,591 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.3% |
222.00 |
1.5% |
93% |
False |
False |
106,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,447.50 |
|
2.618 |
16,032.25 |
|
1.618 |
15,777.75 |
|
1.000 |
15,620.50 |
|
0.618 |
15,523.25 |
|
HIGH |
15,366.00 |
|
0.618 |
15,268.75 |
|
0.500 |
15,238.75 |
|
0.382 |
15,208.75 |
|
LOW |
15,111.50 |
|
0.618 |
14,954.25 |
|
1.000 |
14,857.00 |
|
1.618 |
14,699.75 |
|
2.618 |
14,445.25 |
|
4.250 |
14,030.00 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,238.75 |
15,271.75 |
| PP |
15,238.50 |
15,260.50 |
| S1 |
15,238.25 |
15,249.25 |
|