| 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 |
15,353.75 |
15,211.75 |
-142.00 |
-0.9% |
15,331.00 |
| High |
15,366.00 |
15,359.75 |
-6.25 |
0.0% |
15,432.00 |
| Low |
15,111.50 |
15,172.25 |
60.75 |
0.4% |
15,111.50 |
| Close |
15,238.00 |
15,181.75 |
-56.25 |
-0.4% |
15,181.75 |
| Range |
254.50 |
187.50 |
-67.00 |
-26.3% |
320.50 |
| ATR |
230.02 |
226.98 |
-3.04 |
-1.3% |
0.00 |
| Volume |
574,681 |
555,119 |
-19,562 |
-3.4% |
1,914,721 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,800.50 |
15,678.50 |
15,285.00 |
|
| R3 |
15,613.00 |
15,491.00 |
15,233.25 |
|
| R2 |
15,425.50 |
15,425.50 |
15,216.00 |
|
| R1 |
15,303.50 |
15,303.50 |
15,199.00 |
15,270.75 |
| PP |
15,238.00 |
15,238.00 |
15,238.00 |
15,221.50 |
| S1 |
15,116.00 |
15,116.00 |
15,164.50 |
15,083.25 |
| S2 |
15,050.50 |
15,050.50 |
15,147.50 |
|
| S3 |
14,863.00 |
14,928.50 |
15,130.25 |
|
| S4 |
14,675.50 |
14,741.00 |
15,078.50 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,203.25 |
16,013.00 |
15,358.00 |
|
| R3 |
15,882.75 |
15,692.50 |
15,270.00 |
|
| R2 |
15,562.25 |
15,562.25 |
15,240.50 |
|
| R1 |
15,372.00 |
15,372.00 |
15,211.25 |
15,307.00 |
| PP |
15,241.75 |
15,241.75 |
15,241.75 |
15,209.25 |
| S1 |
15,051.50 |
15,051.50 |
15,152.25 |
14,986.50 |
| S2 |
14,921.25 |
14,921.25 |
15,123.00 |
|
| S3 |
14,600.75 |
14,731.00 |
15,093.50 |
|
| S4 |
14,280.25 |
14,410.50 |
15,005.50 |
|
|
| 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 |
15,099.00 |
333.00 |
2.2% |
196.00 |
1.3% |
25% |
False |
False |
488,835 |
| 10 |
15,432.00 |
14,853.50 |
578.50 |
3.8% |
218.00 |
1.4% |
57% |
False |
False |
554,024 |
| 20 |
15,475.50 |
14,425.00 |
1,050.50 |
6.9% |
237.75 |
1.6% |
72% |
False |
False |
552,186 |
| 40 |
15,475.50 |
13,354.25 |
2,121.25 |
14.0% |
226.25 |
1.5% |
86% |
False |
False |
278,486 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.7% |
215.50 |
1.4% |
88% |
False |
False |
185,853 |
| 80 |
15,475.50 |
12,228.00 |
3,247.50 |
21.4% |
219.00 |
1.4% |
91% |
False |
False |
139,526 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.4% |
221.00 |
1.5% |
92% |
False |
False |
111,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,156.50 |
|
2.618 |
15,850.50 |
|
1.618 |
15,663.00 |
|
1.000 |
15,547.25 |
|
0.618 |
15,475.50 |
|
HIGH |
15,359.75 |
|
0.618 |
15,288.00 |
|
0.500 |
15,266.00 |
|
0.382 |
15,244.00 |
|
LOW |
15,172.25 |
|
0.618 |
15,056.50 |
|
1.000 |
14,984.75 |
|
1.618 |
14,869.00 |
|
2.618 |
14,681.50 |
|
4.250 |
14,375.50 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,266.00 |
15,271.75 |
| PP |
15,238.00 |
15,241.75 |
| S1 |
15,209.75 |
15,211.75 |
|