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 |
1,897.6 |
1,903.2 |
5.6 |
0.3% |
1,835.1 |
High |
1,916.4 |
1,919.6 |
3.2 |
0.2% |
1,916.4 |
Low |
1,895.9 |
1,898.2 |
2.3 |
0.1% |
1,825.1 |
Close |
1,903.7 |
1,911.1 |
7.4 |
0.4% |
1,903.7 |
Range |
20.5 |
21.4 |
0.9 |
4.4% |
91.3 |
ATR |
32.9 |
32.1 |
-0.8 |
-2.5% |
0.0 |
Volume |
208,456 |
116,922 |
-91,534 |
-43.9% |
950,866 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,973.8 |
1,963.9 |
1,922.9 |
|
R3 |
1,952.4 |
1,942.5 |
1,917.0 |
|
R2 |
1,931.0 |
1,931.0 |
1,915.0 |
|
R1 |
1,921.1 |
1,921.1 |
1,913.1 |
1,926.1 |
PP |
1,909.6 |
1,909.6 |
1,909.6 |
1,912.1 |
S1 |
1,899.7 |
1,899.7 |
1,909.1 |
1,904.7 |
S2 |
1,888.2 |
1,888.2 |
1,907.2 |
|
S3 |
1,866.8 |
1,878.3 |
1,905.2 |
|
S4 |
1,845.4 |
1,856.9 |
1,899.3 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,155.6 |
2,121.0 |
1,953.9 |
|
R3 |
2,064.3 |
2,029.7 |
1,928.8 |
|
R2 |
1,973.0 |
1,973.0 |
1,920.4 |
|
R1 |
1,938.4 |
1,938.4 |
1,912.1 |
1,955.7 |
PP |
1,881.7 |
1,881.7 |
1,881.7 |
1,890.4 |
S1 |
1,847.1 |
1,847.1 |
1,895.3 |
1,864.4 |
S2 |
1,790.4 |
1,790.4 |
1,887.0 |
|
S3 |
1,699.1 |
1,755.8 |
1,878.6 |
|
S4 |
1,607.8 |
1,664.5 |
1,853.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.6 |
1,834.1 |
85.5 |
4.5% |
27.2 |
1.4% |
90% |
True |
False |
173,818 |
10 |
1,919.6 |
1,825.1 |
94.5 |
4.9% |
28.3 |
1.5% |
91% |
True |
False |
183,455 |
20 |
1,929.1 |
1,816.3 |
112.8 |
5.9% |
33.4 |
1.7% |
84% |
False |
False |
179,928 |
40 |
1,929.1 |
1,743.7 |
185.4 |
9.7% |
33.6 |
1.8% |
90% |
False |
False |
90,204 |
60 |
1,929.1 |
1,723.4 |
205.7 |
10.8% |
32.6 |
1.7% |
91% |
False |
False |
60,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.6 |
2.618 |
1,975.6 |
1.618 |
1,954.2 |
1.000 |
1,941.0 |
0.618 |
1,932.8 |
HIGH |
1,919.6 |
0.618 |
1,911.4 |
0.500 |
1,908.9 |
0.382 |
1,906.4 |
LOW |
1,898.2 |
0.618 |
1,885.0 |
1.000 |
1,876.8 |
1.618 |
1,863.6 |
2.618 |
1,842.2 |
4.250 |
1,807.3 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,910.4 |
1,905.9 |
PP |
1,909.6 |
1,900.7 |
S1 |
1,908.9 |
1,895.5 |
|