| 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 |
1,903.2 |
1,910.9 |
7.7 |
0.4% |
1,835.1 |
| High |
1,919.6 |
1,913.4 |
-6.2 |
-0.3% |
1,916.4 |
| Low |
1,898.2 |
1,884.4 |
-13.8 |
-0.7% |
1,825.1 |
| Close |
1,911.1 |
1,888.0 |
-23.1 |
-1.2% |
1,903.7 |
| Range |
21.4 |
29.0 |
7.6 |
35.5% |
91.3 |
| ATR |
32.1 |
31.9 |
-0.2 |
-0.7% |
0.0 |
| Volume |
116,922 |
192,920 |
75,998 |
65.0% |
950,866 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,982.3 |
1,964.1 |
1,904.0 |
|
| R3 |
1,953.3 |
1,935.1 |
1,896.0 |
|
| R2 |
1,924.3 |
1,924.3 |
1,893.3 |
|
| R1 |
1,906.1 |
1,906.1 |
1,890.7 |
1,900.7 |
| PP |
1,895.3 |
1,895.3 |
1,895.3 |
1,892.6 |
| S1 |
1,877.1 |
1,877.1 |
1,885.3 |
1,871.7 |
| S2 |
1,866.3 |
1,866.3 |
1,882.7 |
|
| S3 |
1,837.3 |
1,848.1 |
1,880.0 |
|
| S4 |
1,808.3 |
1,819.1 |
1,872.1 |
|
|
| 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 |
1,852.4 |
67.2 |
3.6% |
25.5 |
1.4% |
53% |
False |
False |
178,130 |
| 10 |
1,919.6 |
1,825.1 |
94.5 |
5.0% |
28.5 |
1.5% |
67% |
False |
False |
185,275 |
| 20 |
1,929.1 |
1,820.1 |
109.0 |
5.8% |
32.6 |
1.7% |
62% |
False |
False |
189,438 |
| 40 |
1,929.1 |
1,750.0 |
179.1 |
9.5% |
33.2 |
1.8% |
77% |
False |
False |
95,022 |
| 60 |
1,929.1 |
1,723.4 |
205.7 |
10.9% |
32.7 |
1.7% |
80% |
False |
False |
63,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,036.7 |
|
2.618 |
1,989.3 |
|
1.618 |
1,960.3 |
|
1.000 |
1,942.4 |
|
0.618 |
1,931.3 |
|
HIGH |
1,913.4 |
|
0.618 |
1,902.3 |
|
0.500 |
1,898.9 |
|
0.382 |
1,895.5 |
|
LOW |
1,884.4 |
|
0.618 |
1,866.5 |
|
1.000 |
1,855.4 |
|
1.618 |
1,837.5 |
|
2.618 |
1,808.5 |
|
4.250 |
1,761.2 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,898.9 |
1,902.0 |
| PP |
1,895.3 |
1,897.3 |
| S1 |
1,891.6 |
1,892.7 |
|