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 |
34,628 |
34,488 |
-140 |
-0.4% |
33,977 |
High |
34,652 |
34,495 |
-157 |
-0.5% |
34,705 |
Low |
34,435 |
33,967 |
-468 |
-1.4% |
33,855 |
Close |
34,509 |
34,131 |
-378 |
-1.1% |
34,643 |
Range |
217 |
528 |
311 |
143.3% |
850 |
ATR |
318 |
334 |
16 |
5.0% |
0 |
Volume |
144,068 |
159,330 |
15,262 |
10.6% |
715,623 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,782 |
35,484 |
34,422 |
|
R3 |
35,254 |
34,956 |
34,276 |
|
R2 |
34,726 |
34,726 |
34,228 |
|
R1 |
34,428 |
34,428 |
34,180 |
34,313 |
PP |
34,198 |
34,198 |
34,198 |
34,140 |
S1 |
33,900 |
33,900 |
34,083 |
33,785 |
S2 |
33,670 |
33,670 |
34,034 |
|
S3 |
33,142 |
33,372 |
33,986 |
|
S4 |
32,614 |
32,844 |
33,841 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,951 |
36,647 |
35,111 |
|
R3 |
36,101 |
35,797 |
34,877 |
|
R2 |
35,251 |
35,251 |
34,799 |
|
R1 |
34,947 |
34,947 |
34,721 |
35,099 |
PP |
34,401 |
34,401 |
34,401 |
34,477 |
S1 |
34,097 |
34,097 |
34,565 |
34,249 |
S2 |
33,551 |
33,551 |
34,487 |
|
S3 |
32,701 |
33,247 |
34,409 |
|
S4 |
31,851 |
32,397 |
34,176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,705 |
33,967 |
738 |
2.2% |
331 |
1.0% |
22% |
False |
True |
132,230 |
10 |
34,705 |
33,855 |
850 |
2.5% |
297 |
0.9% |
32% |
False |
False |
137,114 |
20 |
34,888 |
33,828 |
1,060 |
3.1% |
315 |
0.9% |
29% |
False |
False |
131,629 |
40 |
34,888 |
32,900 |
1,988 |
5.8% |
345 |
1.0% |
62% |
False |
False |
66,230 |
60 |
34,888 |
32,900 |
1,988 |
5.8% |
352 |
1.0% |
62% |
False |
False |
44,211 |
80 |
34,888 |
31,862 |
3,026 |
8.9% |
372 |
1.1% |
75% |
False |
False |
33,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,739 |
2.618 |
35,877 |
1.618 |
35,349 |
1.000 |
35,023 |
0.618 |
34,821 |
HIGH |
34,495 |
0.618 |
34,293 |
0.500 |
34,231 |
0.382 |
34,169 |
LOW |
33,967 |
0.618 |
33,641 |
1.000 |
33,439 |
1.618 |
33,113 |
2.618 |
32,585 |
4.250 |
31,723 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
34,231 |
34,328 |
PP |
34,198 |
34,262 |
S1 |
34,164 |
34,197 |
|