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 |
7,501.0 |
7,557.0 |
56.0 |
0.7% |
7,474.0 |
High |
7,561.5 |
7,570.5 |
9.0 |
0.1% |
7,561.5 |
Low |
7,486.5 |
7,520.0 |
33.5 |
0.4% |
7,408.5 |
Close |
7,541.5 |
7,533.5 |
-8.0 |
-0.1% |
7,541.5 |
Range |
75.0 |
50.5 |
-24.5 |
-32.7% |
153.0 |
ATR |
67.3 |
66.1 |
-1.2 |
-1.8% |
0.0 |
Volume |
89,236 |
67,301 |
-21,935 |
-24.6% |
395,286 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,693.0 |
7,663.5 |
7,561.5 |
|
R3 |
7,642.5 |
7,613.0 |
7,547.5 |
|
R2 |
7,592.0 |
7,592.0 |
7,543.0 |
|
R1 |
7,562.5 |
7,562.5 |
7,538.0 |
7,552.0 |
PP |
7,541.5 |
7,541.5 |
7,541.5 |
7,536.0 |
S1 |
7,512.0 |
7,512.0 |
7,529.0 |
7,501.5 |
S2 |
7,491.0 |
7,491.0 |
7,524.0 |
|
S3 |
7,440.5 |
7,461.5 |
7,519.5 |
|
S4 |
7,390.0 |
7,411.0 |
7,505.5 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,963.0 |
7,905.0 |
7,625.5 |
|
R3 |
7,810.0 |
7,752.0 |
7,583.5 |
|
R2 |
7,657.0 |
7,657.0 |
7,569.5 |
|
R1 |
7,599.0 |
7,599.0 |
7,555.5 |
7,628.0 |
PP |
7,504.0 |
7,504.0 |
7,504.0 |
7,518.0 |
S1 |
7,446.0 |
7,446.0 |
7,527.5 |
7,475.0 |
S2 |
7,351.0 |
7,351.0 |
7,513.5 |
|
S3 |
7,198.0 |
7,293.0 |
7,499.5 |
|
S4 |
7,045.0 |
7,140.0 |
7,457.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,570.5 |
7,438.0 |
132.5 |
1.8% |
60.5 |
0.8% |
72% |
True |
False |
76,353 |
10 |
7,621.5 |
7,408.5 |
213.0 |
2.8% |
66.0 |
0.9% |
59% |
False |
False |
81,819 |
20 |
7,703.5 |
7,408.5 |
295.0 |
3.9% |
62.5 |
0.8% |
42% |
False |
False |
102,980 |
40 |
7,814.0 |
7,408.5 |
405.5 |
5.4% |
55.5 |
0.7% |
31% |
False |
False |
52,048 |
60 |
7,944.0 |
7,408.5 |
535.5 |
7.1% |
45.5 |
0.6% |
23% |
False |
False |
34,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,785.0 |
2.618 |
7,702.5 |
1.618 |
7,652.0 |
1.000 |
7,621.0 |
0.618 |
7,601.5 |
HIGH |
7,570.5 |
0.618 |
7,551.0 |
0.500 |
7,545.0 |
0.382 |
7,539.5 |
LOW |
7,520.0 |
0.618 |
7,489.0 |
1.000 |
7,469.5 |
1.618 |
7,438.5 |
2.618 |
7,388.0 |
4.250 |
7,305.5 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,545.0 |
7,529.0 |
PP |
7,541.5 |
7,524.0 |
S1 |
7,537.5 |
7,519.0 |
|