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 |
1,954.7 |
1,965.5 |
10.8 |
0.6% |
1,980.0 |
High |
1,969.2 |
1,978.0 |
8.8 |
0.4% |
1,981.7 |
Low |
1,946.7 |
1,956.3 |
9.6 |
0.5% |
1,939.2 |
Close |
1,968.0 |
1,968.2 |
0.2 |
0.0% |
1,968.0 |
Range |
22.5 |
21.7 |
-0.8 |
-3.6% |
42.5 |
ATR |
23.3 |
23.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
6,866 |
10,925 |
4,059 |
59.1% |
42,534 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.6 |
2,022.1 |
1,980.1 |
|
R3 |
2,010.9 |
2,000.4 |
1,974.2 |
|
R2 |
1,989.2 |
1,989.2 |
1,972.2 |
|
R1 |
1,978.7 |
1,978.7 |
1,970.2 |
1,984.0 |
PP |
1,967.5 |
1,967.5 |
1,967.5 |
1,970.1 |
S1 |
1,957.0 |
1,957.0 |
1,966.2 |
1,962.3 |
S2 |
1,945.8 |
1,945.8 |
1,964.2 |
|
S3 |
1,924.1 |
1,935.3 |
1,962.2 |
|
S4 |
1,902.4 |
1,913.6 |
1,956.3 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.5 |
2,071.7 |
1,991.4 |
|
R3 |
2,048.0 |
2,029.2 |
1,979.7 |
|
R2 |
2,005.5 |
2,005.5 |
1,975.8 |
|
R1 |
1,986.7 |
1,986.7 |
1,971.9 |
1,974.9 |
PP |
1,963.0 |
1,963.0 |
1,963.0 |
1,957.0 |
S1 |
1,944.2 |
1,944.2 |
1,964.1 |
1,932.4 |
S2 |
1,920.5 |
1,920.5 |
1,960.2 |
|
S3 |
1,878.0 |
1,901.7 |
1,956.3 |
|
S4 |
1,835.5 |
1,859.2 |
1,944.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,978.9 |
1,939.2 |
39.7 |
2.0% |
19.8 |
1.0% |
73% |
False |
False |
9,168 |
10 |
2,010.0 |
1,939.2 |
70.8 |
3.6% |
21.2 |
1.1% |
41% |
False |
False |
7,860 |
20 |
2,025.8 |
1,939.2 |
86.6 |
4.4% |
22.4 |
1.1% |
33% |
False |
False |
5,696 |
40 |
2,116.1 |
1,939.2 |
176.9 |
9.0% |
24.3 |
1.2% |
16% |
False |
False |
4,257 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.5 |
1.3% |
15% |
False |
False |
3,455 |
80 |
2,129.7 |
1,888.8 |
240.9 |
12.2% |
27.7 |
1.4% |
33% |
False |
False |
3,017 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.9 |
1.3% |
34% |
False |
False |
2,516 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.7 |
1.3% |
34% |
False |
False |
2,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,070.2 |
2.618 |
2,034.8 |
1.618 |
2,013.1 |
1.000 |
1,999.7 |
0.618 |
1,991.4 |
HIGH |
1,978.0 |
0.618 |
1,969.7 |
0.500 |
1,967.2 |
0.382 |
1,964.6 |
LOW |
1,956.3 |
0.618 |
1,942.9 |
1.000 |
1,934.6 |
1.618 |
1,921.2 |
2.618 |
1,899.5 |
4.250 |
1,864.1 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,967.9 |
1,965.0 |
PP |
1,967.5 |
1,961.8 |
S1 |
1,967.2 |
1,958.6 |
|