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 |
1,965.5 |
1,967.6 |
2.1 |
0.1% |
1,980.0 |
High |
1,978.0 |
1,981.4 |
3.4 |
0.2% |
1,981.7 |
Low |
1,956.3 |
1,960.8 |
4.5 |
0.2% |
1,939.2 |
Close |
1,968.2 |
1,965.9 |
-2.3 |
-0.1% |
1,968.0 |
Range |
21.7 |
20.6 |
-1.1 |
-5.1% |
42.5 |
ATR |
23.2 |
23.0 |
-0.2 |
-0.8% |
0.0 |
Volume |
10,925 |
13,910 |
2,985 |
27.3% |
42,534 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.2 |
2,019.1 |
1,977.2 |
|
R3 |
2,010.6 |
1,998.5 |
1,971.6 |
|
R2 |
1,990.0 |
1,990.0 |
1,969.7 |
|
R1 |
1,977.9 |
1,977.9 |
1,967.8 |
1,973.7 |
PP |
1,969.4 |
1,969.4 |
1,969.4 |
1,967.2 |
S1 |
1,957.3 |
1,957.3 |
1,964.0 |
1,953.1 |
S2 |
1,948.8 |
1,948.8 |
1,962.1 |
|
S3 |
1,928.2 |
1,936.7 |
1,960.2 |
|
S4 |
1,907.6 |
1,916.1 |
1,954.6 |
|
|
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 |
1,981.4 |
1,939.2 |
42.2 |
2.1% |
19.8 |
1.0% |
63% |
True |
False |
10,384 |
10 |
1,989.0 |
1,939.2 |
49.8 |
2.5% |
20.3 |
1.0% |
54% |
False |
False |
8,699 |
20 |
2,025.8 |
1,939.2 |
86.6 |
4.4% |
22.1 |
1.1% |
31% |
False |
False |
6,229 |
40 |
2,112.4 |
1,939.2 |
173.2 |
8.8% |
23.4 |
1.2% |
15% |
False |
False |
4,455 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.6 |
1.3% |
14% |
False |
False |
3,627 |
80 |
2,129.7 |
1,903.6 |
226.1 |
11.5% |
27.6 |
1.4% |
28% |
False |
False |
3,182 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
26.0 |
1.3% |
33% |
False |
False |
2,652 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.8 |
1.3% |
33% |
False |
False |
2,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,069.0 |
2.618 |
2,035.3 |
1.618 |
2,014.7 |
1.000 |
2,002.0 |
0.618 |
1,994.1 |
HIGH |
1,981.4 |
0.618 |
1,973.5 |
0.500 |
1,971.1 |
0.382 |
1,968.7 |
LOW |
1,960.8 |
0.618 |
1,948.1 |
1.000 |
1,940.2 |
1.618 |
1,927.5 |
2.618 |
1,906.9 |
4.250 |
1,873.3 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,971.1 |
1,965.3 |
PP |
1,969.4 |
1,964.7 |
S1 |
1,967.6 |
1,964.1 |
|