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 |
1,967.6 |
1,961.5 |
-6.1 |
-0.3% |
1,980.0 |
High |
1,981.4 |
1,972.8 |
-8.6 |
-0.4% |
1,981.7 |
Low |
1,960.8 |
1,947.2 |
-13.6 |
-0.7% |
1,939.2 |
Close |
1,965.9 |
1,954.1 |
-11.8 |
-0.6% |
1,968.0 |
Range |
20.6 |
25.6 |
5.0 |
24.3% |
42.5 |
ATR |
23.0 |
23.2 |
0.2 |
0.8% |
0.0 |
Volume |
13,910 |
19,322 |
5,412 |
38.9% |
42,534 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.8 |
2,020.1 |
1,968.2 |
|
R3 |
2,009.2 |
1,994.5 |
1,961.1 |
|
R2 |
1,983.6 |
1,983.6 |
1,958.8 |
|
R1 |
1,968.9 |
1,968.9 |
1,956.4 |
1,963.5 |
PP |
1,958.0 |
1,958.0 |
1,958.0 |
1,955.3 |
S1 |
1,943.3 |
1,943.3 |
1,951.8 |
1,937.9 |
S2 |
1,932.4 |
1,932.4 |
1,949.4 |
|
S3 |
1,906.8 |
1,917.7 |
1,947.1 |
|
S4 |
1,881.2 |
1,892.1 |
1,940.0 |
|
|
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 |
2.2% |
22.1 |
1.1% |
35% |
False |
False |
12,422 |
10 |
1,987.3 |
1,939.2 |
48.1 |
2.5% |
20.8 |
1.1% |
31% |
False |
False |
10,019 |
20 |
2,025.8 |
1,939.2 |
86.6 |
4.4% |
22.8 |
1.2% |
17% |
False |
False |
7,066 |
40 |
2,112.4 |
1,939.2 |
173.2 |
8.9% |
23.7 |
1.2% |
9% |
False |
False |
4,852 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.6 |
1.3% |
8% |
False |
False |
3,903 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
27.4 |
1.4% |
8% |
False |
False |
3,406 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
26.0 |
1.3% |
29% |
False |
False |
2,842 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.6% |
25.8 |
1.3% |
29% |
False |
False |
2,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,081.6 |
2.618 |
2,039.8 |
1.618 |
2,014.2 |
1.000 |
1,998.4 |
0.618 |
1,988.6 |
HIGH |
1,972.8 |
0.618 |
1,963.0 |
0.500 |
1,960.0 |
0.382 |
1,957.0 |
LOW |
1,947.2 |
0.618 |
1,931.4 |
1.000 |
1,921.6 |
1.618 |
1,905.8 |
2.618 |
1,880.2 |
4.250 |
1,838.4 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,960.0 |
1,964.3 |
PP |
1,958.0 |
1,960.9 |
S1 |
1,956.1 |
1,957.5 |
|