Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,961.5 |
1,955.0 |
-6.5 |
-0.3% |
1,965.5 |
High |
1,972.8 |
1,979.4 |
6.6 |
0.3% |
1,981.4 |
Low |
1,947.2 |
1,954.3 |
7.1 |
0.4% |
1,947.2 |
Close |
1,954.1 |
1,971.2 |
17.1 |
0.9% |
1,971.2 |
Range |
25.6 |
25.1 |
-0.5 |
-2.0% |
34.2 |
ATR |
23.2 |
23.4 |
0.1 |
0.6% |
0.0 |
Volume |
19,322 |
18,676 |
-646 |
-3.3% |
62,833 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.6 |
2,032.5 |
1,985.0 |
|
R3 |
2,018.5 |
2,007.4 |
1,978.1 |
|
R2 |
1,993.4 |
1,993.4 |
1,975.8 |
|
R1 |
1,982.3 |
1,982.3 |
1,973.5 |
1,987.9 |
PP |
1,968.3 |
1,968.3 |
1,968.3 |
1,971.1 |
S1 |
1,957.2 |
1,957.2 |
1,968.9 |
1,962.8 |
S2 |
1,943.2 |
1,943.2 |
1,966.6 |
|
S3 |
1,918.1 |
1,932.1 |
1,964.3 |
|
S4 |
1,893.0 |
1,907.0 |
1,957.4 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.2 |
2,054.4 |
1,990.0 |
|
R3 |
2,035.0 |
2,020.2 |
1,980.6 |
|
R2 |
2,000.8 |
2,000.8 |
1,977.5 |
|
R1 |
1,986.0 |
1,986.0 |
1,974.3 |
1,993.4 |
PP |
1,966.6 |
1,966.6 |
1,966.6 |
1,970.3 |
S1 |
1,951.8 |
1,951.8 |
1,968.1 |
1,959.2 |
S2 |
1,932.4 |
1,932.4 |
1,964.9 |
|
S3 |
1,898.2 |
1,917.6 |
1,961.8 |
|
S4 |
1,864.0 |
1,883.4 |
1,952.4 |
|
|
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 |
1,946.7 |
34.7 |
1.8% |
23.1 |
1.2% |
71% |
False |
False |
13,939 |
10 |
1,987.3 |
1,939.2 |
48.1 |
2.4% |
21.1 |
1.1% |
67% |
False |
False |
11,374 |
20 |
2,025.8 |
1,939.2 |
86.6 |
4.4% |
22.6 |
1.1% |
37% |
False |
False |
7,834 |
40 |
2,112.4 |
1,939.2 |
173.2 |
8.8% |
23.9 |
1.2% |
18% |
False |
False |
5,241 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.7 |
1.3% |
17% |
False |
False |
4,181 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
27.3 |
1.4% |
17% |
False |
False |
3,597 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
26.1 |
1.3% |
36% |
False |
False |
3,027 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.9 |
1.3% |
36% |
False |
False |
2,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,086.1 |
2.618 |
2,045.1 |
1.618 |
2,020.0 |
1.000 |
2,004.5 |
0.618 |
1,994.9 |
HIGH |
1,979.4 |
0.618 |
1,969.8 |
0.500 |
1,966.9 |
0.382 |
1,963.9 |
LOW |
1,954.3 |
0.618 |
1,938.8 |
1.000 |
1,929.2 |
1.618 |
1,913.7 |
2.618 |
1,888.6 |
4.250 |
1,847.6 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,969.8 |
1,968.9 |
PP |
1,968.3 |
1,966.6 |
S1 |
1,966.9 |
1,964.3 |
|