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 |
4,439.0 |
4,468.0 |
29.0 |
0.7% |
4,334.0 |
High |
4,462.0 |
4,472.0 |
10.0 |
0.2% |
4,462.0 |
Low |
4,439.0 |
4,454.0 |
15.0 |
0.3% |
4,290.0 |
Close |
4,455.0 |
4,454.0 |
-1.0 |
0.0% |
4,455.0 |
Range |
23.0 |
18.0 |
-5.0 |
-21.7% |
172.0 |
ATR |
36.7 |
35.4 |
-1.3 |
-3.6% |
0.0 |
Volume |
14 |
51 |
37 |
264.3% |
12,471 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,514.0 |
4,502.0 |
4,463.9 |
|
R3 |
4,496.0 |
4,484.0 |
4,459.0 |
|
R2 |
4,478.0 |
4,478.0 |
4,457.3 |
|
R1 |
4,466.0 |
4,466.0 |
4,455.7 |
4,463.0 |
PP |
4,460.0 |
4,460.0 |
4,460.0 |
4,458.5 |
S1 |
4,448.0 |
4,448.0 |
4,452.4 |
4,445.0 |
S2 |
4,442.0 |
4,442.0 |
4,450.7 |
|
S3 |
4,424.0 |
4,430.0 |
4,449.1 |
|
S4 |
4,406.0 |
4,412.0 |
4,444.1 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,918.3 |
4,858.7 |
4,549.6 |
|
R3 |
4,746.3 |
4,686.7 |
4,502.3 |
|
R2 |
4,574.3 |
4,574.3 |
4,486.5 |
|
R1 |
4,514.7 |
4,514.7 |
4,470.8 |
4,544.5 |
PP |
4,402.3 |
4,402.3 |
4,402.3 |
4,417.3 |
S1 |
4,342.7 |
4,342.7 |
4,439.2 |
4,372.5 |
S2 |
4,230.3 |
4,230.3 |
4,423.5 |
|
S3 |
4,058.3 |
4,170.7 |
4,407.7 |
|
S4 |
3,886.3 |
3,998.7 |
4,360.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.0 |
4,350.0 |
122.0 |
2.7% |
20.4 |
0.5% |
85% |
True |
False |
2,500 |
10 |
4,472.0 |
4,290.0 |
182.0 |
4.1% |
25.3 |
0.6% |
90% |
True |
False |
1,266 |
20 |
4,472.0 |
4,290.0 |
182.0 |
4.1% |
18.8 |
0.4% |
90% |
True |
False |
1,501 |
40 |
4,472.0 |
4,266.0 |
206.0 |
4.6% |
15.5 |
0.3% |
91% |
True |
False |
754 |
60 |
4,472.0 |
4,266.0 |
206.0 |
4.6% |
11.1 |
0.2% |
91% |
True |
False |
699 |
80 |
4,472.0 |
3,996.0 |
476.0 |
10.7% |
8.3 |
0.2% |
96% |
True |
False |
887 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.7% |
6.7 |
0.1% |
96% |
True |
False |
826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,548.5 |
2.618 |
4,519.1 |
1.618 |
4,501.1 |
1.000 |
4,490.0 |
0.618 |
4,483.1 |
HIGH |
4,472.0 |
0.618 |
4,465.1 |
0.500 |
4,463.0 |
0.382 |
4,460.9 |
LOW |
4,454.0 |
0.618 |
4,442.9 |
1.000 |
4,436.0 |
1.618 |
4,424.9 |
2.618 |
4,406.9 |
4.250 |
4,377.5 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,463.0 |
4,447.7 |
PP |
4,460.0 |
4,441.3 |
S1 |
4,457.0 |
4,435.0 |
|