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 |
4,435.0 |
4,378.0 |
-57.0 |
-1.3% |
4,334.0 |
High |
4,435.0 |
4,378.0 |
-57.0 |
-1.3% |
4,462.0 |
Low |
4,400.0 |
4,264.0 |
-136.0 |
-3.1% |
4,290.0 |
Close |
4,400.0 |
4,267.0 |
-133.0 |
-3.0% |
4,455.0 |
Range |
35.0 |
114.0 |
79.0 |
225.7% |
172.0 |
ATR |
34.3 |
41.6 |
7.3 |
21.2% |
0.0 |
Volume |
33 |
2,105 |
2,072 |
6,278.8% |
12,471 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,645.0 |
4,570.0 |
4,329.7 |
|
R3 |
4,531.0 |
4,456.0 |
4,298.4 |
|
R2 |
4,417.0 |
4,417.0 |
4,287.9 |
|
R1 |
4,342.0 |
4,342.0 |
4,277.5 |
4,322.5 |
PP |
4,303.0 |
4,303.0 |
4,303.0 |
4,293.3 |
S1 |
4,228.0 |
4,228.0 |
4,256.6 |
4,208.5 |
S2 |
4,189.0 |
4,189.0 |
4,246.1 |
|
S3 |
4,075.0 |
4,114.0 |
4,235.7 |
|
S4 |
3,961.0 |
4,000.0 |
4,204.3 |
|
|
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 |
4,264.0 |
208.0 |
4.9% |
39.2 |
0.9% |
1% |
False |
True |
442 |
10 |
4,472.0 |
4,264.0 |
208.0 |
4.9% |
32.3 |
0.8% |
1% |
False |
True |
1,469 |
20 |
4,472.0 |
4,264.0 |
208.0 |
4.9% |
25.1 |
0.6% |
1% |
False |
True |
1,604 |
40 |
4,472.0 |
4,264.0 |
208.0 |
4.9% |
19.1 |
0.4% |
1% |
False |
True |
807 |
60 |
4,472.0 |
4,264.0 |
208.0 |
4.9% |
13.7 |
0.3% |
1% |
False |
True |
682 |
80 |
4,472.0 |
3,996.0 |
476.0 |
11.2% |
10.3 |
0.2% |
57% |
False |
False |
794 |
100 |
4,472.0 |
3,996.0 |
476.0 |
11.2% |
8.2 |
0.2% |
57% |
False |
False |
848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,862.5 |
2.618 |
4,676.5 |
1.618 |
4,562.5 |
1.000 |
4,492.0 |
0.618 |
4,448.5 |
HIGH |
4,378.0 |
0.618 |
4,334.5 |
0.500 |
4,321.0 |
0.382 |
4,307.5 |
LOW |
4,264.0 |
0.618 |
4,193.5 |
1.000 |
4,150.0 |
1.618 |
4,079.5 |
2.618 |
3,965.5 |
4.250 |
3,779.5 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,321.0 |
4,357.0 |
PP |
4,303.0 |
4,327.0 |
S1 |
4,285.0 |
4,297.0 |
|