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 |
4,484.50 |
4,533.00 |
48.50 |
1.1% |
4,438.00 |
High |
4,546.25 |
4,542.25 |
-4.00 |
-0.1% |
4,546.25 |
Low |
4,481.50 |
4,528.00 |
46.50 |
1.0% |
4,414.50 |
Close |
4,536.75 |
4,540.75 |
4.00 |
0.1% |
4,536.75 |
Range |
64.75 |
14.25 |
-50.50 |
-78.0% |
131.75 |
ATR |
45.39 |
43.16 |
-2.22 |
-4.9% |
0.00 |
Volume |
2,475 |
782 |
-1,693 |
-68.4% |
10,039 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,579.75 |
4,574.50 |
4,548.50 |
|
R3 |
4,565.50 |
4,560.25 |
4,544.75 |
|
R2 |
4,551.25 |
4,551.25 |
4,543.25 |
|
R1 |
4,546.00 |
4,546.00 |
4,542.00 |
4,548.50 |
PP |
4,537.00 |
4,537.00 |
4,537.00 |
4,538.25 |
S1 |
4,531.75 |
4,531.75 |
4,539.50 |
4,534.50 |
S2 |
4,522.75 |
4,522.75 |
4,538.25 |
|
S3 |
4,508.50 |
4,517.50 |
4,536.75 |
|
S4 |
4,494.25 |
4,503.25 |
4,533.00 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.50 |
4,847.25 |
4,609.25 |
|
R3 |
4,762.75 |
4,715.50 |
4,573.00 |
|
R2 |
4,631.00 |
4,631.00 |
4,561.00 |
|
R1 |
4,583.75 |
4,583.75 |
4,548.75 |
4,607.50 |
PP |
4,499.25 |
4,499.25 |
4,499.25 |
4,511.00 |
S1 |
4,452.00 |
4,452.00 |
4,524.75 |
4,475.50 |
S2 |
4,367.50 |
4,367.50 |
4,512.50 |
|
S3 |
4,235.75 |
4,320.25 |
4,500.50 |
|
S4 |
4,104.00 |
4,188.50 |
4,464.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,546.25 |
4,417.75 |
128.50 |
2.8% |
38.25 |
0.8% |
96% |
False |
False |
1,759 |
10 |
4,546.25 |
4,414.50 |
131.75 |
2.9% |
38.75 |
0.9% |
96% |
False |
False |
1,651 |
20 |
4,546.25 |
4,352.00 |
194.25 |
4.3% |
41.00 |
0.9% |
97% |
False |
False |
1,527 |
40 |
4,546.25 |
4,158.00 |
388.25 |
8.6% |
44.00 |
1.0% |
99% |
False |
False |
1,047 |
60 |
4,546.25 |
4,131.00 |
415.25 |
9.1% |
44.00 |
1.0% |
99% |
False |
False |
743 |
80 |
4,546.25 |
3,916.00 |
630.25 |
13.9% |
46.50 |
1.0% |
99% |
False |
False |
589 |
100 |
4,546.25 |
3,916.00 |
630.25 |
13.9% |
45.00 |
1.0% |
99% |
False |
False |
489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.75 |
2.618 |
4,579.50 |
1.618 |
4,565.25 |
1.000 |
4,556.50 |
0.618 |
4,551.00 |
HIGH |
4,542.25 |
0.618 |
4,536.75 |
0.500 |
4,535.00 |
0.382 |
4,533.50 |
LOW |
4,528.00 |
0.618 |
4,519.25 |
1.000 |
4,513.75 |
1.618 |
4,505.00 |
2.618 |
4,490.75 |
4.250 |
4,467.50 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,539.00 |
4,528.00 |
PP |
4,537.00 |
4,515.00 |
S1 |
4,535.00 |
4,502.00 |
|