Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,533.00 |
4,536.75 |
3.75 |
0.1% |
4,438.00 |
High |
4,542.25 |
4,542.00 |
-0.25 |
0.0% |
4,546.25 |
Low |
4,528.00 |
4,514.75 |
-13.25 |
-0.3% |
4,414.50 |
Close |
4,540.75 |
4,532.00 |
-8.75 |
-0.2% |
4,536.75 |
Range |
14.25 |
27.25 |
13.00 |
91.2% |
131.75 |
ATR |
43.16 |
42.03 |
-1.14 |
-2.6% |
0.00 |
Volume |
782 |
1,481 |
699 |
89.4% |
10,039 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.25 |
4,599.00 |
4,547.00 |
|
R3 |
4,584.00 |
4,571.75 |
4,539.50 |
|
R2 |
4,556.75 |
4,556.75 |
4,537.00 |
|
R1 |
4,544.50 |
4,544.50 |
4,534.50 |
4,537.00 |
PP |
4,529.50 |
4,529.50 |
4,529.50 |
4,526.00 |
S1 |
4,517.25 |
4,517.25 |
4,529.50 |
4,509.75 |
S2 |
4,502.25 |
4,502.25 |
4,527.00 |
|
S3 |
4,475.00 |
4,490.00 |
4,524.50 |
|
S4 |
4,447.75 |
4,462.75 |
4,517.00 |
|
|
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 |
4,446.75 |
99.50 |
2.2% |
32.75 |
0.7% |
86% |
False |
False |
1,754 |
10 |
4,546.25 |
4,414.50 |
131.75 |
2.9% |
36.25 |
0.8% |
89% |
False |
False |
1,662 |
20 |
4,546.25 |
4,352.00 |
194.25 |
4.3% |
40.75 |
0.9% |
93% |
False |
False |
1,573 |
40 |
4,546.25 |
4,185.75 |
360.50 |
8.0% |
42.75 |
0.9% |
96% |
False |
False |
1,064 |
60 |
4,546.25 |
4,131.00 |
415.25 |
9.2% |
44.00 |
1.0% |
97% |
False |
False |
767 |
80 |
4,546.25 |
3,916.00 |
630.25 |
13.9% |
46.00 |
1.0% |
98% |
False |
False |
607 |
100 |
4,546.25 |
3,916.00 |
630.25 |
13.9% |
44.50 |
1.0% |
98% |
False |
False |
503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,657.75 |
2.618 |
4,613.25 |
1.618 |
4,586.00 |
1.000 |
4,569.25 |
0.618 |
4,558.75 |
HIGH |
4,542.00 |
0.618 |
4,531.50 |
0.500 |
4,528.50 |
0.382 |
4,525.25 |
LOW |
4,514.75 |
0.618 |
4,498.00 |
1.000 |
4,487.50 |
1.618 |
4,470.75 |
2.618 |
4,443.50 |
4.250 |
4,399.00 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,530.75 |
4,526.00 |
PP |
4,529.50 |
4,520.00 |
S1 |
4,528.50 |
4,514.00 |
|