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 |
4,536.75 |
4,530.25 |
-6.50 |
-0.1% |
4,438.00 |
High |
4,542.00 |
4,530.25 |
-11.75 |
-0.3% |
4,546.25 |
Low |
4,514.75 |
4,467.75 |
-47.00 |
-1.0% |
4,414.50 |
Close |
4,532.00 |
4,495.00 |
-37.00 |
-0.8% |
4,536.75 |
Range |
27.25 |
62.50 |
35.25 |
129.4% |
131.75 |
ATR |
42.03 |
43.61 |
1.59 |
3.8% |
0.00 |
Volume |
1,481 |
2,621 |
1,140 |
77.0% |
10,039 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,685.25 |
4,652.50 |
4,529.50 |
|
R3 |
4,622.75 |
4,590.00 |
4,512.25 |
|
R2 |
4,560.25 |
4,560.25 |
4,506.50 |
|
R1 |
4,527.50 |
4,527.50 |
4,500.75 |
4,512.50 |
PP |
4,497.75 |
4,497.75 |
4,497.75 |
4,490.25 |
S1 |
4,465.00 |
4,465.00 |
4,489.25 |
4,450.00 |
S2 |
4,435.25 |
4,435.25 |
4,483.50 |
|
S3 |
4,372.75 |
4,402.50 |
4,477.75 |
|
S4 |
4,310.25 |
4,340.00 |
4,460.50 |
|
|
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 |
4,458.00 |
88.25 |
2.0% |
39.25 |
0.9% |
42% |
False |
False |
1,906 |
10 |
4,546.25 |
4,414.50 |
131.75 |
2.9% |
39.25 |
0.9% |
61% |
False |
False |
1,760 |
20 |
4,546.25 |
4,352.00 |
194.25 |
4.3% |
42.50 |
0.9% |
74% |
False |
False |
1,642 |
40 |
4,546.25 |
4,185.75 |
360.50 |
8.0% |
43.75 |
1.0% |
86% |
False |
False |
1,128 |
60 |
4,546.25 |
4,131.00 |
415.25 |
9.2% |
44.50 |
1.0% |
88% |
False |
False |
810 |
80 |
4,546.25 |
3,930.00 |
616.25 |
13.7% |
46.00 |
1.0% |
92% |
False |
False |
639 |
100 |
4,546.25 |
3,916.00 |
630.25 |
14.0% |
44.75 |
1.0% |
92% |
False |
False |
530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,796.00 |
2.618 |
4,694.00 |
1.618 |
4,631.50 |
1.000 |
4,592.75 |
0.618 |
4,569.00 |
HIGH |
4,530.25 |
0.618 |
4,506.50 |
0.500 |
4,499.00 |
0.382 |
4,491.50 |
LOW |
4,467.75 |
0.618 |
4,429.00 |
1.000 |
4,405.25 |
1.618 |
4,366.50 |
2.618 |
4,304.00 |
4.250 |
4,202.00 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,499.00 |
4,505.00 |
PP |
4,497.75 |
4,501.75 |
S1 |
4,496.25 |
4,498.25 |
|