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 |
15,298.75 |
15,513.50 |
214.75 |
1.4% |
15,248.50 |
High |
15,569.00 |
15,585.75 |
16.75 |
0.1% |
15,569.00 |
Low |
15,293.50 |
15,503.50 |
210.00 |
1.4% |
15,041.50 |
Close |
15,531.50 |
15,559.50 |
28.00 |
0.2% |
15,531.50 |
Range |
275.50 |
82.25 |
-193.25 |
-70.1% |
527.50 |
ATR |
235.45 |
224.50 |
-10.94 |
-4.6% |
0.00 |
Volume |
3,622 |
910 |
-2,712 |
-74.9% |
7,839 |
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,796.25 |
15,760.25 |
15,604.75 |
|
R3 |
15,714.00 |
15,678.00 |
15,582.00 |
|
R2 |
15,631.75 |
15,631.75 |
15,574.50 |
|
R1 |
15,595.75 |
15,595.75 |
15,567.00 |
15,613.75 |
PP |
15,549.50 |
15,549.50 |
15,549.50 |
15,558.50 |
S1 |
15,513.50 |
15,513.50 |
15,552.00 |
15,531.50 |
S2 |
15,467.25 |
15,467.25 |
15,544.50 |
|
S3 |
15,385.00 |
15,431.25 |
15,537.00 |
|
S4 |
15,302.75 |
15,349.00 |
15,514.25 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,963.25 |
16,774.75 |
15,821.50 |
|
R3 |
16,435.75 |
16,247.25 |
15,676.50 |
|
R2 |
15,908.25 |
15,908.25 |
15,628.25 |
|
R1 |
15,719.75 |
15,719.75 |
15,579.75 |
15,814.00 |
PP |
15,380.75 |
15,380.75 |
15,380.75 |
15,427.75 |
S1 |
15,192.25 |
15,192.25 |
15,483.25 |
15,286.50 |
S2 |
14,853.25 |
14,853.25 |
15,434.75 |
|
S3 |
14,325.75 |
14,664.75 |
15,386.50 |
|
S4 |
13,798.25 |
14,137.25 |
15,241.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,585.75 |
15,050.00 |
535.75 |
3.4% |
199.75 |
1.3% |
95% |
True |
False |
1,462 |
10 |
15,585.75 |
15,041.50 |
544.25 |
3.5% |
228.00 |
1.5% |
95% |
True |
False |
1,542 |
20 |
15,668.00 |
14,612.75 |
1,055.25 |
6.8% |
234.75 |
1.5% |
90% |
False |
False |
947 |
40 |
15,668.00 |
13,370.00 |
2,298.00 |
14.8% |
208.00 |
1.3% |
95% |
False |
False |
516 |
60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.6% |
177.00 |
1.1% |
96% |
False |
False |
345 |
80 |
15,668.00 |
12,150.00 |
3,518.00 |
22.6% |
162.50 |
1.0% |
97% |
False |
False |
259 |
100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.6% |
144.75 |
0.9% |
97% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,935.25 |
2.618 |
15,801.00 |
1.618 |
15,718.75 |
1.000 |
15,668.00 |
0.618 |
15,636.50 |
HIGH |
15,585.75 |
0.618 |
15,554.25 |
0.500 |
15,544.50 |
0.382 |
15,535.00 |
LOW |
15,503.50 |
0.618 |
15,452.75 |
1.000 |
15,421.25 |
1.618 |
15,370.50 |
2.618 |
15,288.25 |
4.250 |
15,154.00 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,554.50 |
15,507.75 |
PP |
15,549.50 |
15,455.75 |
S1 |
15,544.50 |
15,404.00 |
|