| 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 |
15,513.50 |
15,535.00 |
21.50 |
0.1% |
15,248.50 |
| High |
15,585.75 |
15,625.50 |
39.75 |
0.3% |
15,569.00 |
| Low |
15,503.50 |
15,452.25 |
-51.25 |
-0.3% |
15,041.50 |
| Close |
15,559.50 |
15,555.75 |
-3.75 |
0.0% |
15,531.50 |
| Range |
82.25 |
173.25 |
91.00 |
110.6% |
527.50 |
| ATR |
224.50 |
220.84 |
-3.66 |
-1.6% |
0.00 |
| Volume |
910 |
1,042 |
132 |
14.5% |
7,839 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,064.25 |
15,983.25 |
15,651.00 |
|
| R3 |
15,891.00 |
15,810.00 |
15,603.50 |
|
| R2 |
15,717.75 |
15,717.75 |
15,587.50 |
|
| R1 |
15,636.75 |
15,636.75 |
15,571.75 |
15,677.25 |
| PP |
15,544.50 |
15,544.50 |
15,544.50 |
15,564.75 |
| S1 |
15,463.50 |
15,463.50 |
15,539.75 |
15,504.00 |
| S2 |
15,371.25 |
15,371.25 |
15,524.00 |
|
| S3 |
15,198.00 |
15,290.25 |
15,508.00 |
|
| S4 |
15,024.75 |
15,117.00 |
15,460.50 |
|
|
| 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 |
15,625.50 |
15,212.75 |
412.75 |
2.7% |
178.50 |
1.1% |
83% |
True |
False |
1,460 |
| 10 |
15,625.50 |
15,041.50 |
584.00 |
3.8% |
225.75 |
1.5% |
88% |
True |
False |
1,545 |
| 20 |
15,668.00 |
14,612.75 |
1,055.25 |
6.8% |
234.75 |
1.5% |
89% |
False |
False |
995 |
| 40 |
15,668.00 |
13,508.00 |
2,160.00 |
13.9% |
206.50 |
1.3% |
95% |
False |
False |
542 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.6% |
179.75 |
1.2% |
96% |
False |
False |
362 |
| 80 |
15,668.00 |
12,150.00 |
3,518.00 |
22.6% |
164.75 |
1.1% |
97% |
False |
False |
272 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.6% |
144.00 |
0.9% |
97% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,361.75 |
|
2.618 |
16,079.00 |
|
1.618 |
15,905.75 |
|
1.000 |
15,798.75 |
|
0.618 |
15,732.50 |
|
HIGH |
15,625.50 |
|
0.618 |
15,559.25 |
|
0.500 |
15,539.00 |
|
0.382 |
15,518.50 |
|
LOW |
15,452.25 |
|
0.618 |
15,345.25 |
|
1.000 |
15,279.00 |
|
1.618 |
15,172.00 |
|
2.618 |
14,998.75 |
|
4.250 |
14,716.00 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,550.00 |
15,523.75 |
| PP |
15,544.50 |
15,491.50 |
| S1 |
15,539.00 |
15,459.50 |
|