| 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 |
15,535.00 |
15,548.00 |
13.00 |
0.1% |
15,248.50 |
| High |
15,625.50 |
15,559.25 |
-66.25 |
-0.4% |
15,569.00 |
| Low |
15,452.25 |
15,305.75 |
-146.50 |
-0.9% |
15,041.50 |
| Close |
15,555.75 |
15,432.25 |
-123.50 |
-0.8% |
15,531.50 |
| Range |
173.25 |
253.50 |
80.25 |
46.3% |
527.50 |
| ATR |
220.84 |
223.18 |
2.33 |
1.1% |
0.00 |
| Volume |
1,042 |
1,267 |
225 |
21.6% |
7,839 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,193.00 |
16,066.00 |
15,571.75 |
|
| R3 |
15,939.50 |
15,812.50 |
15,502.00 |
|
| R2 |
15,686.00 |
15,686.00 |
15,478.75 |
|
| R1 |
15,559.00 |
15,559.00 |
15,455.50 |
15,495.75 |
| PP |
15,432.50 |
15,432.50 |
15,432.50 |
15,400.75 |
| S1 |
15,305.50 |
15,305.50 |
15,409.00 |
15,242.25 |
| S2 |
15,179.00 |
15,179.00 |
15,385.75 |
|
| S3 |
14,925.50 |
15,052.00 |
15,362.50 |
|
| S4 |
14,672.00 |
14,798.50 |
15,292.75 |
|
|
| 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 |
15,222.25 |
403.25 |
2.6% |
190.25 |
1.2% |
52% |
False |
False |
1,529 |
| 10 |
15,625.50 |
15,041.50 |
584.00 |
3.8% |
224.00 |
1.5% |
67% |
False |
False |
1,478 |
| 20 |
15,668.00 |
14,612.75 |
1,055.25 |
6.8% |
242.00 |
1.6% |
78% |
False |
False |
1,052 |
| 40 |
15,668.00 |
13,508.00 |
2,160.00 |
14.0% |
211.00 |
1.4% |
89% |
False |
False |
573 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.8% |
181.25 |
1.2% |
91% |
False |
False |
383 |
| 80 |
15,668.00 |
12,350.00 |
3,318.00 |
21.5% |
164.25 |
1.1% |
93% |
False |
False |
288 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.8% |
146.50 |
0.9% |
93% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,636.50 |
|
2.618 |
16,223.00 |
|
1.618 |
15,969.50 |
|
1.000 |
15,812.75 |
|
0.618 |
15,716.00 |
|
HIGH |
15,559.25 |
|
0.618 |
15,462.50 |
|
0.500 |
15,432.50 |
|
0.382 |
15,402.50 |
|
LOW |
15,305.75 |
|
0.618 |
15,149.00 |
|
1.000 |
15,052.25 |
|
1.618 |
14,895.50 |
|
2.618 |
14,642.00 |
|
4.250 |
14,228.50 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,432.50 |
15,465.50 |
| PP |
15,432.50 |
15,454.50 |
| S1 |
15,432.25 |
15,443.50 |
|