| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,548.00 |
15,409.00 |
-139.00 |
-0.9% |
15,513.50 |
| High |
15,559.25 |
15,552.75 |
-6.50 |
0.0% |
15,625.50 |
| Low |
15,305.75 |
15,370.00 |
64.25 |
0.4% |
15,305.75 |
| Close |
15,432.25 |
15,375.25 |
-57.00 |
-0.4% |
15,375.25 |
| Range |
253.50 |
182.75 |
-70.75 |
-27.9% |
319.75 |
| ATR |
223.18 |
220.29 |
-2.89 |
-1.3% |
0.00 |
| Volume |
1,267 |
1,168 |
-99 |
-7.8% |
4,387 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,981.00 |
15,860.75 |
15,475.75 |
|
| R3 |
15,798.25 |
15,678.00 |
15,425.50 |
|
| R2 |
15,615.50 |
15,615.50 |
15,408.75 |
|
| R1 |
15,495.25 |
15,495.25 |
15,392.00 |
15,464.00 |
| PP |
15,432.75 |
15,432.75 |
15,432.75 |
15,417.00 |
| S1 |
15,312.50 |
15,312.50 |
15,358.50 |
15,281.25 |
| S2 |
15,250.00 |
15,250.00 |
15,341.75 |
|
| S3 |
15,067.25 |
15,129.75 |
15,325.00 |
|
| S4 |
14,884.50 |
14,947.00 |
15,274.75 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,394.75 |
16,204.75 |
15,551.00 |
|
| R3 |
16,075.00 |
15,885.00 |
15,463.25 |
|
| R2 |
15,755.25 |
15,755.25 |
15,433.75 |
|
| R1 |
15,565.25 |
15,565.25 |
15,404.50 |
15,500.50 |
| PP |
15,435.50 |
15,435.50 |
15,435.50 |
15,403.00 |
| S1 |
15,245.50 |
15,245.50 |
15,346.00 |
15,180.50 |
| S2 |
15,115.75 |
15,115.75 |
15,316.75 |
|
| S3 |
14,796.00 |
14,925.75 |
15,287.25 |
|
| S4 |
14,476.25 |
14,606.00 |
15,199.50 |
|
|
| 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 |
15,293.50 |
332.00 |
2.2% |
193.50 |
1.3% |
25% |
False |
False |
1,601 |
| 10 |
15,625.50 |
15,041.50 |
584.00 |
3.8% |
215.25 |
1.4% |
57% |
False |
False |
1,388 |
| 20 |
15,668.00 |
14,612.75 |
1,055.25 |
6.9% |
232.75 |
1.5% |
72% |
False |
False |
1,105 |
| 40 |
15,668.00 |
13,508.00 |
2,160.00 |
14.0% |
214.50 |
1.4% |
86% |
False |
False |
602 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.8% |
184.00 |
1.2% |
89% |
False |
False |
403 |
| 80 |
15,668.00 |
12,350.00 |
3,318.00 |
21.6% |
166.50 |
1.1% |
91% |
False |
False |
302 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.9% |
146.00 |
1.0% |
92% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,329.50 |
|
2.618 |
16,031.25 |
|
1.618 |
15,848.50 |
|
1.000 |
15,735.50 |
|
0.618 |
15,665.75 |
|
HIGH |
15,552.75 |
|
0.618 |
15,483.00 |
|
0.500 |
15,461.50 |
|
0.382 |
15,439.75 |
|
LOW |
15,370.00 |
|
0.618 |
15,257.00 |
|
1.000 |
15,187.25 |
|
1.618 |
15,074.25 |
|
2.618 |
14,891.50 |
|
4.250 |
14,593.25 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,461.50 |
15,465.50 |
| PP |
15,432.75 |
15,435.50 |
| S1 |
15,404.00 |
15,405.50 |
|