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 |
15,087.02 |
15,190.54 |
103.52 |
0.7% |
14,866.66 |
High |
15,213.75 |
15,232.96 |
19.21 |
0.1% |
15,213.75 |
Low |
15,081.57 |
15,153.60 |
72.03 |
0.5% |
14,687.02 |
Close |
15,179.21 |
15,208.69 |
29.48 |
0.2% |
15,179.21 |
Range |
132.18 |
79.36 |
-52.82 |
-40.0% |
526.73 |
ATR |
217.41 |
207.55 |
-9.86 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,436.50 |
15,401.95 |
15,252.34 |
|
R3 |
15,357.14 |
15,322.59 |
15,230.51 |
|
R2 |
15,277.78 |
15,277.78 |
15,223.24 |
|
R1 |
15,243.23 |
15,243.23 |
15,215.96 |
15,260.51 |
PP |
15,198.42 |
15,198.42 |
15,198.42 |
15,207.05 |
S1 |
15,163.87 |
15,163.87 |
15,201.42 |
15,181.15 |
S2 |
15,119.06 |
15,119.06 |
15,194.14 |
|
S3 |
15,039.70 |
15,084.51 |
15,186.87 |
|
S4 |
14,960.34 |
15,005.15 |
15,165.04 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,606.85 |
16,419.76 |
15,468.91 |
|
R3 |
16,080.12 |
15,893.03 |
15,324.06 |
|
R2 |
15,553.39 |
15,553.39 |
15,275.78 |
|
R1 |
15,366.30 |
15,366.30 |
15,227.49 |
15,459.85 |
PP |
15,026.66 |
15,026.66 |
15,026.66 |
15,073.43 |
S1 |
14,839.57 |
14,839.57 |
15,130.93 |
14,933.12 |
S2 |
14,499.93 |
14,499.93 |
15,082.64 |
|
S3 |
13,973.20 |
14,312.84 |
15,034.36 |
|
S4 |
13,446.47 |
13,786.11 |
14,889.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,232.96 |
14,727.12 |
505.84 |
3.3% |
148.57 |
1.0% |
95% |
True |
False |
|
10 |
15,232.96 |
14,687.02 |
545.94 |
3.6% |
182.75 |
1.2% |
96% |
True |
False |
|
20 |
15,284.65 |
14,283.88 |
1,000.77 |
6.6% |
198.09 |
1.3% |
92% |
False |
False |
|
40 |
15,284.65 |
13,059.91 |
2,224.74 |
14.6% |
182.31 |
1.2% |
97% |
False |
False |
|
60 |
15,284.65 |
12,724.62 |
2,560.03 |
16.8% |
178.30 |
1.2% |
97% |
False |
False |
|
80 |
15,284.65 |
11,695.41 |
3,589.24 |
23.6% |
189.59 |
1.2% |
98% |
False |
False |
|
100 |
15,284.65 |
11,695.41 |
3,589.24 |
23.6% |
190.09 |
1.2% |
98% |
False |
False |
|
120 |
15,284.65 |
11,050.68 |
4,233.97 |
27.8% |
197.40 |
1.3% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,570.24 |
2.618 |
15,440.72 |
1.618 |
15,361.36 |
1.000 |
15,312.32 |
0.618 |
15,282.00 |
HIGH |
15,232.96 |
0.618 |
15,202.64 |
0.500 |
15,193.28 |
0.382 |
15,183.92 |
LOW |
15,153.60 |
0.618 |
15,104.56 |
1.000 |
15,074.24 |
1.618 |
15,025.20 |
2.618 |
14,945.84 |
4.250 |
14,816.32 |
|
|
Fisher Pivots for day following 03-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,203.55 |
15,157.44 |
PP |
15,198.42 |
15,106.20 |
S1 |
15,193.28 |
15,054.95 |
|