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 |
15,190.54 |
15,164.46 |
-26.08 |
-0.2% |
14,866.66 |
High |
15,232.96 |
15,275.18 |
42.22 |
0.3% |
15,213.75 |
Low |
15,153.60 |
15,162.66 |
9.06 |
0.1% |
14,687.02 |
Close |
15,208.69 |
15,203.78 |
-4.91 |
0.0% |
15,179.21 |
Range |
79.36 |
112.52 |
33.16 |
41.8% |
526.73 |
ATR |
207.55 |
200.77 |
-6.79 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,551.43 |
15,490.13 |
15,265.67 |
|
R3 |
15,438.91 |
15,377.61 |
15,234.72 |
|
R2 |
15,326.39 |
15,326.39 |
15,224.41 |
|
R1 |
15,265.09 |
15,265.09 |
15,214.09 |
15,295.74 |
PP |
15,213.87 |
15,213.87 |
15,213.87 |
15,229.20 |
S1 |
15,152.57 |
15,152.57 |
15,193.47 |
15,183.22 |
S2 |
15,101.35 |
15,101.35 |
15,183.15 |
|
S3 |
14,988.83 |
15,040.05 |
15,172.84 |
|
S4 |
14,876.31 |
14,927.53 |
15,141.89 |
|
|
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 |
15,275.18 |
14,869.17 |
406.01 |
2.7% |
122.04 |
0.8% |
82% |
True |
False |
|
10 |
15,275.18 |
14,687.02 |
588.16 |
3.9% |
176.82 |
1.2% |
88% |
True |
False |
|
20 |
15,284.65 |
14,283.88 |
1,000.77 |
6.6% |
196.41 |
1.3% |
92% |
False |
False |
|
40 |
15,284.65 |
13,193.08 |
2,091.57 |
13.8% |
179.34 |
1.2% |
96% |
False |
False |
|
60 |
15,284.65 |
12,724.62 |
2,560.03 |
16.8% |
176.32 |
1.2% |
97% |
False |
False |
|
80 |
15,284.65 |
11,695.41 |
3,589.24 |
23.6% |
186.37 |
1.2% |
98% |
False |
False |
|
100 |
15,284.65 |
11,695.41 |
3,589.24 |
23.6% |
188.84 |
1.2% |
98% |
False |
False |
|
120 |
15,284.65 |
11,220.75 |
4,063.90 |
26.7% |
197.03 |
1.3% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,753.39 |
2.618 |
15,569.76 |
1.618 |
15,457.24 |
1.000 |
15,387.70 |
0.618 |
15,344.72 |
HIGH |
15,275.18 |
0.618 |
15,232.20 |
0.500 |
15,218.92 |
0.382 |
15,205.64 |
LOW |
15,162.66 |
0.618 |
15,093.12 |
1.000 |
15,050.14 |
1.618 |
14,980.60 |
2.618 |
14,868.08 |
4.250 |
14,684.45 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,218.92 |
15,195.31 |
PP |
15,213.87 |
15,186.84 |
S1 |
15,208.83 |
15,178.38 |
|