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 |
34,369.78 |
34,344.72 |
-25.06 |
-0.1% |
33,730.79 |
High |
34,465.60 |
34,376.11 |
-89.49 |
-0.3% |
34,467.35 |
Low |
34,286.54 |
34,226.98 |
-59.56 |
-0.2% |
33,610.32 |
Close |
34,418.47 |
34,288.64 |
-129.83 |
-0.4% |
34,407.60 |
Range |
179.06 |
149.13 |
-29.93 |
-16.7% |
857.03 |
ATR |
291.64 |
284.48 |
-7.15 |
-2.5% |
0.00 |
Volume |
157,599,015 |
278,247,965 |
120,648,950 |
76.6% |
1,465,105,336 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,744.63 |
34,665.77 |
34,370.66 |
|
R3 |
34,595.50 |
34,516.64 |
34,329.65 |
|
R2 |
34,446.37 |
34,446.37 |
34,315.98 |
|
R1 |
34,367.51 |
34,367.51 |
34,302.31 |
34,332.38 |
PP |
34,297.24 |
34,297.24 |
34,297.24 |
34,279.68 |
S1 |
34,218.38 |
34,218.38 |
34,274.97 |
34,183.25 |
S2 |
34,148.11 |
34,148.11 |
34,261.30 |
|
S3 |
33,998.98 |
34,069.25 |
34,247.63 |
|
S4 |
33,849.85 |
33,920.12 |
34,206.62 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,732.85 |
36,427.25 |
34,878.97 |
|
R3 |
35,875.82 |
35,570.22 |
34,643.28 |
|
R2 |
35,018.79 |
35,018.79 |
34,564.72 |
|
R1 |
34,713.19 |
34,713.19 |
34,486.16 |
34,865.99 |
PP |
34,161.76 |
34,161.76 |
34,161.76 |
34,238.16 |
S1 |
33,856.16 |
33,856.16 |
34,329.04 |
34,008.96 |
S2 |
33,304.73 |
33,304.73 |
34,250.48 |
|
S3 |
32,447.70 |
32,999.13 |
34,171.92 |
|
S4 |
31,590.67 |
32,142.10 |
33,936.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,467.35 |
33,755.92 |
711.43 |
2.1% |
198.50 |
0.6% |
75% |
False |
False |
267,426,227 |
10 |
34,467.35 |
33,610.32 |
857.03 |
2.5% |
202.60 |
0.6% |
79% |
False |
False |
288,844,394 |
20 |
34,588.68 |
33,399.69 |
1,188.99 |
3.5% |
237.92 |
0.7% |
75% |
False |
False |
318,330,596 |
40 |
34,588.68 |
32,586.56 |
2,002.12 |
5.8% |
280.25 |
0.8% |
85% |
False |
False |
318,153,880 |
60 |
34,588.68 |
32,586.56 |
2,002.12 |
5.8% |
293.60 |
0.9% |
85% |
False |
False |
306,881,882 |
80 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
324.99 |
0.9% |
91% |
False |
False |
319,993,153 |
100 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
340.78 |
1.0% |
91% |
False |
False |
316,284,410 |
120 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
354.84 |
1.0% |
91% |
False |
False |
321,874,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,009.91 |
2.618 |
34,766.53 |
1.618 |
34,617.40 |
1.000 |
34,525.24 |
0.618 |
34,468.27 |
HIGH |
34,376.11 |
0.618 |
34,319.14 |
0.500 |
34,301.55 |
0.382 |
34,283.95 |
LOW |
34,226.98 |
0.618 |
34,134.82 |
1.000 |
34,077.85 |
1.618 |
33,985.69 |
2.618 |
33,836.56 |
4.250 |
33,593.18 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
34,301.55 |
34,347.17 |
PP |
34,297.24 |
34,327.66 |
S1 |
34,292.94 |
34,308.15 |
|