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 |
1,942.2040 |
1,910.8820 |
-31.3220 |
-1.6% |
1,906.4350 |
High |
1,943.2760 |
1,953.6630 |
10.3870 |
0.5% |
1,945.4090 |
Low |
1,896.1550 |
1,866.3790 |
-29.7760 |
-1.6% |
1,824.1420 |
Close |
1,910.8820 |
1,883.8860 |
-26.9960 |
-1.4% |
1,927.6140 |
Range |
47.1210 |
87.2840 |
40.1630 |
85.2% |
121.2670 |
ATR |
73.4286 |
74.4183 |
0.9897 |
1.3% |
0.0000 |
Volume |
127,508 |
1,865 |
-125,643 |
-98.5% |
824,592 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,163.1613 |
2,110.8077 |
1,931.8922 |
|
R3 |
2,075.8773 |
2,023.5237 |
1,907.8891 |
|
R2 |
1,988.5933 |
1,988.5933 |
1,899.8881 |
|
R1 |
1,936.2397 |
1,936.2397 |
1,891.8870 |
1,918.7745 |
PP |
1,901.3093 |
1,901.3093 |
1,901.3093 |
1,892.5768 |
S1 |
1,848.9557 |
1,848.9557 |
1,875.8850 |
1,831.4905 |
S2 |
1,814.0253 |
1,814.0253 |
1,867.8839 |
|
S3 |
1,726.7413 |
1,761.6717 |
1,859.8829 |
|
S4 |
1,639.4573 |
1,674.3877 |
1,835.8798 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,262.8560 |
2,216.5020 |
1,994.3109 |
|
R3 |
2,141.5890 |
2,095.2350 |
1,960.9624 |
|
R2 |
2,020.3220 |
2,020.3220 |
1,949.8463 |
|
R1 |
1,973.9680 |
1,973.9680 |
1,938.7301 |
1,997.1450 |
PP |
1,899.0550 |
1,899.0550 |
1,899.0550 |
1,910.6435 |
S1 |
1,852.7010 |
1,852.7010 |
1,916.4979 |
1,875.8780 |
S2 |
1,777.7880 |
1,777.7880 |
1,905.3817 |
|
S3 |
1,656.5210 |
1,731.4340 |
1,894.2656 |
|
S4 |
1,535.2540 |
1,610.1670 |
1,860.9172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,974.8800 |
1,826.0250 |
148.8550 |
7.9% |
74.9772 |
4.0% |
39% |
False |
False |
122,954 |
10 |
1,974.8800 |
1,824.1420 |
150.7380 |
8.0% |
72.9703 |
3.9% |
40% |
False |
False |
143,055 |
20 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.5% |
71.9572 |
3.8% |
74% |
False |
False |
138,785 |
40 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.5% |
65.0856 |
3.5% |
74% |
False |
False |
132,905 |
60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.1% |
74.9150 |
4.0% |
50% |
False |
False |
168,965 |
80 |
2,137.7700 |
1,421.5580 |
716.2120 |
38.0% |
80.8803 |
4.3% |
65% |
False |
False |
183,487 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.6% |
79.7541 |
4.2% |
67% |
False |
False |
200,935 |
120 |
2,137.7700 |
1,341.3310 |
796.4390 |
42.3% |
79.1496 |
4.2% |
68% |
False |
False |
226,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,324.6200 |
2.618 |
2,182.1725 |
1.618 |
2,094.8885 |
1.000 |
2,040.9470 |
0.618 |
2,007.6045 |
HIGH |
1,953.6630 |
0.618 |
1,920.3205 |
0.500 |
1,910.0210 |
0.382 |
1,899.7215 |
LOW |
1,866.3790 |
0.618 |
1,812.4375 |
1.000 |
1,779.0950 |
1.618 |
1,725.1535 |
2.618 |
1,637.8695 |
4.250 |
1,495.4220 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,910.0210 |
1,920.6295 |
PP |
1,901.3093 |
1,908.3817 |
S1 |
1,892.5977 |
1,896.1338 |
|