| 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 |
1,929.1 |
1,922.4 |
-6.7 |
-0.3% |
1,936.3 |
| High |
1,942.9 |
1,934.0 |
-8.9 |
-0.5% |
1,943.4 |
| Low |
1,922.1 |
1,908.5 |
-13.6 |
-0.7% |
1,900.6 |
| Close |
1,927.1 |
1,915.4 |
-11.7 |
-0.6% |
1,929.4 |
| Range |
20.8 |
25.5 |
4.7 |
22.6% |
42.8 |
| ATR |
23.6 |
23.7 |
0.1 |
0.6% |
0.0 |
| Volume |
245,932 |
231,513 |
-14,419 |
-5.9% |
876,638 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.8 |
1,981.1 |
1,929.4 |
|
| R3 |
1,970.3 |
1,955.6 |
1,922.4 |
|
| R2 |
1,944.8 |
1,944.8 |
1,920.1 |
|
| R1 |
1,930.1 |
1,930.1 |
1,917.7 |
1,924.7 |
| PP |
1,919.3 |
1,919.3 |
1,919.3 |
1,916.6 |
| S1 |
1,904.6 |
1,904.6 |
1,913.1 |
1,899.2 |
| S2 |
1,893.8 |
1,893.8 |
1,910.7 |
|
| S3 |
1,868.3 |
1,879.1 |
1,908.4 |
|
| S4 |
1,842.8 |
1,853.6 |
1,901.4 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.9 |
2,033.9 |
1,952.9 |
|
| R3 |
2,010.1 |
1,991.1 |
1,941.2 |
|
| R2 |
1,967.3 |
1,967.3 |
1,937.2 |
|
| R1 |
1,948.3 |
1,948.3 |
1,933.3 |
1,936.4 |
| PP |
1,924.5 |
1,924.5 |
1,924.5 |
1,918.5 |
| S1 |
1,905.5 |
1,905.5 |
1,925.5 |
1,893.6 |
| S2 |
1,881.7 |
1,881.7 |
1,921.6 |
|
| S3 |
1,838.9 |
1,862.7 |
1,917.6 |
|
| S4 |
1,796.1 |
1,819.9 |
1,905.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,942.9 |
1,900.6 |
42.3 |
2.2% |
22.4 |
1.2% |
35% |
False |
False |
203,268 |
| 10 |
1,949.0 |
1,900.6 |
48.4 |
2.5% |
21.2 |
1.1% |
31% |
False |
False |
186,568 |
| 20 |
1,987.8 |
1,900.6 |
87.2 |
4.6% |
23.3 |
1.2% |
17% |
False |
False |
187,856 |
| 40 |
2,075.3 |
1,900.6 |
174.7 |
9.1% |
24.3 |
1.3% |
8% |
False |
False |
143,531 |
| 60 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
26.6 |
1.4% |
7% |
False |
False |
100,077 |
| 80 |
2,102.2 |
1,900.6 |
201.6 |
10.5% |
28.5 |
1.5% |
7% |
False |
False |
75,983 |
| 100 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
27.0 |
1.4% |
27% |
False |
False |
61,147 |
| 120 |
2,102.2 |
1,845.7 |
256.5 |
13.4% |
27.0 |
1.4% |
27% |
False |
False |
51,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,042.4 |
|
2.618 |
2,000.8 |
|
1.618 |
1,975.3 |
|
1.000 |
1,959.5 |
|
0.618 |
1,949.8 |
|
HIGH |
1,934.0 |
|
0.618 |
1,924.3 |
|
0.500 |
1,921.3 |
|
0.382 |
1,918.2 |
|
LOW |
1,908.5 |
|
0.618 |
1,892.7 |
|
1.000 |
1,883.0 |
|
1.618 |
1,867.2 |
|
2.618 |
1,841.7 |
|
4.250 |
1,800.1 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,921.3 |
1,925.7 |
| PP |
1,919.3 |
1,922.3 |
| S1 |
1,917.4 |
1,918.8 |
|