| 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 |
4,436.0 |
4,411.0 |
-25.0 |
-0.6% |
4,305.0 |
| High |
4,447.0 |
4,413.0 |
-34.0 |
-0.8% |
4,440.0 |
| Low |
4,423.0 |
4,366.0 |
-57.0 |
-1.3% |
4,262.0 |
| Close |
4,425.0 |
4,372.0 |
-53.0 |
-1.2% |
4,427.0 |
| Range |
24.0 |
47.0 |
23.0 |
95.8% |
178.0 |
| ATR |
48.6 |
49.3 |
0.7 |
1.5% |
0.0 |
| Volume |
478,075 |
712,678 |
234,603 |
49.1% |
3,428,028 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,524.7 |
4,495.3 |
4,397.9 |
|
| R3 |
4,477.7 |
4,448.3 |
4,384.9 |
|
| R2 |
4,430.7 |
4,430.7 |
4,380.6 |
|
| R1 |
4,401.3 |
4,401.3 |
4,376.3 |
4,392.5 |
| PP |
4,383.7 |
4,383.7 |
4,383.7 |
4,379.3 |
| S1 |
4,354.3 |
4,354.3 |
4,367.7 |
4,345.5 |
| S2 |
4,336.7 |
4,336.7 |
4,363.4 |
|
| S3 |
4,289.7 |
4,307.3 |
4,359.1 |
|
| S4 |
4,242.7 |
4,260.3 |
4,346.2 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,910.3 |
4,846.7 |
4,524.9 |
|
| R3 |
4,732.3 |
4,668.7 |
4,476.0 |
|
| R2 |
4,554.3 |
4,554.3 |
4,459.6 |
|
| R1 |
4,490.7 |
4,490.7 |
4,443.3 |
4,522.5 |
| PP |
4,376.3 |
4,376.3 |
4,376.3 |
4,392.3 |
| S1 |
4,312.7 |
4,312.7 |
4,410.7 |
4,344.5 |
| S2 |
4,198.3 |
4,198.3 |
4,394.4 |
|
| S3 |
4,020.3 |
4,134.7 |
4,378.1 |
|
| S4 |
3,842.3 |
3,956.7 |
4,329.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,447.0 |
4,343.0 |
104.0 |
2.4% |
40.6 |
0.9% |
28% |
False |
False |
672,245 |
| 10 |
4,447.0 |
4,262.0 |
185.0 |
4.2% |
47.4 |
1.1% |
59% |
False |
False |
680,923 |
| 20 |
4,447.0 |
4,262.0 |
185.0 |
4.2% |
43.0 |
1.0% |
59% |
False |
False |
728,936 |
| 40 |
4,447.0 |
4,241.0 |
206.0 |
4.7% |
43.8 |
1.0% |
64% |
False |
False |
367,253 |
| 60 |
4,447.0 |
4,241.0 |
206.0 |
4.7% |
38.7 |
0.9% |
64% |
False |
False |
245,633 |
| 80 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
41.5 |
0.9% |
84% |
False |
False |
184,524 |
| 100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
33.2 |
0.8% |
84% |
False |
False |
147,619 |
| 120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
27.7 |
0.6% |
84% |
False |
False |
123,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,612.8 |
|
2.618 |
4,536.0 |
|
1.618 |
4,489.0 |
|
1.000 |
4,460.0 |
|
0.618 |
4,442.0 |
|
HIGH |
4,413.0 |
|
0.618 |
4,395.0 |
|
0.500 |
4,389.5 |
|
0.382 |
4,384.0 |
|
LOW |
4,366.0 |
|
0.618 |
4,337.0 |
|
1.000 |
4,319.0 |
|
1.618 |
4,290.0 |
|
2.618 |
4,243.0 |
|
4.250 |
4,166.3 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,389.5 |
4,406.5 |
| PP |
4,383.7 |
4,395.0 |
| S1 |
4,377.8 |
4,383.5 |
|