Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,886.6 |
1,854.4 |
-32.2 |
-1.7% |
1,903.2 |
High |
1,887.2 |
1,894.3 |
7.1 |
0.4% |
1,919.6 |
Low |
1,835.0 |
1,847.1 |
12.1 |
0.7% |
1,835.0 |
Close |
1,856.3 |
1,878.0 |
21.7 |
1.2% |
1,878.0 |
Range |
52.2 |
47.2 |
-5.0 |
-9.6% |
84.6 |
ATR |
33.4 |
34.4 |
1.0 |
2.9% |
0.0 |
Volume |
253,243 |
203,378 |
-49,865 |
-19.7% |
766,463 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.7 |
1,993.6 |
1,904.0 |
|
R3 |
1,967.5 |
1,946.4 |
1,891.0 |
|
R2 |
1,920.3 |
1,920.3 |
1,886.7 |
|
R1 |
1,899.2 |
1,899.2 |
1,882.3 |
1,909.8 |
PP |
1,873.1 |
1,873.1 |
1,873.1 |
1,878.4 |
S1 |
1,852.0 |
1,852.0 |
1,873.7 |
1,862.6 |
S2 |
1,825.9 |
1,825.9 |
1,869.3 |
|
S3 |
1,778.7 |
1,804.8 |
1,865.0 |
|
S4 |
1,731.5 |
1,757.6 |
1,852.0 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,131.3 |
2,089.3 |
1,924.5 |
|
R3 |
2,046.7 |
2,004.7 |
1,901.3 |
|
R2 |
1,962.1 |
1,962.1 |
1,893.5 |
|
R1 |
1,920.1 |
1,920.1 |
1,885.8 |
1,898.8 |
PP |
1,877.5 |
1,877.5 |
1,877.5 |
1,866.9 |
S1 |
1,835.5 |
1,835.5 |
1,870.2 |
1,814.2 |
S2 |
1,792.9 |
1,792.9 |
1,862.5 |
|
S3 |
1,708.3 |
1,750.9 |
1,854.7 |
|
S4 |
1,623.7 |
1,666.3 |
1,831.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.6 |
1,835.0 |
84.6 |
4.5% |
34.1 |
1.8% |
51% |
False |
False |
194,983 |
10 |
1,919.6 |
1,825.1 |
94.5 |
5.0% |
33.5 |
1.8% |
56% |
False |
False |
197,936 |
20 |
1,929.1 |
1,825.1 |
104.0 |
5.5% |
32.2 |
1.7% |
51% |
False |
False |
211,321 |
40 |
1,929.1 |
1,750.0 |
179.1 |
9.5% |
34.6 |
1.8% |
71% |
False |
False |
106,434 |
60 |
1,929.1 |
1,723.4 |
205.7 |
11.0% |
33.5 |
1.8% |
75% |
False |
False |
71,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,094.9 |
2.618 |
2,017.9 |
1.618 |
1,970.7 |
1.000 |
1,941.5 |
0.618 |
1,923.5 |
HIGH |
1,894.3 |
0.618 |
1,876.3 |
0.500 |
1,870.7 |
0.382 |
1,865.1 |
LOW |
1,847.1 |
0.618 |
1,817.9 |
1.000 |
1,799.9 |
1.618 |
1,770.7 |
2.618 |
1,723.5 |
4.250 |
1,646.5 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,875.6 |
1,876.7 |
PP |
1,873.1 |
1,875.5 |
S1 |
1,870.7 |
1,874.2 |
|