| 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 |
4,378.0 |
4,290.0 |
-88.0 |
-2.0% |
4,468.0 |
| High |
4,378.0 |
4,309.0 |
-69.0 |
-1.6% |
4,472.0 |
| Low |
4,264.0 |
4,250.0 |
-14.0 |
-0.3% |
4,250.0 |
| Close |
4,267.0 |
4,286.0 |
19.0 |
0.4% |
4,286.0 |
| Range |
114.0 |
59.0 |
-55.0 |
-48.2% |
222.0 |
| ATR |
41.6 |
42.8 |
1.2 |
3.0% |
0.0 |
| Volume |
2,105 |
213 |
-1,892 |
-89.9% |
2,412 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,458.7 |
4,431.3 |
4,318.5 |
|
| R3 |
4,399.7 |
4,372.3 |
4,302.2 |
|
| R2 |
4,340.7 |
4,340.7 |
4,296.8 |
|
| R1 |
4,313.3 |
4,313.3 |
4,291.4 |
4,297.5 |
| PP |
4,281.7 |
4,281.7 |
4,281.7 |
4,273.8 |
| S1 |
4,254.3 |
4,254.3 |
4,280.6 |
4,238.5 |
| S2 |
4,222.7 |
4,222.7 |
4,275.2 |
|
| S3 |
4,163.7 |
4,195.3 |
4,269.8 |
|
| S4 |
4,104.7 |
4,136.3 |
4,253.6 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,002.0 |
4,866.0 |
4,408.1 |
|
| R3 |
4,780.0 |
4,644.0 |
4,347.1 |
|
| R2 |
4,558.0 |
4,558.0 |
4,326.7 |
|
| R1 |
4,422.0 |
4,422.0 |
4,306.4 |
4,379.0 |
| PP |
4,336.0 |
4,336.0 |
4,336.0 |
4,314.5 |
| S1 |
4,200.0 |
4,200.0 |
4,265.7 |
4,157.0 |
| S2 |
4,114.0 |
4,114.0 |
4,245.3 |
|
| S3 |
3,892.0 |
3,978.0 |
4,225.0 |
|
| S4 |
3,670.0 |
3,756.0 |
4,163.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,472.0 |
4,250.0 |
222.0 |
5.2% |
46.4 |
1.1% |
16% |
False |
True |
482 |
| 10 |
4,472.0 |
4,250.0 |
222.0 |
5.2% |
36.4 |
0.8% |
16% |
False |
True |
1,488 |
| 20 |
4,472.0 |
4,250.0 |
222.0 |
5.2% |
28.0 |
0.7% |
16% |
False |
True |
1,614 |
| 40 |
4,472.0 |
4,250.0 |
222.0 |
5.2% |
20.6 |
0.5% |
16% |
False |
True |
813 |
| 60 |
4,472.0 |
4,250.0 |
222.0 |
5.2% |
14.7 |
0.3% |
16% |
False |
True |
683 |
| 80 |
4,472.0 |
3,996.0 |
476.0 |
11.1% |
11.0 |
0.3% |
61% |
False |
False |
797 |
| 100 |
4,472.0 |
3,996.0 |
476.0 |
11.1% |
8.8 |
0.2% |
61% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,559.8 |
|
2.618 |
4,463.5 |
|
1.618 |
4,404.5 |
|
1.000 |
4,368.0 |
|
0.618 |
4,345.5 |
|
HIGH |
4,309.0 |
|
0.618 |
4,286.5 |
|
0.500 |
4,279.5 |
|
0.382 |
4,272.5 |
|
LOW |
4,250.0 |
|
0.618 |
4,213.5 |
|
1.000 |
4,191.0 |
|
1.618 |
4,154.5 |
|
2.618 |
4,095.5 |
|
4.250 |
3,999.3 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,283.8 |
4,342.5 |
| PP |
4,281.7 |
4,323.7 |
| S1 |
4,279.5 |
4,304.8 |
|