| 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 |
34,949 |
34,936 |
-13 |
0.0% |
34,330 |
| High |
34,987 |
34,951 |
-36 |
-0.1% |
35,004 |
| Low |
34,825 |
34,751 |
-74 |
-0.2% |
34,164 |
| Close |
34,941 |
34,816 |
-125 |
-0.4% |
34,951 |
| Range |
162 |
200 |
38 |
23.5% |
840 |
| ATR |
284 |
278 |
-6 |
-2.1% |
0 |
| Volume |
5 |
36 |
31 |
620.0% |
348 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,439 |
35,328 |
34,926 |
|
| R3 |
35,239 |
35,128 |
34,871 |
|
| R2 |
35,039 |
35,039 |
34,853 |
|
| R1 |
34,928 |
34,928 |
34,834 |
34,884 |
| PP |
34,839 |
34,839 |
34,839 |
34,817 |
| S1 |
34,728 |
34,728 |
34,798 |
34,684 |
| S2 |
34,639 |
34,639 |
34,779 |
|
| S3 |
34,439 |
34,528 |
34,761 |
|
| S4 |
34,239 |
34,328 |
34,706 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,226 |
36,929 |
35,413 |
|
| R3 |
36,386 |
36,089 |
35,182 |
|
| R2 |
35,546 |
35,546 |
35,105 |
|
| R1 |
35,249 |
35,249 |
35,028 |
35,398 |
| PP |
34,706 |
34,706 |
34,706 |
34,781 |
| S1 |
34,409 |
34,409 |
34,874 |
34,558 |
| S2 |
33,866 |
33,866 |
34,797 |
|
| S3 |
33,026 |
33,569 |
34,720 |
|
| S4 |
32,186 |
32,729 |
34,489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,004 |
34,305 |
699 |
2.0% |
255 |
0.7% |
73% |
False |
False |
47 |
| 10 |
35,004 |
34,164 |
840 |
2.4% |
249 |
0.7% |
78% |
False |
False |
70 |
| 20 |
35,173 |
34,047 |
1,126 |
3.2% |
240 |
0.7% |
68% |
False |
False |
55 |
| 40 |
35,173 |
33,194 |
1,979 |
5.7% |
244 |
0.7% |
82% |
False |
False |
29 |
| 60 |
35,173 |
33,194 |
1,979 |
5.7% |
241 |
0.7% |
82% |
False |
False |
20 |
| 80 |
35,173 |
32,030 |
3,143 |
9.0% |
231 |
0.7% |
89% |
False |
False |
15 |
| 100 |
35,173 |
32,030 |
3,143 |
9.0% |
191 |
0.5% |
89% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,801 |
|
2.618 |
35,475 |
|
1.618 |
35,275 |
|
1.000 |
35,151 |
|
0.618 |
35,075 |
|
HIGH |
34,951 |
|
0.618 |
34,875 |
|
0.500 |
34,851 |
|
0.382 |
34,828 |
|
LOW |
34,751 |
|
0.618 |
34,628 |
|
1.000 |
34,551 |
|
1.618 |
34,428 |
|
2.618 |
34,228 |
|
4.250 |
33,901 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
34,851 |
34,815 |
| PP |
34,839 |
34,813 |
| S1 |
34,828 |
34,812 |
|