| 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 |
15,164.46 |
15,054.36 |
-110.10 |
-0.7% |
14,866.66 |
| High |
15,275.18 |
15,106.45 |
-168.73 |
-1.1% |
15,213.75 |
| Low |
15,162.66 |
14,969.14 |
-193.52 |
-1.3% |
14,687.02 |
| Close |
15,203.78 |
15,089.45 |
-114.33 |
-0.8% |
15,179.21 |
| Range |
112.52 |
137.31 |
24.79 |
22.0% |
526.73 |
| ATR |
200.77 |
203.18 |
2.42 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,466.94 |
15,415.51 |
15,164.97 |
|
| R3 |
15,329.63 |
15,278.20 |
15,127.21 |
|
| R2 |
15,192.32 |
15,192.32 |
15,114.62 |
|
| R1 |
15,140.89 |
15,140.89 |
15,102.04 |
15,166.61 |
| PP |
15,055.01 |
15,055.01 |
15,055.01 |
15,067.87 |
| S1 |
15,003.58 |
15,003.58 |
15,076.86 |
15,029.30 |
| S2 |
14,917.70 |
14,917.70 |
15,064.28 |
|
| S3 |
14,780.39 |
14,866.27 |
15,051.69 |
|
| S4 |
14,643.08 |
14,728.96 |
15,013.93 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,606.85 |
16,419.76 |
15,468.91 |
|
| R3 |
16,080.12 |
15,893.03 |
15,324.06 |
|
| R2 |
15,553.39 |
15,553.39 |
15,275.78 |
|
| R1 |
15,366.30 |
15,366.30 |
15,227.49 |
15,459.85 |
| PP |
15,026.66 |
15,026.66 |
15,026.66 |
15,073.43 |
| S1 |
14,839.57 |
14,839.57 |
15,130.93 |
14,933.12 |
| S2 |
14,499.93 |
14,499.93 |
15,082.64 |
|
| S3 |
13,973.20 |
14,312.84 |
15,034.36 |
|
| S4 |
13,446.47 |
13,786.11 |
14,889.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,275.18 |
14,876.94 |
398.24 |
2.6% |
113.12 |
0.7% |
53% |
False |
False |
|
| 10 |
15,275.18 |
14,687.02 |
588.16 |
3.9% |
169.27 |
1.1% |
68% |
False |
False |
|
| 20 |
15,284.65 |
14,283.88 |
1,000.77 |
6.6% |
197.45 |
1.3% |
80% |
False |
False |
|
| 40 |
15,284.65 |
13,193.88 |
2,090.77 |
13.9% |
180.04 |
1.2% |
91% |
False |
False |
|
| 60 |
15,284.65 |
12,724.62 |
2,560.03 |
17.0% |
175.43 |
1.2% |
92% |
False |
False |
|
| 80 |
15,284.65 |
11,695.41 |
3,589.24 |
23.8% |
184.58 |
1.2% |
95% |
False |
False |
|
| 100 |
15,284.65 |
11,695.41 |
3,589.24 |
23.8% |
186.70 |
1.2% |
95% |
False |
False |
|
| 120 |
15,284.65 |
11,247.33 |
4,037.32 |
26.8% |
196.65 |
1.3% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,690.02 |
|
2.618 |
15,465.93 |
|
1.618 |
15,328.62 |
|
1.000 |
15,243.76 |
|
0.618 |
15,191.31 |
|
HIGH |
15,106.45 |
|
0.618 |
15,054.00 |
|
0.500 |
15,037.80 |
|
0.382 |
15,021.59 |
|
LOW |
14,969.14 |
|
0.618 |
14,884.28 |
|
1.000 |
14,831.83 |
|
1.618 |
14,746.97 |
|
2.618 |
14,609.66 |
|
4.250 |
14,385.57 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,072.23 |
15,122.16 |
| PP |
15,055.01 |
15,111.26 |
| S1 |
15,037.80 |
15,100.35 |
|