| 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 |
16,296.0 |
16,145.0 |
-151.0 |
-0.9% |
15,980.0 |
| High |
16,332.0 |
16,151.0 |
-181.0 |
-1.1% |
16,308.0 |
| Low |
16,189.0 |
16,015.0 |
-174.0 |
-1.1% |
15,833.0 |
| Close |
16,192.0 |
16,042.0 |
-150.0 |
-0.9% |
16,272.0 |
| Range |
143.0 |
136.0 |
-7.0 |
-4.9% |
475.0 |
| ATR |
173.8 |
174.1 |
0.2 |
0.1% |
0.0 |
| Volume |
43,611 |
54,000 |
10,389 |
23.8% |
274,996 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,477.3 |
16,395.7 |
16,116.8 |
|
| R3 |
16,341.3 |
16,259.7 |
16,079.4 |
|
| R2 |
16,205.3 |
16,205.3 |
16,066.9 |
|
| R1 |
16,123.7 |
16,123.7 |
16,054.5 |
16,096.5 |
| PP |
16,069.3 |
16,069.3 |
16,069.3 |
16,055.8 |
| S1 |
15,987.7 |
15,987.7 |
16,029.5 |
15,960.5 |
| S2 |
15,933.3 |
15,933.3 |
16,017.1 |
|
| S3 |
15,797.3 |
15,851.7 |
16,004.6 |
|
| S4 |
15,661.3 |
15,715.7 |
15,967.2 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,562.7 |
17,392.3 |
16,533.3 |
|
| R3 |
17,087.7 |
16,917.3 |
16,402.6 |
|
| R2 |
16,612.7 |
16,612.7 |
16,359.1 |
|
| R1 |
16,442.3 |
16,442.3 |
16,315.5 |
16,527.5 |
| PP |
16,137.7 |
16,137.7 |
16,137.7 |
16,180.3 |
| S1 |
15,967.3 |
15,967.3 |
16,228.5 |
16,052.5 |
| S2 |
15,662.7 |
15,662.7 |
16,184.9 |
|
| S3 |
15,187.7 |
15,492.3 |
16,141.4 |
|
| S4 |
14,712.7 |
15,017.3 |
16,010.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,332.0 |
15,995.0 |
337.0 |
2.1% |
148.2 |
0.9% |
14% |
False |
False |
52,659 |
| 10 |
16,332.0 |
15,833.0 |
499.0 |
3.1% |
170.9 |
1.1% |
42% |
False |
False |
56,665 |
| 20 |
16,572.0 |
15,833.0 |
739.0 |
4.6% |
156.3 |
1.0% |
28% |
False |
False |
42,626 |
| 40 |
16,572.0 |
15,787.0 |
785.0 |
4.9% |
142.8 |
0.9% |
32% |
False |
False |
21,402 |
| 60 |
16,572.0 |
15,773.0 |
799.0 |
5.0% |
126.7 |
0.8% |
34% |
False |
False |
14,274 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
9.9% |
112.3 |
0.7% |
67% |
False |
False |
10,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,729.0 |
|
2.618 |
16,507.0 |
|
1.618 |
16,371.0 |
|
1.000 |
16,287.0 |
|
0.618 |
16,235.0 |
|
HIGH |
16,151.0 |
|
0.618 |
16,099.0 |
|
0.500 |
16,083.0 |
|
0.382 |
16,067.0 |
|
LOW |
16,015.0 |
|
0.618 |
15,931.0 |
|
1.000 |
15,879.0 |
|
1.618 |
15,795.0 |
|
2.618 |
15,659.0 |
|
4.250 |
15,437.0 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,083.0 |
16,173.5 |
| PP |
16,069.3 |
16,129.7 |
| S1 |
16,055.7 |
16,085.8 |
|