| 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 |
16,145.0 |
16,016.0 |
-129.0 |
-0.8% |
15,980.0 |
| High |
16,151.0 |
16,030.0 |
-121.0 |
-0.7% |
16,308.0 |
| Low |
16,015.0 |
15,600.0 |
-415.0 |
-2.6% |
15,833.0 |
| Close |
16,042.0 |
15,617.0 |
-425.0 |
-2.6% |
16,272.0 |
| Range |
136.0 |
430.0 |
294.0 |
216.2% |
475.0 |
| ATR |
174.1 |
193.2 |
19.1 |
11.0% |
0.0 |
| Volume |
54,000 |
87,091 |
33,091 |
61.3% |
274,996 |
|
| Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,039.0 |
16,758.0 |
15,853.5 |
|
| R3 |
16,609.0 |
16,328.0 |
15,735.3 |
|
| R2 |
16,179.0 |
16,179.0 |
15,695.8 |
|
| R1 |
15,898.0 |
15,898.0 |
15,656.4 |
15,823.5 |
| PP |
15,749.0 |
15,749.0 |
15,749.0 |
15,711.8 |
| S1 |
15,468.0 |
15,468.0 |
15,577.6 |
15,393.5 |
| S2 |
15,319.0 |
15,319.0 |
15,538.2 |
|
| S3 |
14,889.0 |
15,038.0 |
15,498.8 |
|
| S4 |
14,459.0 |
14,608.0 |
15,380.5 |
|
|
| 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 |
15,600.0 |
732.0 |
4.7% |
209.0 |
1.3% |
2% |
False |
True |
59,679 |
| 10 |
16,332.0 |
15,600.0 |
732.0 |
4.7% |
198.1 |
1.3% |
2% |
False |
True |
60,078 |
| 20 |
16,572.0 |
15,600.0 |
972.0 |
6.2% |
171.6 |
1.1% |
2% |
False |
True |
46,939 |
| 40 |
16,572.0 |
15,600.0 |
972.0 |
6.2% |
152.5 |
1.0% |
2% |
False |
True |
23,579 |
| 60 |
16,572.0 |
15,600.0 |
972.0 |
6.2% |
132.2 |
0.8% |
2% |
False |
True |
15,725 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
10.2% |
116.1 |
0.7% |
40% |
False |
False |
11,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,857.5 |
|
2.618 |
17,155.7 |
|
1.618 |
16,725.7 |
|
1.000 |
16,460.0 |
|
0.618 |
16,295.7 |
|
HIGH |
16,030.0 |
|
0.618 |
15,865.7 |
|
0.500 |
15,815.0 |
|
0.382 |
15,764.3 |
|
LOW |
15,600.0 |
|
0.618 |
15,334.3 |
|
1.000 |
15,170.0 |
|
1.618 |
14,904.3 |
|
2.618 |
14,474.3 |
|
4.250 |
13,772.5 |
|
|
| Fisher Pivots for day following 06-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,815.0 |
15,966.0 |
| PP |
15,749.0 |
15,849.7 |
| S1 |
15,683.0 |
15,733.3 |
|