| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
7,531.5 |
7,524.0 |
-7.5 |
-0.1% |
7,474.0 |
| High |
7,553.5 |
7,527.5 |
-26.0 |
-0.3% |
7,561.5 |
| Low |
7,520.0 |
7,435.0 |
-85.0 |
-1.1% |
7,408.5 |
| Close |
7,522.5 |
7,444.0 |
-78.5 |
-1.0% |
7,541.5 |
| Range |
33.5 |
92.5 |
59.0 |
176.1% |
153.0 |
| ATR |
63.8 |
65.9 |
2.0 |
3.2% |
0.0 |
| Volume |
42,563 |
95,111 |
52,548 |
123.5% |
395,286 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,746.5 |
7,687.5 |
7,495.0 |
|
| R3 |
7,654.0 |
7,595.0 |
7,469.5 |
|
| R2 |
7,561.5 |
7,561.5 |
7,461.0 |
|
| R1 |
7,502.5 |
7,502.5 |
7,452.5 |
7,486.0 |
| PP |
7,469.0 |
7,469.0 |
7,469.0 |
7,460.5 |
| S1 |
7,410.0 |
7,410.0 |
7,435.5 |
7,393.0 |
| S2 |
7,376.5 |
7,376.5 |
7,427.0 |
|
| S3 |
7,284.0 |
7,317.5 |
7,418.5 |
|
| S4 |
7,191.5 |
7,225.0 |
7,393.0 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,963.0 |
7,905.0 |
7,625.5 |
|
| R3 |
7,810.0 |
7,752.0 |
7,583.5 |
|
| R2 |
7,657.0 |
7,657.0 |
7,569.5 |
|
| R1 |
7,599.0 |
7,599.0 |
7,555.5 |
7,628.0 |
| PP |
7,504.0 |
7,504.0 |
7,504.0 |
7,518.0 |
| S1 |
7,446.0 |
7,446.0 |
7,527.5 |
7,475.0 |
| S2 |
7,351.0 |
7,351.0 |
7,513.5 |
|
| S3 |
7,198.0 |
7,293.0 |
7,499.5 |
|
| S4 |
7,045.0 |
7,140.0 |
7,457.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,570.5 |
7,435.0 |
135.5 |
1.8% |
62.5 |
0.8% |
7% |
False |
True |
73,116 |
| 10 |
7,570.5 |
7,408.5 |
162.0 |
2.2% |
68.0 |
0.9% |
22% |
False |
False |
79,436 |
| 20 |
7,703.5 |
7,408.5 |
295.0 |
4.0% |
63.0 |
0.8% |
12% |
False |
False |
108,883 |
| 40 |
7,814.0 |
7,408.5 |
405.5 |
5.4% |
58.0 |
0.8% |
9% |
False |
False |
55,490 |
| 60 |
7,944.0 |
7,408.5 |
535.5 |
7.2% |
47.5 |
0.6% |
7% |
False |
False |
36,997 |
| 80 |
7,944.0 |
7,319.0 |
625.0 |
8.4% |
42.0 |
0.6% |
20% |
False |
False |
27,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,920.5 |
|
2.618 |
7,769.5 |
|
1.618 |
7,677.0 |
|
1.000 |
7,620.0 |
|
0.618 |
7,584.5 |
|
HIGH |
7,527.5 |
|
0.618 |
7,492.0 |
|
0.500 |
7,481.0 |
|
0.382 |
7,470.5 |
|
LOW |
7,435.0 |
|
0.618 |
7,378.0 |
|
1.000 |
7,342.5 |
|
1.618 |
7,285.5 |
|
2.618 |
7,193.0 |
|
4.250 |
7,042.0 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,481.0 |
7,503.0 |
| PP |
7,469.0 |
7,483.0 |
| S1 |
7,456.5 |
7,463.5 |
|