Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
30,791.59 |
30,590.88 |
-200.71 |
-0.7% |
30,396.67 |
High |
30,804.81 |
30,928.93 |
124.12 |
0.4% |
31,426.35 |
Low |
30,214.18 |
30,234.84 |
20.66 |
0.1% |
29,802.57 |
Close |
30,590.88 |
30,368.09 |
-222.79 |
-0.7% |
30,284.22 |
Range |
590.63 |
694.09 |
103.46 |
17.5% |
1,623.78 |
ATR |
1,052.35 |
1,026.76 |
-25.59 |
-2.4% |
0.00 |
Volume |
21,496 |
25,776 |
4,280 |
19.9% |
19,138 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,592.89 |
32,174.58 |
30,749.84 |
|
R3 |
31,898.80 |
31,480.49 |
30,558.96 |
|
R2 |
31,204.71 |
31,204.71 |
30,495.34 |
|
R1 |
30,786.40 |
30,786.40 |
30,431.71 |
30,648.51 |
PP |
30,510.62 |
30,510.62 |
30,510.62 |
30,441.68 |
S1 |
30,092.31 |
30,092.31 |
30,304.47 |
29,954.42 |
S2 |
29,816.53 |
29,816.53 |
30,240.84 |
|
S3 |
29,122.44 |
29,398.22 |
30,177.22 |
|
S4 |
28,428.35 |
28,704.13 |
29,986.34 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,375.72 |
34,453.75 |
31,177.30 |
|
R3 |
33,751.94 |
32,829.97 |
30,730.76 |
|
R2 |
32,128.16 |
32,128.16 |
30,581.91 |
|
R1 |
31,206.19 |
31,206.19 |
30,433.07 |
30,855.29 |
PP |
30,504.38 |
30,504.38 |
30,504.38 |
30,328.93 |
S1 |
29,582.41 |
29,582.41 |
30,135.37 |
29,231.51 |
S2 |
28,880.60 |
28,880.60 |
29,986.53 |
|
S3 |
27,256.82 |
27,958.63 |
29,837.68 |
|
S4 |
25,633.04 |
26,334.85 |
29,391.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,426.35 |
29,802.57 |
1,623.78 |
5.3% |
896.37 |
3.0% |
35% |
False |
False |
9,558 |
10 |
31,426.35 |
29,799.68 |
1,626.67 |
5.4% |
926.14 |
3.0% |
35% |
False |
False |
17,039 |
20 |
31,426.35 |
24,815.78 |
6,610.57 |
21.8% |
1,068.88 |
3.5% |
84% |
False |
False |
23,460 |
40 |
31,426.35 |
24,815.78 |
6,610.57 |
21.8% |
967.84 |
3.2% |
84% |
False |
False |
18,981 |
60 |
31,426.35 |
24,815.78 |
6,610.57 |
21.8% |
1,070.84 |
3.5% |
84% |
False |
False |
22,118 |
80 |
31,426.35 |
24,715.36 |
6,710.99 |
22.1% |
1,114.12 |
3.7% |
84% |
False |
False |
24,397 |
100 |
31,426.35 |
19,593.39 |
11,832.96 |
39.0% |
1,134.39 |
3.7% |
91% |
False |
False |
27,076 |
120 |
31,426.35 |
19,593.39 |
11,832.96 |
39.0% |
1,093.91 |
3.6% |
91% |
False |
False |
26,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,878.81 |
2.618 |
32,746.06 |
1.618 |
32,051.97 |
1.000 |
31,623.02 |
0.618 |
31,357.88 |
HIGH |
30,928.93 |
0.618 |
30,663.79 |
0.500 |
30,581.89 |
0.382 |
30,499.98 |
LOW |
30,234.84 |
0.618 |
29,805.89 |
1.000 |
29,540.75 |
1.618 |
29,111.80 |
2.618 |
28,417.71 |
4.250 |
27,284.96 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
30,581.89 |
30,501.49 |
PP |
30,510.62 |
30,457.02 |
S1 |
30,439.36 |
30,412.56 |
|