Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
29,243.62 |
29,595.97 |
352.35 |
1.2% |
30,210.72 |
High |
29,690.65 |
29,676.60 |
-14.05 |
0.0% |
30,471.74 |
Low |
29,109.14 |
29,092.44 |
-16.70 |
-0.1% |
29,638.19 |
Close |
29,617.85 |
29,147.67 |
-470.18 |
-1.6% |
29,901.55 |
Range |
581.51 |
584.16 |
2.65 |
0.5% |
833.55 |
ATR |
905.05 |
882.13 |
-22.92 |
-2.5% |
0.00 |
Volume |
16,774 |
14,987 |
-1,787 |
-10.7% |
61,609 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,058.05 |
30,687.02 |
29,468.96 |
|
R3 |
30,473.89 |
30,102.86 |
29,308.31 |
|
R2 |
29,889.73 |
29,889.73 |
29,254.77 |
|
R1 |
29,518.70 |
29,518.70 |
29,201.22 |
29,412.14 |
PP |
29,305.57 |
29,305.57 |
29,305.57 |
29,252.29 |
S1 |
28,934.54 |
28,934.54 |
29,094.12 |
28,827.98 |
S2 |
28,721.41 |
28,721.41 |
29,040.57 |
|
S3 |
28,137.25 |
28,350.38 |
28,987.03 |
|
S4 |
27,553.09 |
27,766.22 |
28,826.38 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,504.48 |
32,036.56 |
30,360.00 |
|
R3 |
31,670.93 |
31,203.01 |
30,130.78 |
|
R2 |
30,837.38 |
30,837.38 |
30,054.37 |
|
R1 |
30,369.46 |
30,369.46 |
29,977.96 |
30,186.65 |
PP |
30,003.83 |
30,003.83 |
30,003.83 |
29,912.42 |
S1 |
29,535.91 |
29,535.91 |
29,825.14 |
29,353.10 |
S2 |
29,170.28 |
29,170.28 |
29,748.73 |
|
S3 |
28,336.73 |
28,702.36 |
29,672.32 |
|
S4 |
27,503.18 |
27,868.81 |
29,443.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,348.81 |
28,885.24 |
1,463.57 |
5.0% |
655.11 |
2.2% |
18% |
False |
False |
9,289 |
10 |
31,600.60 |
28,885.24 |
2,715.36 |
9.3% |
752.70 |
2.6% |
10% |
False |
False |
14,717 |
20 |
31,765.71 |
28,885.24 |
2,880.47 |
9.9% |
873.92 |
3.0% |
9% |
False |
False |
16,752 |
40 |
31,765.71 |
24,815.78 |
6,949.93 |
23.8% |
989.18 |
3.4% |
62% |
False |
False |
19,533 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
23.8% |
964.07 |
3.3% |
62% |
False |
False |
19,964 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
23.8% |
1,027.97 |
3.5% |
62% |
False |
False |
21,754 |
100 |
31,765.71 |
19,593.39 |
12,172.32 |
41.8% |
1,113.35 |
3.8% |
78% |
False |
False |
25,363 |
120 |
31,765.71 |
19,593.39 |
12,172.32 |
41.8% |
1,086.23 |
3.7% |
78% |
False |
False |
25,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,159.28 |
2.618 |
31,205.93 |
1.618 |
30,621.77 |
1.000 |
30,260.76 |
0.618 |
30,037.61 |
HIGH |
29,676.60 |
0.618 |
29,453.45 |
0.500 |
29,384.52 |
0.382 |
29,315.59 |
LOW |
29,092.44 |
0.618 |
28,731.43 |
1.000 |
28,508.28 |
1.618 |
28,147.27 |
2.618 |
27,563.11 |
4.250 |
26,609.76 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
29,384.52 |
29,375.15 |
PP |
29,305.57 |
29,299.32 |
S1 |
29,226.62 |
29,223.50 |
|