| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,865.5120 |
1,892.4150 |
26.9030 |
1.4% |
1,927.3920 |
| High |
1,905.2230 |
1,894.0410 |
-11.1820 |
-0.6% |
1,974.8800 |
| Low |
1,843.8020 |
1,863.2240 |
19.4220 |
1.1% |
1,830.1180 |
| Close |
1,891.8900 |
1,875.1080 |
-16.7820 |
-0.9% |
1,866.1150 |
| Range |
61.4210 |
30.8170 |
-30.6040 |
-49.8% |
144.7620 |
| ATR |
72.3113 |
69.3474 |
-2.9639 |
-4.1% |
0.0000 |
| Volume |
1,023 |
123,187 |
122,164 |
11,941.7% |
131,830 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.9087 |
1,953.3253 |
1,892.0574 |
|
| R3 |
1,939.0917 |
1,922.5083 |
1,883.5827 |
|
| R2 |
1,908.2747 |
1,908.2747 |
1,880.7578 |
|
| R1 |
1,891.6913 |
1,891.6913 |
1,877.9329 |
1,884.5745 |
| PP |
1,877.4577 |
1,877.4577 |
1,877.4577 |
1,873.8993 |
| S1 |
1,860.8743 |
1,860.8743 |
1,872.2831 |
1,853.7575 |
| S2 |
1,846.6407 |
1,846.6407 |
1,869.4582 |
|
| S3 |
1,815.8237 |
1,830.0573 |
1,866.6333 |
|
| S4 |
1,785.0067 |
1,799.2403 |
1,858.1587 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.6570 |
2,240.1480 |
1,945.7341 |
|
| R3 |
2,179.8950 |
2,095.3860 |
1,905.9246 |
|
| R2 |
2,035.1330 |
2,035.1330 |
1,892.6547 |
|
| R1 |
1,950.6240 |
1,950.6240 |
1,879.3849 |
1,920.4975 |
| PP |
1,890.3710 |
1,890.3710 |
1,890.3710 |
1,875.3078 |
| S1 |
1,805.8620 |
1,805.8620 |
1,852.8452 |
1,775.7355 |
| S2 |
1,745.6090 |
1,745.6090 |
1,839.5753 |
|
| S3 |
1,600.8470 |
1,661.1000 |
1,826.3055 |
|
| S4 |
1,456.0850 |
1,516.3380 |
1,786.4959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,953.6630 |
1,830.1180 |
123.5450 |
6.6% |
56.6582 |
3.0% |
36% |
False |
False |
50,720 |
| 10 |
1,974.8800 |
1,824.1420 |
150.7380 |
8.0% |
66.0426 |
3.5% |
34% |
False |
False |
107,887 |
| 20 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.5% |
73.1417 |
3.9% |
71% |
False |
False |
124,717 |
| 40 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.5% |
63.9163 |
3.4% |
71% |
False |
False |
115,409 |
| 60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.2% |
73.4095 |
3.9% |
49% |
False |
False |
155,964 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.2% |
76.5566 |
4.1% |
49% |
False |
False |
172,128 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.8% |
79.0661 |
4.2% |
66% |
False |
False |
194,855 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.8% |
78.6726 |
4.2% |
66% |
False |
False |
210,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.0133 |
|
2.618 |
1,974.7199 |
|
1.618 |
1,943.9029 |
|
1.000 |
1,924.8580 |
|
0.618 |
1,913.0859 |
|
HIGH |
1,894.0410 |
|
0.618 |
1,882.2689 |
|
0.500 |
1,878.6325 |
|
0.382 |
1,874.9961 |
|
LOW |
1,863.2240 |
|
0.618 |
1,844.1791 |
|
1.000 |
1,832.4070 |
|
1.618 |
1,813.3621 |
|
2.618 |
1,782.5451 |
|
4.250 |
1,732.2518 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.6325 |
1,872.6288 |
| PP |
1,877.4577 |
1,870.1497 |
| S1 |
1,876.2828 |
1,867.6705 |
|