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 |
1,892.4150 |
1,874.4370 |
-17.9780 |
-1.0% |
1,927.3920 |
High |
1,894.0410 |
1,902.1160 |
8.0750 |
0.4% |
1,974.8800 |
Low |
1,863.2240 |
1,867.3530 |
4.1290 |
0.2% |
1,830.1180 |
Close |
1,875.1080 |
1,873.9220 |
-1.1860 |
-0.1% |
1,866.1150 |
Range |
30.8170 |
34.7630 |
3.9460 |
12.8% |
144.7620 |
ATR |
69.3474 |
66.8771 |
-2.4703 |
-3.6% |
0.0000 |
Volume |
123,187 |
140,627 |
17,440 |
14.2% |
131,830 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.4193 |
1,964.4337 |
1,893.0417 |
|
R3 |
1,950.6563 |
1,929.6707 |
1,883.4818 |
|
R2 |
1,915.8933 |
1,915.8933 |
1,880.2952 |
|
R1 |
1,894.9077 |
1,894.9077 |
1,877.1086 |
1,888.0190 |
PP |
1,881.1303 |
1,881.1303 |
1,881.1303 |
1,877.6860 |
S1 |
1,860.1447 |
1,860.1447 |
1,870.7354 |
1,853.2560 |
S2 |
1,846.3673 |
1,846.3673 |
1,867.5488 |
|
S3 |
1,811.6043 |
1,825.3817 |
1,864.3622 |
|
S4 |
1,776.8413 |
1,790.6187 |
1,854.8024 |
|
|
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% |
54.1866 |
2.9% |
35% |
False |
False |
53,343 |
10 |
1,974.8800 |
1,824.1420 |
150.7380 |
8.0% |
63.2085 |
3.4% |
33% |
False |
False |
105,254 |
20 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.6% |
68.7097 |
3.7% |
71% |
False |
False |
131,667 |
40 |
1,974.8800 |
1,627.2270 |
347.6530 |
18.6% |
63.3210 |
3.4% |
71% |
False |
False |
112,164 |
60 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.2% |
71.9383 |
3.8% |
48% |
False |
False |
150,164 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.2% |
76.3122 |
4.1% |
48% |
False |
False |
170,686 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.8% |
78.1096 |
4.2% |
66% |
False |
False |
192,514 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.8% |
78.1180 |
4.2% |
66% |
False |
False |
205,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.8588 |
2.618 |
1,993.1255 |
1.618 |
1,958.3625 |
1.000 |
1,936.8790 |
0.618 |
1,923.5995 |
HIGH |
1,902.1160 |
0.618 |
1,888.8365 |
0.500 |
1,884.7345 |
0.382 |
1,880.6325 |
LOW |
1,867.3530 |
0.618 |
1,845.8695 |
1.000 |
1,832.5900 |
1.618 |
1,811.1065 |
2.618 |
1,776.3435 |
4.250 |
1,719.6103 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,884.7345 |
1,874.5125 |
PP |
1,881.1303 |
1,874.3157 |
S1 |
1,877.5262 |
1,874.1188 |
|