| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,915.6270 |
1,890.3790 |
-25.2480 |
-1.3% |
1,865.5120 |
| High |
1,947.3720 |
1,920.7060 |
-26.6660 |
-1.4% |
2,026.3210 |
| Low |
1,874.7070 |
1,882.6050 |
7.8980 |
0.4% |
1,843.8020 |
| Close |
1,891.1070 |
1,895.3940 |
4.2870 |
0.2% |
1,916.1470 |
| Range |
72.6650 |
38.1010 |
-34.5640 |
-47.6% |
182.5190 |
| ATR |
76.2152 |
73.4928 |
-2.7224 |
-3.6% |
0.0000 |
| Volume |
1,804 |
192,049 |
190,245 |
10,545.7% |
891,366 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.8713 |
1,992.7337 |
1,916.3496 |
|
| R3 |
1,975.7703 |
1,954.6327 |
1,905.8718 |
|
| R2 |
1,937.6693 |
1,937.6693 |
1,902.3792 |
|
| R1 |
1,916.5317 |
1,916.5317 |
1,898.8866 |
1,927.1005 |
| PP |
1,899.5683 |
1,899.5683 |
1,899.5683 |
1,904.8528 |
| S1 |
1,878.4307 |
1,878.4307 |
1,891.9014 |
1,888.9995 |
| S2 |
1,861.4673 |
1,861.4673 |
1,888.4088 |
|
| S3 |
1,823.3663 |
1,840.3297 |
1,884.9162 |
|
| S4 |
1,785.2653 |
1,802.2287 |
1,874.4385 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.3137 |
2,378.7493 |
2,016.5325 |
|
| R3 |
2,293.7947 |
2,196.2303 |
1,966.3397 |
|
| R2 |
2,111.2757 |
2,111.2757 |
1,949.6088 |
|
| R1 |
2,013.7113 |
2,013.7113 |
1,932.8779 |
2,062.4935 |
| PP |
1,928.7567 |
1,928.7567 |
1,928.7567 |
1,953.1478 |
| S1 |
1,831.1923 |
1,831.1923 |
1,899.4161 |
1,879.9745 |
| S2 |
1,746.2377 |
1,746.2377 |
1,882.6852 |
|
| S3 |
1,563.7187 |
1,648.6733 |
1,865.9543 |
|
| S4 |
1,381.1997 |
1,466.1543 |
1,815.7616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,026.3210 |
1,863.7250 |
162.5960 |
8.6% |
83.9382 |
4.4% |
19% |
False |
False |
192,201 |
| 10 |
2,026.3210 |
1,830.1180 |
196.2030 |
10.4% |
70.2982 |
3.7% |
33% |
False |
False |
121,460 |
| 20 |
2,026.3210 |
1,715.5600 |
310.7610 |
16.4% |
74.6557 |
3.9% |
58% |
False |
False |
154,713 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.1% |
68.0164 |
3.6% |
67% |
False |
False |
120,239 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.1% |
72.6412 |
3.8% |
67% |
False |
False |
149,263 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.9% |
75.8138 |
4.0% |
53% |
False |
False |
168,256 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.4% |
78.8701 |
4.2% |
68% |
False |
False |
186,229 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.4% |
78.9360 |
4.2% |
68% |
False |
False |
207,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.6353 |
|
2.618 |
2,020.4544 |
|
1.618 |
1,982.3534 |
|
1.000 |
1,958.8070 |
|
0.618 |
1,944.2524 |
|
HIGH |
1,920.7060 |
|
0.618 |
1,906.1514 |
|
0.500 |
1,901.6555 |
|
0.382 |
1,897.1596 |
|
LOW |
1,882.6050 |
|
0.618 |
1,859.0586 |
|
1.000 |
1,844.5040 |
|
1.618 |
1,820.9576 |
|
2.618 |
1,782.8566 |
|
4.250 |
1,720.6758 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,901.6555 |
1,950.5140 |
| PP |
1,899.5683 |
1,932.1407 |
| S1 |
1,897.4812 |
1,913.7673 |
|