| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,890.3790 |
1,894.7130 |
4.3340 |
0.2% |
1,865.5120 |
| High |
1,920.7060 |
1,920.3210 |
-0.3850 |
0.0% |
2,026.3210 |
| Low |
1,882.6050 |
1,893.0830 |
10.4780 |
0.6% |
1,843.8020 |
| Close |
1,895.3940 |
1,899.0130 |
3.6190 |
0.2% |
1,916.1470 |
| Range |
38.1010 |
27.2380 |
-10.8630 |
-28.5% |
182.5190 |
| ATR |
73.4928 |
70.1889 |
-3.3039 |
-4.5% |
0.0000 |
| Volume |
192,049 |
142,058 |
-49,991 |
-26.0% |
891,366 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.8530 |
1,969.6710 |
1,913.9939 |
|
| R3 |
1,958.6150 |
1,942.4330 |
1,906.5035 |
|
| R2 |
1,931.3770 |
1,931.3770 |
1,904.0066 |
|
| R1 |
1,915.1950 |
1,915.1950 |
1,901.5098 |
1,923.2860 |
| PP |
1,904.1390 |
1,904.1390 |
1,904.1390 |
1,908.1845 |
| S1 |
1,887.9570 |
1,887.9570 |
1,896.5162 |
1,896.0480 |
| S2 |
1,876.9010 |
1,876.9010 |
1,894.0194 |
|
| S3 |
1,849.6630 |
1,860.7190 |
1,891.5226 |
|
| S4 |
1,822.4250 |
1,833.4810 |
1,884.0321 |
|
|
| 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% |
82.4332 |
4.3% |
22% |
False |
False |
192,488 |
| 10 |
2,026.3210 |
1,830.1180 |
196.2030 |
10.3% |
68.3099 |
3.6% |
35% |
False |
False |
122,915 |
| 20 |
2,026.3210 |
1,775.0400 |
251.2810 |
13.2% |
72.3334 |
3.8% |
49% |
False |
False |
151,315 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.0% |
67.9400 |
3.6% |
68% |
False |
False |
120,548 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.0% |
71.0123 |
3.7% |
68% |
False |
False |
145,365 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.9% |
74.4467 |
3.9% |
53% |
False |
False |
166,629 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.3% |
78.5424 |
4.1% |
69% |
False |
False |
184,370 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.3% |
78.3553 |
4.1% |
69% |
False |
False |
203,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,036.0825 |
|
2.618 |
1,991.6301 |
|
1.618 |
1,964.3921 |
|
1.000 |
1,947.5590 |
|
0.618 |
1,937.1541 |
|
HIGH |
1,920.3210 |
|
0.618 |
1,909.9161 |
|
0.500 |
1,906.7020 |
|
0.382 |
1,903.4879 |
|
LOW |
1,893.0830 |
|
0.618 |
1,876.2499 |
|
1.000 |
1,865.8450 |
|
1.618 |
1,849.0119 |
|
2.618 |
1,821.7739 |
|
4.250 |
1,777.3215 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.7020 |
1,911.0395 |
| PP |
1,904.1390 |
1,907.0307 |
| S1 |
1,901.5760 |
1,903.0218 |
|