Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,894.7130 |
1,898.2640 |
3.5510 |
0.2% |
1,865.5120 |
High |
1,920.3210 |
1,928.8080 |
8.4870 |
0.4% |
2,026.3210 |
Low |
1,893.0830 |
1,879.1280 |
-13.9550 |
-0.7% |
1,843.8020 |
Close |
1,899.0130 |
1,888.3480 |
-10.6650 |
-0.6% |
1,916.1470 |
Range |
27.2380 |
49.6800 |
22.4420 |
82.4% |
182.5190 |
ATR |
70.1889 |
68.7240 |
-1.4649 |
-2.1% |
0.0000 |
Volume |
142,058 |
189,396 |
47,338 |
33.3% |
891,366 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.8013 |
2,017.7547 |
1,915.6720 |
|
R3 |
1,998.1213 |
1,968.0747 |
1,902.0100 |
|
R2 |
1,948.4413 |
1,948.4413 |
1,897.4560 |
|
R1 |
1,918.3947 |
1,918.3947 |
1,892.9020 |
1,908.5780 |
PP |
1,898.7613 |
1,898.7613 |
1,898.7613 |
1,893.8530 |
S1 |
1,868.7147 |
1,868.7147 |
1,883.7940 |
1,858.8980 |
S2 |
1,849.0813 |
1,849.0813 |
1,879.2400 |
|
S3 |
1,799.4013 |
1,819.0347 |
1,874.6860 |
|
S4 |
1,749.7213 |
1,769.3547 |
1,861.0240 |
|
|
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 |
1,874.7070 |
151.6140 |
8.0% |
62.6134 |
3.3% |
9% |
False |
False |
166,704 |
10 |
2,026.3210 |
1,830.1180 |
196.2030 |
10.4% |
64.5495 |
3.4% |
30% |
False |
False |
141,669 |
20 |
2,026.3210 |
1,824.1420 |
202.1790 |
10.7% |
68.7599 |
3.6% |
32% |
False |
False |
142,362 |
40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.1% |
68.2857 |
3.6% |
65% |
False |
False |
125,253 |
60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.1% |
70.5386 |
3.7% |
65% |
False |
False |
148,477 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.0% |
73.9320 |
3.9% |
51% |
False |
False |
165,477 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.5% |
78.1914 |
4.1% |
67% |
False |
False |
182,686 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.5% |
78.2882 |
4.1% |
67% |
False |
False |
200,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,139.9480 |
2.618 |
2,058.8702 |
1.618 |
2,009.1902 |
1.000 |
1,978.4880 |
0.618 |
1,959.5102 |
HIGH |
1,928.8080 |
0.618 |
1,909.8302 |
0.500 |
1,903.9680 |
0.382 |
1,898.1058 |
LOW |
1,879.1280 |
0.618 |
1,848.4258 |
1.000 |
1,829.4480 |
1.618 |
1,798.7458 |
2.618 |
1,749.0658 |
4.250 |
1,667.9880 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,903.9680 |
1,903.9680 |
PP |
1,898.7613 |
1,898.7613 |
S1 |
1,893.5547 |
1,893.5547 |
|