Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,898.2640 |
1,888.0580 |
-10.2060 |
-0.5% |
1,915.6270 |
High |
1,928.8080 |
1,905.4210 |
-23.3870 |
-1.2% |
1,947.3720 |
Low |
1,879.1280 |
1,885.0470 |
5.9190 |
0.3% |
1,874.7070 |
Close |
1,888.3480 |
1,896.2020 |
7.8540 |
0.4% |
1,896.2020 |
Range |
49.6800 |
20.3740 |
-29.3060 |
-59.0% |
72.6650 |
ATR |
68.7240 |
65.2704 |
-3.4536 |
-5.0% |
0.0000 |
Volume |
189,396 |
900 |
-188,496 |
-99.5% |
526,207 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.6787 |
1,946.8143 |
1,907.4077 |
|
R3 |
1,936.3047 |
1,926.4403 |
1,901.8049 |
|
R2 |
1,915.9307 |
1,915.9307 |
1,899.9372 |
|
R1 |
1,906.0663 |
1,906.0663 |
1,898.0696 |
1,910.9985 |
PP |
1,895.5567 |
1,895.5567 |
1,895.5567 |
1,898.0228 |
S1 |
1,885.6923 |
1,885.6923 |
1,894.3344 |
1,890.6245 |
S2 |
1,875.1827 |
1,875.1827 |
1,892.4668 |
|
S3 |
1,854.8087 |
1,865.3183 |
1,890.5992 |
|
S4 |
1,834.4347 |
1,844.9443 |
1,884.9963 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,124.0887 |
2,082.8103 |
1,936.1678 |
|
R3 |
2,051.4237 |
2,010.1453 |
1,916.1849 |
|
R2 |
1,978.7587 |
1,978.7587 |
1,909.5239 |
|
R1 |
1,937.4803 |
1,937.4803 |
1,902.8630 |
1,921.7870 |
PP |
1,906.0937 |
1,906.0937 |
1,906.0937 |
1,898.2470 |
S1 |
1,864.8153 |
1,864.8153 |
1,889.5410 |
1,849.1220 |
S2 |
1,833.4287 |
1,833.4287 |
1,882.8801 |
|
S3 |
1,760.7637 |
1,792.1503 |
1,876.2191 |
|
S4 |
1,688.0987 |
1,719.4853 |
1,856.2363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,947.3720 |
1,874.7070 |
72.6650 |
3.8% |
41.6116 |
2.2% |
30% |
False |
False |
105,241 |
10 |
2,026.3210 |
1,843.8020 |
182.5190 |
9.6% |
60.9221 |
3.2% |
29% |
False |
False |
141,757 |
20 |
2,026.3210 |
1,824.1420 |
202.1790 |
10.7% |
66.5667 |
3.5% |
36% |
False |
False |
129,204 |
40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.0% |
67.4581 |
3.6% |
67% |
False |
False |
125,232 |
60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.0% |
69.9172 |
3.7% |
67% |
False |
False |
144,809 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.9% |
72.8609 |
3.8% |
53% |
False |
False |
165,464 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.3% |
77.3751 |
4.1% |
68% |
False |
False |
182,670 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.3% |
77.9442 |
4.1% |
68% |
False |
False |
200,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.0105 |
2.618 |
1,958.7601 |
1.618 |
1,938.3861 |
1.000 |
1,925.7950 |
0.618 |
1,918.0121 |
HIGH |
1,905.4210 |
0.618 |
1,897.6381 |
0.500 |
1,895.2340 |
0.382 |
1,892.8299 |
LOW |
1,885.0470 |
0.618 |
1,872.4559 |
1.000 |
1,864.6730 |
1.618 |
1,852.0819 |
2.618 |
1,831.7079 |
4.250 |
1,798.4575 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,895.8793 |
1,903.9680 |
PP |
1,895.5567 |
1,901.3793 |
S1 |
1,895.2340 |
1,898.7907 |
|