| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,896.2020 |
1,850.7970 |
-45.4050 |
-2.4% |
1,915.6270 |
| High |
1,905.1710 |
1,868.2860 |
-36.8850 |
-1.9% |
1,947.3720 |
| Low |
1,835.2730 |
1,845.5300 |
10.2570 |
0.6% |
1,874.7070 |
| Close |
1,851.3390 |
1,863.0470 |
11.7080 |
0.6% |
1,896.2020 |
| Range |
69.8980 |
22.7560 |
-47.1420 |
-67.4% |
72.6650 |
| ATR |
65.6009 |
62.5406 |
-3.0604 |
-4.7% |
0.0000 |
| Volume |
1,960 |
94,746 |
92,786 |
4,734.0% |
526,207 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.2223 |
1,917.8907 |
1,875.5628 |
|
| R3 |
1,904.4663 |
1,895.1347 |
1,869.3049 |
|
| R2 |
1,881.7103 |
1,881.7103 |
1,867.2189 |
|
| R1 |
1,872.3787 |
1,872.3787 |
1,865.1330 |
1,877.0445 |
| PP |
1,858.9543 |
1,858.9543 |
1,858.9543 |
1,861.2873 |
| S1 |
1,849.6227 |
1,849.6227 |
1,860.9610 |
1,854.2885 |
| S2 |
1,836.1983 |
1,836.1983 |
1,858.8751 |
|
| S3 |
1,813.4423 |
1,826.8667 |
1,856.7891 |
|
| S4 |
1,790.6863 |
1,804.1107 |
1,850.5312 |
|
|
| 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 |
1,928.8080 |
1,835.2730 |
93.5350 |
5.0% |
37.9892 |
2.0% |
30% |
False |
False |
85,812 |
| 10 |
2,026.3210 |
1,835.2730 |
191.0480 |
10.3% |
60.9637 |
3.3% |
15% |
False |
False |
139,006 |
| 20 |
2,026.3210 |
1,824.1420 |
202.1790 |
10.9% |
63.5032 |
3.4% |
19% |
False |
False |
123,447 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.4% |
66.6078 |
3.6% |
59% |
False |
False |
123,255 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.4% |
67.1851 |
3.6% |
59% |
False |
False |
132,272 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.4% |
72.1344 |
3.9% |
46% |
False |
False |
163,568 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.1% |
77.1029 |
4.1% |
64% |
False |
False |
179,954 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.1% |
77.3280 |
4.2% |
64% |
False |
False |
198,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,964.9990 |
|
2.618 |
1,927.8612 |
|
1.618 |
1,905.1052 |
|
1.000 |
1,891.0420 |
|
0.618 |
1,882.3492 |
|
HIGH |
1,868.2860 |
|
0.618 |
1,859.5932 |
|
0.500 |
1,856.9080 |
|
0.382 |
1,854.2228 |
|
LOW |
1,845.5300 |
|
0.618 |
1,831.4668 |
|
1.000 |
1,822.7740 |
|
1.618 |
1,808.7108 |
|
2.618 |
1,785.9548 |
|
4.250 |
1,748.8170 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,861.0007 |
1,870.3470 |
| PP |
1,858.9543 |
1,867.9137 |
| S1 |
1,856.9080 |
1,865.4803 |
|