Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,850.7970 |
1,863.0470 |
12.2500 |
0.7% |
1,915.6270 |
High |
1,868.2860 |
1,887.3760 |
19.0900 |
1.0% |
1,947.3720 |
Low |
1,845.5300 |
1,849.1270 |
3.5970 |
0.2% |
1,874.7070 |
Close |
1,863.0470 |
1,882.4600 |
19.4130 |
1.0% |
1,896.2020 |
Range |
22.7560 |
38.2490 |
15.4930 |
68.1% |
72.6650 |
ATR |
62.5406 |
60.8055 |
-1.7351 |
-2.8% |
0.0000 |
Volume |
94,746 |
118,890 |
24,144 |
25.5% |
526,207 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.7347 |
1,973.3463 |
1,903.4970 |
|
R3 |
1,949.4857 |
1,935.0973 |
1,892.9785 |
|
R2 |
1,911.2367 |
1,911.2367 |
1,889.4723 |
|
R1 |
1,896.8483 |
1,896.8483 |
1,885.9662 |
1,904.0425 |
PP |
1,872.9877 |
1,872.9877 |
1,872.9877 |
1,876.5848 |
S1 |
1,858.5993 |
1,858.5993 |
1,878.9538 |
1,865.7935 |
S2 |
1,834.7387 |
1,834.7387 |
1,875.4477 |
|
S3 |
1,796.4897 |
1,820.3503 |
1,871.9415 |
|
S4 |
1,758.2407 |
1,782.1013 |
1,861.4231 |
|
|
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% |
40.1914 |
2.1% |
50% |
False |
False |
81,178 |
10 |
2,026.3210 |
1,835.2730 |
191.0480 |
10.1% |
61.3123 |
3.3% |
25% |
False |
False |
136,833 |
20 |
2,026.3210 |
1,824.1420 |
202.1790 |
10.7% |
62.2604 |
3.3% |
29% |
False |
False |
121,044 |
40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.2% |
66.5819 |
3.5% |
64% |
False |
False |
122,925 |
60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.2% |
66.9950 |
3.6% |
64% |
False |
False |
130,685 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.1% |
71.8606 |
3.8% |
50% |
False |
False |
161,557 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.6% |
76.9131 |
4.1% |
67% |
False |
False |
179,236 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.6% |
76.9207 |
4.1% |
67% |
False |
False |
195,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.9343 |
2.618 |
1,987.5119 |
1.618 |
1,949.2629 |
1.000 |
1,925.6250 |
0.618 |
1,911.0139 |
HIGH |
1,887.3760 |
0.618 |
1,872.7649 |
0.500 |
1,868.2515 |
0.382 |
1,863.7381 |
LOW |
1,849.1270 |
0.618 |
1,825.4891 |
1.000 |
1,810.8780 |
1.618 |
1,787.2401 |
2.618 |
1,748.9911 |
4.250 |
1,686.5688 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,877.7238 |
1,878.3807 |
PP |
1,872.9877 |
1,874.3013 |
S1 |
1,868.2515 |
1,870.2220 |
|