| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,863.0470 |
1,881.2140 |
18.1670 |
1.0% |
1,915.6270 |
| High |
1,887.3760 |
1,886.7870 |
-0.5890 |
0.0% |
1,947.3720 |
| Low |
1,849.1270 |
1,856.0120 |
6.8850 |
0.4% |
1,874.7070 |
| Close |
1,882.4600 |
1,859.2280 |
-23.2320 |
-1.2% |
1,896.2020 |
| Range |
38.2490 |
30.7750 |
-7.4740 |
-19.5% |
72.6650 |
| ATR |
60.8055 |
58.6604 |
-2.1450 |
-3.5% |
0.0000 |
| Volume |
118,890 |
104,307 |
-14,583 |
-12.3% |
526,207 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.6673 |
1,940.2227 |
1,876.1543 |
|
| R3 |
1,928.8923 |
1,909.4477 |
1,867.6911 |
|
| R2 |
1,898.1173 |
1,898.1173 |
1,864.8701 |
|
| R1 |
1,878.6727 |
1,878.6727 |
1,862.0490 |
1,873.0075 |
| PP |
1,867.3423 |
1,867.3423 |
1,867.3423 |
1,864.5098 |
| S1 |
1,847.8977 |
1,847.8977 |
1,856.4070 |
1,842.2325 |
| S2 |
1,836.5673 |
1,836.5673 |
1,853.5859 |
|
| S3 |
1,805.7923 |
1,817.1227 |
1,850.7649 |
|
| S4 |
1,775.0173 |
1,786.3477 |
1,842.3018 |
|
|
| 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 |
1,905.4210 |
1,835.2730 |
70.1480 |
3.8% |
36.4104 |
2.0% |
34% |
False |
False |
64,160 |
| 10 |
2,026.3210 |
1,835.2730 |
191.0480 |
10.3% |
49.5119 |
2.7% |
13% |
False |
False |
115,432 |
| 20 |
2,026.3210 |
1,826.0250 |
200.2960 |
10.8% |
60.1217 |
3.2% |
17% |
False |
False |
117,613 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.5% |
66.5186 |
3.6% |
58% |
False |
False |
121,779 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.5% |
65.3554 |
3.5% |
58% |
False |
False |
132,380 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.5% |
71.4783 |
3.8% |
45% |
False |
False |
159,273 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.1% |
76.1409 |
4.1% |
64% |
False |
False |
177,418 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.1% |
76.5439 |
4.1% |
64% |
False |
False |
193,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,017.5808 |
|
2.618 |
1,967.3560 |
|
1.618 |
1,936.5810 |
|
1.000 |
1,917.5620 |
|
0.618 |
1,905.8060 |
|
HIGH |
1,886.7870 |
|
0.618 |
1,875.0310 |
|
0.500 |
1,871.3995 |
|
0.382 |
1,867.7681 |
|
LOW |
1,856.0120 |
|
0.618 |
1,836.9931 |
|
1.000 |
1,825.2370 |
|
1.618 |
1,806.2181 |
|
2.618 |
1,775.4431 |
|
4.250 |
1,725.2183 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,871.3995 |
1,866.4530 |
| PP |
1,867.3423 |
1,864.0447 |
| S1 |
1,863.2852 |
1,861.6363 |
|