| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,881.2140 |
1,858.5840 |
-22.6300 |
-1.2% |
1,896.2020 |
| High |
1,886.7870 |
1,881.7100 |
-5.0770 |
-0.3% |
1,905.1710 |
| Low |
1,856.0120 |
1,855.0950 |
-0.9170 |
0.0% |
1,835.2730 |
| Close |
1,859.2280 |
1,877.1030 |
17.8750 |
1.0% |
1,877.1030 |
| Range |
30.7750 |
26.6150 |
-4.1600 |
-13.5% |
69.8980 |
| ATR |
58.6604 |
56.3715 |
-2.2890 |
-3.9% |
0.0000 |
| Volume |
104,307 |
905 |
-103,402 |
-99.1% |
320,808 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.1477 |
1,940.7403 |
1,891.7413 |
|
| R3 |
1,924.5327 |
1,914.1253 |
1,884.4221 |
|
| R2 |
1,897.9177 |
1,897.9177 |
1,881.9824 |
|
| R1 |
1,887.5103 |
1,887.5103 |
1,879.5427 |
1,892.7140 |
| PP |
1,871.3027 |
1,871.3027 |
1,871.3027 |
1,873.9045 |
| S1 |
1,860.8953 |
1,860.8953 |
1,874.6633 |
1,866.0990 |
| S2 |
1,844.6877 |
1,844.6877 |
1,872.2236 |
|
| S3 |
1,818.0727 |
1,834.2803 |
1,869.7839 |
|
| S4 |
1,791.4577 |
1,807.6653 |
1,862.4648 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.2097 |
2,049.5543 |
1,915.5469 |
|
| R3 |
2,012.3117 |
1,979.6563 |
1,896.3250 |
|
| R2 |
1,942.4137 |
1,942.4137 |
1,889.9176 |
|
| R1 |
1,909.7583 |
1,909.7583 |
1,883.5103 |
1,891.1370 |
| PP |
1,872.5157 |
1,872.5157 |
1,872.5157 |
1,863.2050 |
| S1 |
1,839.8603 |
1,839.8603 |
1,870.6957 |
1,821.2390 |
| S2 |
1,802.6177 |
1,802.6177 |
1,864.2884 |
|
| S3 |
1,732.7197 |
1,769.9623 |
1,857.8811 |
|
| S4 |
1,662.8217 |
1,700.0643 |
1,838.6591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,905.1710 |
1,835.2730 |
69.8980 |
3.7% |
37.6586 |
2.0% |
60% |
False |
False |
64,161 |
| 10 |
1,947.3720 |
1,835.2730 |
112.0990 |
6.0% |
39.6351 |
2.1% |
37% |
False |
False |
84,701 |
| 20 |
2,026.3210 |
1,830.1180 |
196.2030 |
10.5% |
58.7718 |
3.1% |
24% |
False |
False |
110,982 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.3% |
65.6496 |
3.5% |
63% |
False |
False |
117,377 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.3% |
64.6187 |
3.4% |
63% |
False |
False |
128,795 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.2% |
70.8580 |
3.8% |
49% |
False |
False |
159,252 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.7% |
76.0456 |
4.1% |
66% |
False |
False |
177,413 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.7% |
76.4042 |
4.1% |
66% |
False |
False |
190,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,994.8238 |
|
2.618 |
1,951.3881 |
|
1.618 |
1,924.7731 |
|
1.000 |
1,908.3250 |
|
0.618 |
1,898.1581 |
|
HIGH |
1,881.7100 |
|
0.618 |
1,871.5431 |
|
0.500 |
1,868.4025 |
|
0.382 |
1,865.2619 |
|
LOW |
1,855.0950 |
|
0.618 |
1,838.6469 |
|
1.000 |
1,828.4800 |
|
1.618 |
1,812.0319 |
|
2.618 |
1,785.4169 |
|
4.250 |
1,741.9813 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,874.2028 |
1,874.1525 |
| PP |
1,871.3027 |
1,871.2020 |
| S1 |
1,868.4025 |
1,868.2515 |
|