Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,925.88 |
1,925.32 |
-0.56 |
0.0% |
1,919.63 |
High |
1,927.44 |
1,938.09 |
10.65 |
0.6% |
1,934.00 |
Low |
1,913.74 |
1,924.66 |
10.92 |
0.6% |
1,903.75 |
Close |
1,925.28 |
1,932.31 |
7.03 |
0.4% |
1,925.57 |
Range |
13.70 |
13.43 |
-0.27 |
-2.0% |
30.25 |
ATR |
20.33 |
19.84 |
-0.49 |
-2.4% |
0.00 |
Volume |
5,668 |
5,862 |
194 |
3.4% |
23,088 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.98 |
1,965.57 |
1,939.70 |
|
R3 |
1,958.55 |
1,952.14 |
1,936.00 |
|
R2 |
1,945.12 |
1,945.12 |
1,934.77 |
|
R1 |
1,938.71 |
1,938.71 |
1,933.54 |
1,941.92 |
PP |
1,931.69 |
1,931.69 |
1,931.69 |
1,933.29 |
S1 |
1,925.28 |
1,925.28 |
1,931.08 |
1,928.49 |
S2 |
1,918.26 |
1,918.26 |
1,929.85 |
|
S3 |
1,904.83 |
1,911.85 |
1,928.62 |
|
S4 |
1,891.40 |
1,898.42 |
1,924.92 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.86 |
1,998.96 |
1,942.21 |
|
R3 |
1,981.61 |
1,968.71 |
1,933.89 |
|
R2 |
1,951.36 |
1,951.36 |
1,931.12 |
|
R1 |
1,938.46 |
1,938.46 |
1,928.34 |
1,944.91 |
PP |
1,921.11 |
1,921.11 |
1,921.11 |
1,924.33 |
S1 |
1,908.21 |
1,908.21 |
1,922.80 |
1,914.66 |
S2 |
1,890.86 |
1,890.86 |
1,920.02 |
|
S3 |
1,860.61 |
1,877.96 |
1,917.25 |
|
S4 |
1,830.36 |
1,847.71 |
1,908.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,938.09 |
1,903.75 |
34.34 |
1.8% |
18.69 |
1.0% |
83% |
True |
False |
5,779 |
10 |
1,938.09 |
1,894.13 |
43.96 |
2.3% |
18.06 |
0.9% |
87% |
True |
False |
5,745 |
20 |
1,967.26 |
1,894.13 |
73.13 |
3.8% |
19.22 |
1.0% |
52% |
False |
False |
5,697 |
40 |
2,020.90 |
1,894.13 |
126.77 |
6.6% |
20.93 |
1.1% |
30% |
False |
False |
5,663 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
22.87 |
1.2% |
23% |
False |
False |
5,576 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
24.64 |
1.3% |
23% |
False |
False |
5,513 |
100 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.22 |
1.3% |
50% |
False |
False |
5,512 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.1% |
24.20 |
1.3% |
50% |
False |
False |
5,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.17 |
2.618 |
1,973.25 |
1.618 |
1,959.82 |
1.000 |
1,951.52 |
0.618 |
1,946.39 |
HIGH |
1,938.09 |
0.618 |
1,932.96 |
0.500 |
1,931.38 |
0.382 |
1,929.79 |
LOW |
1,924.66 |
0.618 |
1,916.36 |
1.000 |
1,911.23 |
1.618 |
1,902.93 |
2.618 |
1,889.50 |
4.250 |
1,867.58 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.00 |
1,929.54 |
PP |
1,931.69 |
1,926.77 |
S1 |
1,931.38 |
1,924.00 |
|