Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,957.51 |
1,960.48 |
2.97 |
0.2% |
1,925.88 |
High |
1,963.06 |
1,963.19 |
0.13 |
0.0% |
1,963.19 |
Low |
1,954.75 |
1,952.98 |
-1.77 |
-0.1% |
1,913.74 |
Close |
1,960.41 |
1,955.40 |
-5.01 |
-0.3% |
1,955.40 |
Range |
8.31 |
10.21 |
1.90 |
22.9% |
49.45 |
ATR |
19.49 |
18.83 |
-0.66 |
-3.4% |
0.00 |
Volume |
5,756 |
5,731 |
-25 |
-0.4% |
28,810 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.82 |
1,981.82 |
1,961.02 |
|
R3 |
1,977.61 |
1,971.61 |
1,958.21 |
|
R2 |
1,967.40 |
1,967.40 |
1,957.27 |
|
R1 |
1,961.40 |
1,961.40 |
1,956.34 |
1,959.30 |
PP |
1,957.19 |
1,957.19 |
1,957.19 |
1,956.14 |
S1 |
1,951.19 |
1,951.19 |
1,954.46 |
1,949.09 |
S2 |
1,946.98 |
1,946.98 |
1,953.53 |
|
S3 |
1,936.77 |
1,940.98 |
1,952.59 |
|
S4 |
1,926.56 |
1,930.77 |
1,949.78 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.46 |
2,073.38 |
1,982.60 |
|
R3 |
2,043.01 |
2,023.93 |
1,969.00 |
|
R2 |
1,993.56 |
1,993.56 |
1,964.47 |
|
R1 |
1,974.48 |
1,974.48 |
1,959.93 |
1,984.02 |
PP |
1,944.11 |
1,944.11 |
1,944.11 |
1,948.88 |
S1 |
1,925.03 |
1,925.03 |
1,950.87 |
1,934.57 |
S2 |
1,894.66 |
1,894.66 |
1,946.33 |
|
S3 |
1,845.21 |
1,875.58 |
1,941.80 |
|
S4 |
1,795.76 |
1,826.13 |
1,928.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,963.19 |
1,913.74 |
49.45 |
2.5% |
14.53 |
0.7% |
84% |
True |
False |
5,762 |
10 |
1,963.19 |
1,901.29 |
61.90 |
3.2% |
17.92 |
0.9% |
87% |
True |
False |
5,759 |
20 |
1,967.26 |
1,894.13 |
73.13 |
3.7% |
18.49 |
0.9% |
84% |
False |
False |
5,710 |
40 |
1,992.77 |
1,894.13 |
98.64 |
5.0% |
20.52 |
1.0% |
62% |
False |
False |
5,685 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
21.97 |
1.1% |
37% |
False |
False |
5,596 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
23.61 |
1.2% |
37% |
False |
False |
5,537 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
24.00 |
1.2% |
59% |
False |
False |
5,520 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
23.97 |
1.2% |
59% |
False |
False |
5,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.58 |
2.618 |
1,989.92 |
1.618 |
1,979.71 |
1.000 |
1,973.40 |
0.618 |
1,969.50 |
HIGH |
1,963.19 |
0.618 |
1,959.29 |
0.500 |
1,958.09 |
0.382 |
1,956.88 |
LOW |
1,952.98 |
0.618 |
1,946.67 |
1.000 |
1,942.77 |
1.618 |
1,936.46 |
2.618 |
1,926.25 |
4.250 |
1,909.59 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,958.09 |
1,952.85 |
PP |
1,957.19 |
1,950.29 |
S1 |
1,956.30 |
1,947.74 |
|