Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,955.57 |
1,954.99 |
-0.58 |
0.0% |
1,925.88 |
High |
1,959.54 |
1,983.43 |
23.89 |
1.2% |
1,963.19 |
Low |
1,946.77 |
1,954.75 |
7.98 |
0.4% |
1,913.74 |
Close |
1,955.01 |
1,978.85 |
23.84 |
1.2% |
1,955.40 |
Range |
12.77 |
28.68 |
15.91 |
124.6% |
49.45 |
ATR |
18.39 |
19.13 |
0.73 |
4.0% |
0.00 |
Volume |
5,659 |
5,671 |
12 |
0.2% |
28,810 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.38 |
2,047.30 |
1,994.62 |
|
R3 |
2,029.70 |
2,018.62 |
1,986.74 |
|
R2 |
2,001.02 |
2,001.02 |
1,984.11 |
|
R1 |
1,989.94 |
1,989.94 |
1,981.48 |
1,995.48 |
PP |
1,972.34 |
1,972.34 |
1,972.34 |
1,975.12 |
S1 |
1,961.26 |
1,961.26 |
1,976.22 |
1,966.80 |
S2 |
1,943.66 |
1,943.66 |
1,973.59 |
|
S3 |
1,914.98 |
1,932.58 |
1,970.96 |
|
S4 |
1,886.30 |
1,903.90 |
1,963.08 |
|
|
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 |
1,983.43 |
1,932.29 |
51.14 |
2.6% |
17.39 |
0.9% |
91% |
True |
False |
5,722 |
10 |
1,983.43 |
1,903.75 |
79.68 |
4.0% |
18.04 |
0.9% |
94% |
True |
False |
5,750 |
20 |
1,983.43 |
1,894.13 |
89.30 |
4.5% |
18.32 |
0.9% |
95% |
True |
False |
5,716 |
40 |
1,983.43 |
1,894.13 |
89.30 |
4.5% |
20.34 |
1.0% |
95% |
True |
False |
5,680 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.3% |
21.72 |
1.1% |
51% |
False |
False |
5,604 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.3% |
23.06 |
1.2% |
51% |
False |
False |
5,548 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.7% |
24.09 |
1.2% |
68% |
False |
False |
5,521 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.7% |
23.96 |
1.2% |
68% |
False |
False |
5,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,105.32 |
2.618 |
2,058.51 |
1.618 |
2,029.83 |
1.000 |
2,012.11 |
0.618 |
2,001.15 |
HIGH |
1,983.43 |
0.618 |
1,972.47 |
0.500 |
1,969.09 |
0.382 |
1,965.71 |
LOW |
1,954.75 |
0.618 |
1,937.03 |
1.000 |
1,926.07 |
1.618 |
1,908.35 |
2.618 |
1,879.67 |
4.250 |
1,832.86 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,975.60 |
1,974.27 |
PP |
1,972.34 |
1,969.68 |
S1 |
1,969.09 |
1,965.10 |
|