Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,976.95 |
1,969.70 |
-7.25 |
-0.4% |
1,955.57 |
High |
1,987.26 |
1,973.25 |
-14.01 |
-0.7% |
1,987.26 |
Low |
1,966.10 |
1,959.02 |
-7.08 |
-0.4% |
1,946.77 |
Close |
1,969.66 |
1,962.01 |
-7.65 |
-0.4% |
1,962.01 |
Range |
21.16 |
14.23 |
-6.93 |
-32.8% |
40.49 |
ATR |
18.60 |
18.29 |
-0.31 |
-1.7% |
0.00 |
Volume |
5,747 |
5,788 |
41 |
0.7% |
28,701 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,007.45 |
1,998.96 |
1,969.84 |
|
R3 |
1,993.22 |
1,984.73 |
1,965.92 |
|
R2 |
1,978.99 |
1,978.99 |
1,964.62 |
|
R1 |
1,970.50 |
1,970.50 |
1,963.31 |
1,967.63 |
PP |
1,964.76 |
1,964.76 |
1,964.76 |
1,963.33 |
S1 |
1,956.27 |
1,956.27 |
1,960.71 |
1,953.40 |
S2 |
1,950.53 |
1,950.53 |
1,959.40 |
|
S3 |
1,936.30 |
1,942.04 |
1,958.10 |
|
S4 |
1,922.07 |
1,927.81 |
1,954.18 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,086.82 |
2,064.90 |
1,984.28 |
|
R3 |
2,046.33 |
2,024.41 |
1,973.14 |
|
R2 |
2,005.84 |
2,005.84 |
1,969.43 |
|
R1 |
1,983.92 |
1,983.92 |
1,965.72 |
1,994.88 |
PP |
1,965.35 |
1,965.35 |
1,965.35 |
1,970.83 |
S1 |
1,943.43 |
1,943.43 |
1,958.30 |
1,954.39 |
S2 |
1,924.86 |
1,924.86 |
1,954.59 |
|
S3 |
1,884.37 |
1,902.94 |
1,950.88 |
|
S4 |
1,843.88 |
1,862.45 |
1,939.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,987.26 |
1,946.77 |
40.49 |
2.1% |
17.16 |
0.9% |
38% |
False |
False |
5,740 |
10 |
1,987.26 |
1,913.74 |
73.52 |
3.7% |
15.84 |
0.8% |
66% |
False |
False |
5,751 |
20 |
1,987.26 |
1,894.13 |
93.13 |
4.7% |
17.43 |
0.9% |
73% |
False |
False |
5,739 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.7% |
19.92 |
1.0% |
73% |
False |
False |
5,696 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
21.29 |
1.1% |
41% |
False |
False |
5,624 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
22.44 |
1.1% |
41% |
False |
False |
5,572 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
24.10 |
1.2% |
61% |
False |
False |
5,528 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
23.80 |
1.2% |
61% |
False |
False |
5,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.73 |
2.618 |
2,010.50 |
1.618 |
1,996.27 |
1.000 |
1,987.48 |
0.618 |
1,982.04 |
HIGH |
1,973.25 |
0.618 |
1,967.81 |
0.500 |
1,966.14 |
0.382 |
1,964.46 |
LOW |
1,959.02 |
0.618 |
1,950.23 |
1.000 |
1,944.79 |
1.618 |
1,936.00 |
2.618 |
1,921.77 |
4.250 |
1,898.54 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,966.14 |
1,973.14 |
PP |
1,964.76 |
1,969.43 |
S1 |
1,963.39 |
1,965.72 |
|