Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,969.70 |
1,961.94 |
-7.76 |
-0.4% |
1,955.57 |
High |
1,973.25 |
1,967.33 |
-5.92 |
-0.3% |
1,987.26 |
Low |
1,959.02 |
1,953.75 |
-5.27 |
-0.3% |
1,946.77 |
Close |
1,962.01 |
1,954.85 |
-7.16 |
-0.4% |
1,962.01 |
Range |
14.23 |
13.58 |
-0.65 |
-4.6% |
40.49 |
ATR |
18.29 |
17.95 |
-0.34 |
-1.8% |
0.00 |
Volume |
5,788 |
5,652 |
-136 |
-2.3% |
28,701 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.38 |
1,990.70 |
1,962.32 |
|
R3 |
1,985.80 |
1,977.12 |
1,958.58 |
|
R2 |
1,972.22 |
1,972.22 |
1,957.34 |
|
R1 |
1,963.54 |
1,963.54 |
1,956.09 |
1,961.09 |
PP |
1,958.64 |
1,958.64 |
1,958.64 |
1,957.42 |
S1 |
1,949.96 |
1,949.96 |
1,953.61 |
1,947.51 |
S2 |
1,945.06 |
1,945.06 |
1,952.36 |
|
S3 |
1,931.48 |
1,936.38 |
1,951.12 |
|
S4 |
1,917.90 |
1,922.80 |
1,947.38 |
|
|
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 |
1,953.75 |
33.51 |
1.7% |
17.32 |
0.9% |
3% |
False |
True |
5,738 |
10 |
1,987.26 |
1,924.66 |
62.60 |
3.2% |
15.83 |
0.8% |
48% |
False |
False |
5,749 |
20 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
16.88 |
0.9% |
65% |
False |
False |
5,737 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
19.62 |
1.0% |
65% |
False |
False |
5,698 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
21.15 |
1.1% |
37% |
False |
False |
5,627 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
22.31 |
1.1% |
37% |
False |
False |
5,573 |
100 |
2,059.31 |
1,809.69 |
249.62 |
12.8% |
24.00 |
1.2% |
58% |
False |
False |
5,530 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
23.81 |
1.2% |
59% |
False |
False |
5,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.05 |
2.618 |
2,002.88 |
1.618 |
1,989.30 |
1.000 |
1,980.91 |
0.618 |
1,975.72 |
HIGH |
1,967.33 |
0.618 |
1,962.14 |
0.500 |
1,960.54 |
0.382 |
1,958.94 |
LOW |
1,953.75 |
0.618 |
1,945.36 |
1.000 |
1,940.17 |
1.618 |
1,931.78 |
2.618 |
1,918.20 |
4.250 |
1,896.04 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,960.54 |
1,970.51 |
PP |
1,958.64 |
1,965.29 |
S1 |
1,956.75 |
1,960.07 |
|