Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,954.75 |
1,964.85 |
10.10 |
0.5% |
1,955.57 |
High |
1,965.27 |
1,976.35 |
11.08 |
0.6% |
1,987.26 |
Low |
1,953.83 |
1,962.64 |
8.81 |
0.5% |
1,946.77 |
Close |
1,964.88 |
1,972.21 |
7.33 |
0.4% |
1,962.01 |
Range |
11.44 |
13.71 |
2.27 |
19.8% |
40.49 |
ATR |
17.48 |
17.21 |
-0.27 |
-1.5% |
0.00 |
Volume |
5,796 |
5,785 |
-11 |
-0.2% |
28,701 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.53 |
2,005.58 |
1,979.75 |
|
R3 |
1,997.82 |
1,991.87 |
1,975.98 |
|
R2 |
1,984.11 |
1,984.11 |
1,974.72 |
|
R1 |
1,978.16 |
1,978.16 |
1,973.47 |
1,981.14 |
PP |
1,970.40 |
1,970.40 |
1,970.40 |
1,971.89 |
S1 |
1,964.45 |
1,964.45 |
1,970.95 |
1,967.43 |
S2 |
1,956.69 |
1,956.69 |
1,969.70 |
|
S3 |
1,942.98 |
1,950.74 |
1,968.44 |
|
S4 |
1,929.27 |
1,937.03 |
1,964.67 |
|
|
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% |
14.82 |
0.8% |
55% |
False |
False |
5,753 |
10 |
1,987.26 |
1,946.77 |
40.49 |
2.1% |
14.30 |
0.7% |
63% |
False |
False |
5,742 |
20 |
1,987.26 |
1,894.13 |
93.13 |
4.7% |
16.64 |
0.8% |
84% |
False |
False |
5,747 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.7% |
19.18 |
1.0% |
84% |
False |
False |
5,706 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
20.95 |
1.1% |
47% |
False |
False |
5,636 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
22.12 |
1.1% |
47% |
False |
False |
5,580 |
100 |
2,059.31 |
1,809.69 |
249.62 |
12.7% |
23.98 |
1.2% |
65% |
False |
False |
5,533 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
23.53 |
1.2% |
65% |
False |
False |
5,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.62 |
2.618 |
2,012.24 |
1.618 |
1,998.53 |
1.000 |
1,990.06 |
0.618 |
1,984.82 |
HIGH |
1,976.35 |
0.618 |
1,971.11 |
0.500 |
1,969.50 |
0.382 |
1,967.88 |
LOW |
1,962.64 |
0.618 |
1,954.17 |
1.000 |
1,948.93 |
1.618 |
1,940.46 |
2.618 |
1,926.75 |
4.250 |
1,904.37 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,971.31 |
1,969.82 |
PP |
1,970.40 |
1,967.44 |
S1 |
1,969.50 |
1,965.05 |
|