Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,964.85 |
1,972.32 |
7.47 |
0.4% |
1,955.57 |
High |
1,976.35 |
1,981.66 |
5.31 |
0.3% |
1,987.26 |
Low |
1,962.64 |
1,942.85 |
-19.79 |
-1.0% |
1,946.77 |
Close |
1,972.21 |
1,945.10 |
-27.11 |
-1.4% |
1,962.01 |
Range |
13.71 |
38.81 |
25.10 |
183.1% |
40.49 |
ATR |
17.21 |
18.76 |
1.54 |
9.0% |
0.00 |
Volume |
5,785 |
5,612 |
-173 |
-3.0% |
28,701 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.97 |
2,047.84 |
1,966.45 |
|
R3 |
2,034.16 |
2,009.03 |
1,955.77 |
|
R2 |
1,995.35 |
1,995.35 |
1,952.22 |
|
R1 |
1,970.22 |
1,970.22 |
1,948.66 |
1,963.38 |
PP |
1,956.54 |
1,956.54 |
1,956.54 |
1,953.12 |
S1 |
1,931.41 |
1,931.41 |
1,941.54 |
1,924.57 |
S2 |
1,917.73 |
1,917.73 |
1,937.98 |
|
S3 |
1,878.92 |
1,892.60 |
1,934.43 |
|
S4 |
1,840.11 |
1,853.79 |
1,923.75 |
|
|
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 |
1,981.66 |
1,942.85 |
38.81 |
2.0% |
18.35 |
0.9% |
6% |
True |
True |
5,726 |
10 |
1,987.26 |
1,942.85 |
44.41 |
2.3% |
17.35 |
0.9% |
5% |
False |
True |
5,727 |
20 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
18.04 |
0.9% |
55% |
False |
False |
5,740 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
19.39 |
1.0% |
55% |
False |
False |
5,706 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
21.14 |
1.1% |
31% |
False |
False |
5,638 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
22.39 |
1.2% |
31% |
False |
False |
5,580 |
100 |
2,059.31 |
1,809.69 |
249.62 |
12.8% |
24.17 |
1.2% |
54% |
False |
False |
5,533 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
23.46 |
1.2% |
55% |
False |
False |
5,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,146.60 |
2.618 |
2,083.26 |
1.618 |
2,044.45 |
1.000 |
2,020.47 |
0.618 |
2,005.64 |
HIGH |
1,981.66 |
0.618 |
1,966.83 |
0.500 |
1,962.26 |
0.382 |
1,957.68 |
LOW |
1,942.85 |
0.618 |
1,918.87 |
1.000 |
1,904.04 |
1.618 |
1,880.06 |
2.618 |
1,841.25 |
4.250 |
1,777.91 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,962.26 |
1,962.26 |
PP |
1,956.54 |
1,956.54 |
S1 |
1,950.82 |
1,950.82 |
|