Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,972.32 |
1,945.13 |
-27.19 |
-1.4% |
1,961.94 |
High |
1,981.66 |
1,963.34 |
-18.32 |
-0.9% |
1,981.66 |
Low |
1,942.85 |
1,945.13 |
2.28 |
0.1% |
1,942.85 |
Close |
1,945.10 |
1,959.25 |
14.15 |
0.7% |
1,959.25 |
Range |
38.81 |
18.21 |
-20.60 |
-53.1% |
38.81 |
ATR |
18.76 |
18.72 |
-0.04 |
-0.2% |
0.00 |
Volume |
5,612 |
5,644 |
32 |
0.6% |
28,489 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.54 |
2,003.10 |
1,969.27 |
|
R3 |
1,992.33 |
1,984.89 |
1,964.26 |
|
R2 |
1,974.12 |
1,974.12 |
1,962.59 |
|
R1 |
1,966.68 |
1,966.68 |
1,960.92 |
1,970.40 |
PP |
1,955.91 |
1,955.91 |
1,955.91 |
1,957.77 |
S1 |
1,948.47 |
1,948.47 |
1,957.58 |
1,952.19 |
S2 |
1,937.70 |
1,937.70 |
1,955.91 |
|
S3 |
1,919.49 |
1,930.26 |
1,954.24 |
|
S4 |
1,901.28 |
1,912.05 |
1,949.23 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.68 |
2,057.28 |
1,980.60 |
|
R3 |
2,038.87 |
2,018.47 |
1,969.92 |
|
R2 |
2,000.06 |
2,000.06 |
1,966.37 |
|
R1 |
1,979.66 |
1,979.66 |
1,962.81 |
1,970.46 |
PP |
1,961.25 |
1,961.25 |
1,961.25 |
1,956.65 |
S1 |
1,940.85 |
1,940.85 |
1,955.69 |
1,931.65 |
S2 |
1,922.44 |
1,922.44 |
1,952.13 |
|
S3 |
1,883.63 |
1,902.04 |
1,948.58 |
|
S4 |
1,844.82 |
1,863.23 |
1,937.90 |
|
|
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% |
19.15 |
1.0% |
42% |
False |
False |
5,697 |
10 |
1,987.26 |
1,942.85 |
44.41 |
2.3% |
18.15 |
0.9% |
37% |
False |
False |
5,719 |
20 |
1,987.26 |
1,901.29 |
85.97 |
4.4% |
18.04 |
0.9% |
67% |
False |
False |
5,739 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
19.38 |
1.0% |
70% |
False |
False |
5,708 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
20.81 |
1.1% |
39% |
False |
False |
5,639 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
22.13 |
1.1% |
39% |
False |
False |
5,586 |
100 |
2,059.31 |
1,809.69 |
249.62 |
12.7% |
24.21 |
1.2% |
60% |
False |
False |
5,532 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
23.15 |
1.2% |
60% |
False |
False |
5,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.73 |
2.618 |
2,011.01 |
1.618 |
1,992.80 |
1.000 |
1,981.55 |
0.618 |
1,974.59 |
HIGH |
1,963.34 |
0.618 |
1,956.38 |
0.500 |
1,954.24 |
0.382 |
1,952.09 |
LOW |
1,945.13 |
0.618 |
1,933.88 |
1.000 |
1,926.92 |
1.618 |
1,915.67 |
2.618 |
1,897.46 |
4.250 |
1,867.74 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,957.58 |
1,962.26 |
PP |
1,955.91 |
1,961.25 |
S1 |
1,954.24 |
1,960.25 |
|