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 |
29,240 |
29,505 |
265 |
0.9% |
30,415 |
High |
29,690 |
29,575 |
-115 |
-0.4% |
30,515 |
Low |
29,075 |
29,035 |
-40 |
-0.1% |
29,535 |
Close |
29,395 |
29,115 |
-280 |
-1.0% |
29,885 |
Range |
615 |
540 |
-75 |
-12.2% |
980 |
ATR |
1,027 |
992 |
-35 |
-3.4% |
0 |
Volume |
8,174 |
8,850 |
676 |
8.3% |
31,857 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,862 |
30,528 |
29,412 |
|
R3 |
30,322 |
29,988 |
29,264 |
|
R2 |
29,782 |
29,782 |
29,214 |
|
R1 |
29,448 |
29,448 |
29,165 |
29,345 |
PP |
29,242 |
29,242 |
29,242 |
29,190 |
S1 |
28,908 |
28,908 |
29,066 |
28,805 |
S2 |
28,702 |
28,702 |
29,016 |
|
S3 |
28,162 |
28,368 |
28,967 |
|
S4 |
27,622 |
27,828 |
28,818 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,918 |
32,382 |
30,424 |
|
R3 |
31,938 |
31,402 |
30,155 |
|
R2 |
30,958 |
30,958 |
30,065 |
|
R1 |
30,422 |
30,422 |
29,975 |
30,200 |
PP |
29,978 |
29,978 |
29,978 |
29,868 |
S1 |
29,442 |
29,442 |
29,795 |
29,220 |
S2 |
28,998 |
28,998 |
29,705 |
|
S3 |
28,018 |
28,462 |
29,616 |
|
S4 |
27,038 |
27,482 |
29,346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,135 |
28,810 |
1,325 |
4.6% |
641 |
2.2% |
23% |
False |
False |
8,730 |
10 |
31,910 |
28,810 |
3,100 |
10.6% |
812 |
2.8% |
10% |
False |
False |
8,181 |
20 |
32,165 |
28,810 |
3,355 |
11.5% |
1,034 |
3.6% |
9% |
False |
False |
9,091 |
40 |
32,165 |
24,920 |
7,245 |
24.9% |
1,120 |
3.8% |
58% |
False |
False |
5,287 |
60 |
32,165 |
24,920 |
7,245 |
24.9% |
1,009 |
3.5% |
58% |
False |
False |
3,627 |
80 |
32,165 |
24,920 |
7,245 |
24.9% |
959 |
3.3% |
58% |
False |
False |
2,723 |
100 |
32,165 |
20,110 |
12,055 |
41.4% |
928 |
3.2% |
75% |
False |
False |
2,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,870 |
2.618 |
30,989 |
1.618 |
30,449 |
1.000 |
30,115 |
0.618 |
29,909 |
HIGH |
29,575 |
0.618 |
29,369 |
0.500 |
29,305 |
0.382 |
29,241 |
LOW |
29,035 |
0.618 |
28,701 |
1.000 |
28,495 |
1.618 |
28,161 |
2.618 |
27,621 |
4.250 |
26,740 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
29,305 |
29,363 |
PP |
29,242 |
29,280 |
S1 |
29,178 |
29,198 |
|