Trading Metrics calculated at close of trading on 10-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,916.6 |
1,930.7 |
14.1 |
0.7% |
1,927.8 |
High |
1,941.1 |
1,933.7 |
-7.4 |
-0.4% |
1,942.9 |
Low |
1,915.4 |
1,918.0 |
2.6 |
0.1% |
1,908.5 |
Close |
1,932.5 |
1,931.0 |
-1.5 |
-0.1% |
1,932.5 |
Range |
25.7 |
15.7 |
-10.0 |
-38.9% |
34.4 |
ATR |
23.8 |
23.3 |
-0.6 |
-2.4% |
0.0 |
Volume |
214,272 |
208,085 |
-6,187 |
-2.9% |
844,676 |
|
Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.7 |
1,968.5 |
1,939.6 |
|
R3 |
1,959.0 |
1,952.8 |
1,935.3 |
|
R2 |
1,943.3 |
1,943.3 |
1,933.9 |
|
R1 |
1,937.1 |
1,937.1 |
1,932.4 |
1,940.2 |
PP |
1,927.6 |
1,927.6 |
1,927.6 |
1,929.1 |
S1 |
1,921.4 |
1,921.4 |
1,929.6 |
1,924.5 |
S2 |
1,911.9 |
1,911.9 |
1,928.1 |
|
S3 |
1,896.2 |
1,905.7 |
1,926.7 |
|
S4 |
1,880.5 |
1,890.0 |
1,922.4 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,031.2 |
2,016.2 |
1,951.4 |
|
R3 |
1,996.8 |
1,981.8 |
1,942.0 |
|
R2 |
1,962.4 |
1,962.4 |
1,938.8 |
|
R1 |
1,947.4 |
1,947.4 |
1,935.7 |
1,954.9 |
PP |
1,928.0 |
1,928.0 |
1,928.0 |
1,931.7 |
S1 |
1,913.0 |
1,913.0 |
1,929.3 |
1,920.5 |
S2 |
1,893.6 |
1,893.6 |
1,926.2 |
|
S3 |
1,859.2 |
1,878.6 |
1,923.0 |
|
S4 |
1,824.8 |
1,844.2 |
1,913.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,942.9 |
1,908.5 |
34.4 |
1.8% |
22.0 |
1.1% |
65% |
False |
False |
210,552 |
10 |
1,943.4 |
1,900.6 |
42.8 |
2.2% |
20.1 |
1.0% |
71% |
False |
False |
192,939 |
20 |
1,987.8 |
1,900.6 |
87.2 |
4.5% |
22.3 |
1.2% |
35% |
False |
False |
189,906 |
40 |
2,066.8 |
1,900.6 |
166.2 |
8.6% |
24.2 |
1.3% |
18% |
False |
False |
151,126 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.5 |
1.4% |
15% |
False |
False |
106,918 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
28.3 |
1.5% |
15% |
False |
False |
81,126 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
27.1 |
1.4% |
33% |
False |
False |
65,341 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
26.9 |
1.4% |
33% |
False |
False |
54,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.4 |
2.618 |
1,974.8 |
1.618 |
1,959.1 |
1.000 |
1,949.4 |
0.618 |
1,943.4 |
HIGH |
1,933.7 |
0.618 |
1,927.7 |
0.500 |
1,925.9 |
0.382 |
1,924.0 |
LOW |
1,918.0 |
0.618 |
1,908.3 |
1.000 |
1,902.3 |
1.618 |
1,892.6 |
2.618 |
1,876.9 |
4.250 |
1,851.3 |
|
|
Fisher Pivots for day following 10-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,929.3 |
1,928.9 |
PP |
1,927.6 |
1,926.9 |
S1 |
1,925.9 |
1,924.8 |
|