Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,930.7 |
1,930.8 |
0.1 |
0.0% |
1,927.8 |
High |
1,933.7 |
1,944.5 |
10.8 |
0.6% |
1,942.9 |
Low |
1,918.0 |
1,929.8 |
11.8 |
0.6% |
1,908.5 |
Close |
1,931.0 |
1,937.1 |
6.1 |
0.3% |
1,932.5 |
Range |
15.7 |
14.7 |
-1.0 |
-6.4% |
34.4 |
ATR |
23.3 |
22.7 |
-0.6 |
-2.6% |
0.0 |
Volume |
208,085 |
189,372 |
-18,713 |
-9.0% |
844,676 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.2 |
1,973.9 |
1,945.2 |
|
R3 |
1,966.5 |
1,959.2 |
1,941.1 |
|
R2 |
1,951.8 |
1,951.8 |
1,939.8 |
|
R1 |
1,944.5 |
1,944.5 |
1,938.4 |
1,948.2 |
PP |
1,937.1 |
1,937.1 |
1,937.1 |
1,939.0 |
S1 |
1,929.8 |
1,929.8 |
1,935.8 |
1,933.5 |
S2 |
1,922.4 |
1,922.4 |
1,934.4 |
|
S3 |
1,907.7 |
1,915.1 |
1,933.1 |
|
S4 |
1,893.0 |
1,900.4 |
1,929.0 |
|
|
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 |
1,944.5 |
1,908.5 |
36.0 |
1.9% |
20.5 |
1.1% |
79% |
True |
False |
217,834 |
10 |
1,944.5 |
1,900.6 |
43.9 |
2.3% |
20.3 |
1.0% |
83% |
True |
False |
197,100 |
20 |
1,985.9 |
1,900.6 |
85.3 |
4.4% |
22.2 |
1.1% |
43% |
False |
False |
192,854 |
40 |
2,046.8 |
1,900.6 |
146.2 |
7.5% |
23.8 |
1.2% |
25% |
False |
False |
154,153 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.2 |
1.4% |
18% |
False |
False |
109,984 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
27.8 |
1.4% |
18% |
False |
False |
83,446 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
27.0 |
1.4% |
36% |
False |
False |
67,230 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
26.8 |
1.4% |
36% |
False |
False |
56,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,007.0 |
2.618 |
1,983.0 |
1.618 |
1,968.3 |
1.000 |
1,959.2 |
0.618 |
1,953.6 |
HIGH |
1,944.5 |
0.618 |
1,938.9 |
0.500 |
1,937.2 |
0.382 |
1,935.4 |
LOW |
1,929.8 |
0.618 |
1,920.7 |
1.000 |
1,915.1 |
1.618 |
1,906.0 |
2.618 |
1,891.3 |
4.250 |
1,867.3 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,937.2 |
1,934.7 |
PP |
1,937.1 |
1,932.3 |
S1 |
1,937.1 |
1,930.0 |
|