Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,930.8 |
1,938.0 |
7.2 |
0.4% |
1,927.8 |
High |
1,944.5 |
1,965.1 |
20.6 |
1.1% |
1,942.9 |
Low |
1,929.8 |
1,937.5 |
7.7 |
0.4% |
1,908.5 |
Close |
1,937.1 |
1,961.7 |
24.6 |
1.3% |
1,932.5 |
Range |
14.7 |
27.6 |
12.9 |
87.8% |
34.4 |
ATR |
22.7 |
23.0 |
0.4 |
1.7% |
0.0 |
Volume |
189,372 |
270,869 |
81,497 |
43.0% |
844,676 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.6 |
2,027.2 |
1,976.9 |
|
R3 |
2,010.0 |
1,999.6 |
1,969.3 |
|
R2 |
1,982.4 |
1,982.4 |
1,966.8 |
|
R1 |
1,972.0 |
1,972.0 |
1,964.2 |
1,977.2 |
PP |
1,954.8 |
1,954.8 |
1,954.8 |
1,957.4 |
S1 |
1,944.4 |
1,944.4 |
1,959.2 |
1,949.6 |
S2 |
1,927.2 |
1,927.2 |
1,956.6 |
|
S3 |
1,899.6 |
1,916.8 |
1,954.1 |
|
S4 |
1,872.0 |
1,889.2 |
1,946.5 |
|
|
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 |
1,965.1 |
1,908.5 |
56.6 |
2.9% |
21.8 |
1.1% |
94% |
True |
False |
222,822 |
10 |
1,965.1 |
1,900.6 |
64.5 |
3.3% |
21.0 |
1.1% |
95% |
True |
False |
206,143 |
20 |
1,985.9 |
1,900.6 |
85.3 |
4.3% |
22.7 |
1.2% |
72% |
False |
False |
200,270 |
40 |
2,046.5 |
1,900.6 |
145.9 |
7.4% |
24.0 |
1.2% |
42% |
False |
False |
160,386 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.8 |
1.3% |
30% |
False |
False |
114,387 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
27.9 |
1.4% |
30% |
False |
False |
86,801 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
27.0 |
1.4% |
45% |
False |
False |
69,919 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.8 |
1.4% |
45% |
False |
False |
58,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.4 |
2.618 |
2,037.4 |
1.618 |
2,009.8 |
1.000 |
1,992.7 |
0.618 |
1,982.2 |
HIGH |
1,965.1 |
0.618 |
1,954.6 |
0.500 |
1,951.3 |
0.382 |
1,948.0 |
LOW |
1,937.5 |
0.618 |
1,920.4 |
1.000 |
1,909.9 |
1.618 |
1,892.8 |
2.618 |
1,865.2 |
4.250 |
1,820.2 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,958.2 |
1,955.0 |
PP |
1,954.8 |
1,948.3 |
S1 |
1,951.3 |
1,941.6 |
|