Trading Metrics calculated at close of trading on 13-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,938.0 |
1,962.7 |
24.7 |
1.3% |
1,927.8 |
High |
1,965.1 |
1,968.5 |
3.4 |
0.2% |
1,942.9 |
Low |
1,937.5 |
1,956.6 |
19.1 |
1.0% |
1,908.5 |
Close |
1,961.7 |
1,963.8 |
2.1 |
0.1% |
1,932.5 |
Range |
27.6 |
11.9 |
-15.7 |
-56.9% |
34.4 |
ATR |
23.0 |
22.2 |
-0.8 |
-3.5% |
0.0 |
Volume |
270,869 |
241,215 |
-29,654 |
-10.9% |
844,676 |
|
Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.7 |
1,993.1 |
1,970.3 |
|
R3 |
1,986.8 |
1,981.2 |
1,967.1 |
|
R2 |
1,974.9 |
1,974.9 |
1,966.0 |
|
R1 |
1,969.3 |
1,969.3 |
1,964.9 |
1,972.1 |
PP |
1,963.0 |
1,963.0 |
1,963.0 |
1,964.4 |
S1 |
1,957.4 |
1,957.4 |
1,962.7 |
1,960.2 |
S2 |
1,951.1 |
1,951.1 |
1,961.6 |
|
S3 |
1,939.2 |
1,945.5 |
1,960.5 |
|
S4 |
1,927.3 |
1,933.6 |
1,957.3 |
|
|
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 |
1,968.5 |
1,915.4 |
53.1 |
2.7% |
19.1 |
1.0% |
91% |
True |
False |
224,762 |
10 |
1,968.5 |
1,900.6 |
67.9 |
3.5% |
20.8 |
1.1% |
93% |
True |
False |
214,015 |
20 |
1,980.4 |
1,900.6 |
79.8 |
4.1% |
21.6 |
1.1% |
79% |
False |
False |
202,411 |
40 |
2,042.0 |
1,900.6 |
141.4 |
7.2% |
23.9 |
1.2% |
45% |
False |
False |
165,374 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.4 |
1.3% |
31% |
False |
False |
118,360 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
27.2 |
1.4% |
31% |
False |
False |
89,778 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.9 |
1.4% |
46% |
False |
False |
72,319 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.7 |
1.4% |
46% |
False |
False |
60,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.1 |
2.618 |
1,999.7 |
1.618 |
1,987.8 |
1.000 |
1,980.4 |
0.618 |
1,975.9 |
HIGH |
1,968.5 |
0.618 |
1,964.0 |
0.500 |
1,962.6 |
0.382 |
1,961.1 |
LOW |
1,956.6 |
0.618 |
1,949.2 |
1.000 |
1,944.7 |
1.618 |
1,937.3 |
2.618 |
1,925.4 |
4.250 |
1,906.0 |
|
|
Fisher Pivots for day following 13-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,963.4 |
1,958.9 |
PP |
1,963.0 |
1,954.0 |
S1 |
1,962.6 |
1,949.2 |
|