Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,962.7 |
1,965.2 |
2.5 |
0.1% |
1,930.7 |
High |
1,968.5 |
1,967.8 |
-0.7 |
0.0% |
1,968.5 |
Low |
1,956.6 |
1,954.7 |
-1.9 |
-0.1% |
1,918.0 |
Close |
1,963.8 |
1,964.4 |
0.6 |
0.0% |
1,964.4 |
Range |
11.9 |
13.1 |
1.2 |
10.1% |
50.5 |
ATR |
22.2 |
21.6 |
-0.7 |
-2.9% |
0.0 |
Volume |
241,215 |
209,306 |
-31,909 |
-13.2% |
1,118,847 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,001.6 |
1,996.1 |
1,971.6 |
|
R3 |
1,988.5 |
1,983.0 |
1,968.0 |
|
R2 |
1,975.4 |
1,975.4 |
1,966.8 |
|
R1 |
1,969.9 |
1,969.9 |
1,965.6 |
1,966.1 |
PP |
1,962.3 |
1,962.3 |
1,962.3 |
1,960.4 |
S1 |
1,956.8 |
1,956.8 |
1,963.2 |
1,953.0 |
S2 |
1,949.2 |
1,949.2 |
1,962.0 |
|
S3 |
1,936.1 |
1,943.7 |
1,960.8 |
|
S4 |
1,923.0 |
1,930.6 |
1,957.2 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,101.8 |
2,083.6 |
1,992.2 |
|
R3 |
2,051.3 |
2,033.1 |
1,978.3 |
|
R2 |
2,000.8 |
2,000.8 |
1,973.7 |
|
R1 |
1,982.6 |
1,982.6 |
1,969.0 |
1,991.7 |
PP |
1,950.3 |
1,950.3 |
1,950.3 |
1,954.9 |
S1 |
1,932.1 |
1,932.1 |
1,959.8 |
1,941.2 |
S2 |
1,899.8 |
1,899.8 |
1,955.1 |
|
S3 |
1,849.3 |
1,881.6 |
1,950.5 |
|
S4 |
1,798.8 |
1,831.1 |
1,936.6 |
|
|
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 |
1,918.0 |
50.5 |
2.6% |
16.6 |
0.8% |
92% |
False |
False |
223,769 |
10 |
1,968.5 |
1,908.1 |
60.4 |
3.1% |
20.0 |
1.0% |
93% |
False |
False |
214,421 |
20 |
1,980.4 |
1,900.6 |
79.8 |
4.1% |
21.2 |
1.1% |
80% |
False |
False |
202,891 |
40 |
2,015.9 |
1,900.6 |
115.3 |
5.9% |
23.4 |
1.2% |
55% |
False |
False |
169,924 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.3 |
1.3% |
32% |
False |
False |
121,794 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
26.9 |
1.4% |
32% |
False |
False |
92,356 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.8 |
1.4% |
46% |
False |
False |
74,401 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.7 |
1.4% |
46% |
False |
False |
62,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.5 |
2.618 |
2,002.1 |
1.618 |
1,989.0 |
1.000 |
1,980.9 |
0.618 |
1,975.9 |
HIGH |
1,967.8 |
0.618 |
1,962.8 |
0.500 |
1,961.3 |
0.382 |
1,959.7 |
LOW |
1,954.7 |
0.618 |
1,946.6 |
1.000 |
1,941.6 |
1.618 |
1,933.5 |
2.618 |
1,920.4 |
4.250 |
1,899.0 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,963.4 |
1,960.6 |
PP |
1,962.3 |
1,956.8 |
S1 |
1,961.3 |
1,953.0 |
|