Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,965.2 |
1,958.6 |
-6.6 |
-0.3% |
1,930.7 |
High |
1,967.8 |
1,963.6 |
-4.2 |
-0.2% |
1,968.5 |
Low |
1,954.7 |
1,949.0 |
-5.7 |
-0.3% |
1,918.0 |
Close |
1,964.4 |
1,956.4 |
-8.0 |
-0.4% |
1,964.4 |
Range |
13.1 |
14.6 |
1.5 |
11.5% |
50.5 |
ATR |
21.6 |
21.1 |
-0.4 |
-2.0% |
0.0 |
Volume |
209,306 |
165,833 |
-43,473 |
-20.8% |
1,118,847 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,000.1 |
1,992.9 |
1,964.4 |
|
R3 |
1,985.5 |
1,978.3 |
1,960.4 |
|
R2 |
1,970.9 |
1,970.9 |
1,959.1 |
|
R1 |
1,963.7 |
1,963.7 |
1,957.7 |
1,960.0 |
PP |
1,956.3 |
1,956.3 |
1,956.3 |
1,954.5 |
S1 |
1,949.1 |
1,949.1 |
1,955.1 |
1,945.4 |
S2 |
1,941.7 |
1,941.7 |
1,953.7 |
|
S3 |
1,927.1 |
1,934.5 |
1,952.4 |
|
S4 |
1,912.5 |
1,919.9 |
1,948.4 |
|
|
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 |
1,929.8 |
38.7 |
2.0% |
16.4 |
0.8% |
69% |
False |
False |
215,319 |
10 |
1,968.5 |
1,908.5 |
60.0 |
3.1% |
19.2 |
1.0% |
80% |
False |
False |
212,935 |
20 |
1,980.4 |
1,900.6 |
79.8 |
4.1% |
20.1 |
1.0% |
70% |
False |
False |
197,865 |
40 |
2,007.3 |
1,900.6 |
106.7 |
5.5% |
23.3 |
1.2% |
52% |
False |
False |
173,133 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
24.9 |
1.3% |
28% |
False |
False |
124,436 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
26.4 |
1.4% |
28% |
False |
False |
94,402 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.8 |
1.4% |
43% |
False |
False |
76,049 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.6 |
1.4% |
43% |
False |
False |
63,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,025.7 |
2.618 |
2,001.8 |
1.618 |
1,987.2 |
1.000 |
1,978.2 |
0.618 |
1,972.6 |
HIGH |
1,963.6 |
0.618 |
1,958.0 |
0.500 |
1,956.3 |
0.382 |
1,954.6 |
LOW |
1,949.0 |
0.618 |
1,940.0 |
1.000 |
1,934.4 |
1.618 |
1,925.4 |
2.618 |
1,910.8 |
4.250 |
1,887.0 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,956.4 |
1,958.8 |
PP |
1,956.3 |
1,958.0 |
S1 |
1,956.3 |
1,957.2 |
|