Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,958.6 |
1,958.3 |
-0.3 |
0.0% |
1,930.7 |
High |
1,963.6 |
1,988.3 |
24.7 |
1.3% |
1,968.5 |
Low |
1,949.0 |
1,958.1 |
9.1 |
0.5% |
1,918.0 |
Close |
1,956.4 |
1,980.8 |
24.4 |
1.2% |
1,964.4 |
Range |
14.6 |
30.2 |
15.6 |
106.8% |
50.5 |
ATR |
21.1 |
21.9 |
0.8 |
3.6% |
0.0 |
Volume |
165,833 |
264,086 |
98,253 |
59.2% |
1,118,847 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.3 |
2,053.8 |
1,997.4 |
|
R3 |
2,036.1 |
2,023.6 |
1,989.1 |
|
R2 |
2,005.9 |
2,005.9 |
1,986.3 |
|
R1 |
1,993.4 |
1,993.4 |
1,983.6 |
1,999.7 |
PP |
1,975.7 |
1,975.7 |
1,975.7 |
1,978.9 |
S1 |
1,963.2 |
1,963.2 |
1,978.0 |
1,969.5 |
S2 |
1,945.5 |
1,945.5 |
1,975.3 |
|
S3 |
1,915.3 |
1,933.0 |
1,972.5 |
|
S4 |
1,885.1 |
1,902.8 |
1,964.2 |
|
|
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 |
1,988.3 |
1,937.5 |
50.8 |
2.6% |
19.5 |
1.0% |
85% |
True |
False |
230,261 |
10 |
1,988.3 |
1,908.5 |
79.8 |
4.0% |
20.0 |
1.0% |
91% |
True |
False |
224,048 |
20 |
1,988.3 |
1,900.6 |
87.7 |
4.4% |
20.9 |
1.1% |
91% |
True |
False |
203,044 |
40 |
2,006.2 |
1,900.6 |
105.6 |
5.3% |
23.2 |
1.2% |
76% |
False |
False |
178,955 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
25.0 |
1.3% |
40% |
False |
False |
128,785 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
26.3 |
1.3% |
40% |
False |
False |
97,674 |
100 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
26.9 |
1.4% |
53% |
False |
False |
78,682 |
120 |
2,102.2 |
1,845.7 |
256.5 |
12.9% |
26.6 |
1.3% |
53% |
False |
False |
65,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,116.7 |
2.618 |
2,067.4 |
1.618 |
2,037.2 |
1.000 |
2,018.5 |
0.618 |
2,007.0 |
HIGH |
1,988.3 |
0.618 |
1,976.8 |
0.500 |
1,973.2 |
0.382 |
1,969.6 |
LOW |
1,958.1 |
0.618 |
1,939.4 |
1.000 |
1,927.9 |
1.618 |
1,909.2 |
2.618 |
1,879.0 |
4.250 |
1,829.8 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,978.3 |
1,976.8 |
PP |
1,975.7 |
1,972.7 |
S1 |
1,973.2 |
1,968.7 |
|