Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,982.5 |
1,980.0 |
-2.5 |
-0.1% |
1,930.7 |
High |
1,984.6 |
1,989.8 |
5.2 |
0.3% |
1,968.5 |
Low |
1,973.3 |
1,967.7 |
-5.6 |
-0.3% |
1,918.0 |
Close |
1,980.8 |
1,970.9 |
-9.9 |
-0.5% |
1,964.4 |
Range |
11.3 |
22.1 |
10.8 |
95.6% |
50.5 |
ATR |
21.2 |
21.2 |
0.1 |
0.3% |
0.0 |
Volume |
159,409 |
189,926 |
30,517 |
19.1% |
1,118,847 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.4 |
2,028.8 |
1,983.1 |
|
R3 |
2,020.3 |
2,006.7 |
1,977.0 |
|
R2 |
1,998.2 |
1,998.2 |
1,975.0 |
|
R1 |
1,984.6 |
1,984.6 |
1,972.9 |
1,980.4 |
PP |
1,976.1 |
1,976.1 |
1,976.1 |
1,974.0 |
S1 |
1,962.5 |
1,962.5 |
1,968.9 |
1,958.3 |
S2 |
1,954.0 |
1,954.0 |
1,966.8 |
|
S3 |
1,931.9 |
1,940.4 |
1,964.8 |
|
S4 |
1,909.8 |
1,918.3 |
1,958.7 |
|
|
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 |
1,989.8 |
1,949.0 |
40.8 |
2.1% |
18.3 |
0.9% |
54% |
True |
False |
197,712 |
10 |
1,989.8 |
1,915.4 |
74.4 |
3.8% |
18.7 |
0.9% |
75% |
True |
False |
211,237 |
20 |
1,989.8 |
1,900.6 |
89.2 |
4.5% |
19.9 |
1.0% |
79% |
True |
False |
198,902 |
40 |
2,006.2 |
1,900.6 |
105.6 |
5.4% |
22.9 |
1.2% |
67% |
False |
False |
185,741 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
24.7 |
1.3% |
35% |
False |
False |
134,442 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
25.9 |
1.3% |
35% |
False |
False |
101,966 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
26.9 |
1.4% |
49% |
False |
False |
82,159 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
26.4 |
1.3% |
49% |
False |
False |
68,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.7 |
2.618 |
2,047.7 |
1.618 |
2,025.6 |
1.000 |
2,011.9 |
0.618 |
2,003.5 |
HIGH |
1,989.8 |
0.618 |
1,981.4 |
0.500 |
1,978.8 |
0.382 |
1,976.1 |
LOW |
1,967.7 |
0.618 |
1,954.0 |
1.000 |
1,945.6 |
1.618 |
1,931.9 |
2.618 |
1,909.8 |
4.250 |
1,873.8 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,978.8 |
1,974.0 |
PP |
1,976.1 |
1,972.9 |
S1 |
1,973.5 |
1,971.9 |
|