Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,980.0 |
1,972.1 |
-7.9 |
-0.4% |
1,958.6 |
High |
1,989.8 |
1,975.9 |
-13.9 |
-0.7% |
1,989.8 |
Low |
1,967.7 |
1,958.8 |
-8.9 |
-0.5% |
1,949.0 |
Close |
1,970.9 |
1,966.6 |
-4.3 |
-0.2% |
1,966.6 |
Range |
22.1 |
17.1 |
-5.0 |
-22.6% |
40.8 |
ATR |
21.2 |
20.9 |
-0.3 |
-1.4% |
0.0 |
Volume |
189,926 |
156,540 |
-33,386 |
-17.6% |
935,794 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.4 |
2,009.6 |
1,976.0 |
|
R3 |
2,001.3 |
1,992.5 |
1,971.3 |
|
R2 |
1,984.2 |
1,984.2 |
1,969.7 |
|
R1 |
1,975.4 |
1,975.4 |
1,968.2 |
1,971.3 |
PP |
1,967.1 |
1,967.1 |
1,967.1 |
1,965.0 |
S1 |
1,958.3 |
1,958.3 |
1,965.0 |
1,954.2 |
S2 |
1,950.0 |
1,950.0 |
1,963.5 |
|
S3 |
1,932.9 |
1,941.2 |
1,961.9 |
|
S4 |
1,915.8 |
1,924.1 |
1,957.2 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,090.9 |
2,069.5 |
1,989.0 |
|
R3 |
2,050.1 |
2,028.7 |
1,977.8 |
|
R2 |
2,009.3 |
2,009.3 |
1,974.1 |
|
R1 |
1,987.9 |
1,987.9 |
1,970.3 |
1,998.6 |
PP |
1,968.5 |
1,968.5 |
1,968.5 |
1,973.8 |
S1 |
1,947.1 |
1,947.1 |
1,962.9 |
1,957.8 |
S2 |
1,927.7 |
1,927.7 |
1,959.1 |
|
S3 |
1,886.9 |
1,906.3 |
1,955.4 |
|
S4 |
1,846.1 |
1,865.5 |
1,944.2 |
|
|
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% |
19.1 |
1.0% |
43% |
False |
False |
187,158 |
10 |
1,989.8 |
1,918.0 |
71.8 |
3.7% |
17.8 |
0.9% |
68% |
False |
False |
205,464 |
20 |
1,989.8 |
1,900.6 |
89.2 |
4.5% |
19.6 |
1.0% |
74% |
False |
False |
198,140 |
40 |
2,006.2 |
1,900.6 |
105.6 |
5.4% |
22.7 |
1.2% |
63% |
False |
False |
188,014 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
24.5 |
1.2% |
33% |
False |
False |
136,902 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.6 |
1.3% |
33% |
False |
False |
103,882 |
100 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
26.9 |
1.4% |
47% |
False |
False |
83,701 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
26.4 |
1.3% |
47% |
False |
False |
69,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,048.6 |
2.618 |
2,020.7 |
1.618 |
2,003.6 |
1.000 |
1,993.0 |
0.618 |
1,986.5 |
HIGH |
1,975.9 |
0.618 |
1,969.4 |
0.500 |
1,967.4 |
0.382 |
1,965.3 |
LOW |
1,958.8 |
0.618 |
1,948.2 |
1.000 |
1,941.7 |
1.618 |
1,931.1 |
2.618 |
1,914.0 |
4.250 |
1,886.1 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,967.4 |
1,974.3 |
PP |
1,967.1 |
1,971.7 |
S1 |
1,966.9 |
1,969.2 |
|