Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,972.1 |
1,963.6 |
-8.5 |
-0.4% |
1,958.6 |
High |
1,975.9 |
1,969.8 |
-6.1 |
-0.3% |
1,989.8 |
Low |
1,958.8 |
1,955.3 |
-3.5 |
-0.2% |
1,949.0 |
Close |
1,966.6 |
1,962.2 |
-4.4 |
-0.2% |
1,966.6 |
Range |
17.1 |
14.5 |
-2.6 |
-15.2% |
40.8 |
ATR |
20.9 |
20.5 |
-0.5 |
-2.2% |
0.0 |
Volume |
156,540 |
197,213 |
40,673 |
26.0% |
935,794 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.9 |
1,998.6 |
1,970.2 |
|
R3 |
1,991.4 |
1,984.1 |
1,966.2 |
|
R2 |
1,976.9 |
1,976.9 |
1,964.9 |
|
R1 |
1,969.6 |
1,969.6 |
1,963.5 |
1,966.0 |
PP |
1,962.4 |
1,962.4 |
1,962.4 |
1,960.7 |
S1 |
1,955.1 |
1,955.1 |
1,960.9 |
1,951.5 |
S2 |
1,947.9 |
1,947.9 |
1,959.5 |
|
S3 |
1,933.4 |
1,940.6 |
1,958.2 |
|
S4 |
1,918.9 |
1,926.1 |
1,954.2 |
|
|
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 |
1,955.3 |
34.5 |
1.8% |
19.0 |
1.0% |
20% |
False |
True |
193,434 |
10 |
1,989.8 |
1,929.8 |
60.0 |
3.1% |
17.7 |
0.9% |
54% |
False |
False |
204,376 |
20 |
1,989.8 |
1,900.6 |
89.2 |
4.5% |
18.9 |
1.0% |
69% |
False |
False |
198,658 |
40 |
2,000.7 |
1,900.6 |
100.1 |
5.1% |
22.3 |
1.1% |
62% |
False |
False |
191,018 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
24.3 |
1.2% |
31% |
False |
False |
139,983 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.5 |
1.3% |
31% |
False |
False |
106,311 |
100 |
2,102.2 |
1,848.6 |
253.6 |
12.9% |
26.8 |
1.4% |
45% |
False |
False |
85,631 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.4 |
1.3% |
45% |
False |
False |
71,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,031.4 |
2.618 |
2,007.8 |
1.618 |
1,993.3 |
1.000 |
1,984.3 |
0.618 |
1,978.8 |
HIGH |
1,969.8 |
0.618 |
1,964.3 |
0.500 |
1,962.6 |
0.382 |
1,960.8 |
LOW |
1,955.3 |
0.618 |
1,946.3 |
1.000 |
1,940.8 |
1.618 |
1,931.8 |
2.618 |
1,917.3 |
4.250 |
1,893.7 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,962.6 |
1,972.6 |
PP |
1,962.4 |
1,969.1 |
S1 |
1,962.3 |
1,965.7 |
|