Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,963.6 |
1,957.0 |
-6.6 |
-0.3% |
1,958.6 |
High |
1,969.8 |
1,967.1 |
-2.7 |
-0.1% |
1,989.8 |
Low |
1,955.3 |
1,951.6 |
-3.7 |
-0.2% |
1,949.0 |
Close |
1,962.2 |
1,963.7 |
1.5 |
0.1% |
1,966.6 |
Range |
14.5 |
15.5 |
1.0 |
6.9% |
40.8 |
ATR |
20.5 |
20.1 |
-0.4 |
-1.7% |
0.0 |
Volume |
197,213 |
188,848 |
-8,365 |
-4.2% |
935,794 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,007.3 |
2,001.0 |
1,972.2 |
|
R3 |
1,991.8 |
1,985.5 |
1,968.0 |
|
R2 |
1,976.3 |
1,976.3 |
1,966.5 |
|
R1 |
1,970.0 |
1,970.0 |
1,965.1 |
1,973.2 |
PP |
1,960.8 |
1,960.8 |
1,960.8 |
1,962.4 |
S1 |
1,954.5 |
1,954.5 |
1,962.3 |
1,957.7 |
S2 |
1,945.3 |
1,945.3 |
1,960.9 |
|
S3 |
1,929.8 |
1,939.0 |
1,959.4 |
|
S4 |
1,914.3 |
1,923.5 |
1,955.2 |
|
|
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 |
1,951.6 |
38.2 |
1.9% |
16.1 |
0.8% |
32% |
False |
True |
178,387 |
10 |
1,989.8 |
1,937.5 |
52.3 |
2.7% |
17.8 |
0.9% |
50% |
False |
False |
204,324 |
20 |
1,989.8 |
1,900.6 |
89.2 |
4.5% |
19.1 |
1.0% |
71% |
False |
False |
200,712 |
40 |
2,000.7 |
1,900.6 |
100.1 |
5.1% |
22.1 |
1.1% |
63% |
False |
False |
192,922 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
24.1 |
1.2% |
31% |
False |
False |
142,958 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.5 |
1.3% |
31% |
False |
False |
108,609 |
100 |
2,102.2 |
1,848.6 |
253.6 |
12.9% |
26.7 |
1.4% |
45% |
False |
False |
87,506 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
26.3 |
1.3% |
46% |
False |
False |
73,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.0 |
2.618 |
2,007.7 |
1.618 |
1,992.2 |
1.000 |
1,982.6 |
0.618 |
1,976.7 |
HIGH |
1,967.1 |
0.618 |
1,961.2 |
0.500 |
1,959.4 |
0.382 |
1,957.5 |
LOW |
1,951.6 |
0.618 |
1,942.0 |
1.000 |
1,936.1 |
1.618 |
1,926.5 |
2.618 |
1,911.0 |
4.250 |
1,885.7 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,962.3 |
1,963.8 |
PP |
1,960.8 |
1,963.7 |
S1 |
1,959.4 |
1,963.7 |
|