Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,957.0 |
1,966.3 |
9.3 |
0.5% |
1,958.6 |
High |
1,967.1 |
1,979.9 |
12.8 |
0.7% |
1,989.8 |
Low |
1,951.6 |
1,963.2 |
11.6 |
0.6% |
1,949.0 |
Close |
1,963.7 |
1,970.1 |
6.4 |
0.3% |
1,966.6 |
Range |
15.5 |
16.7 |
1.2 |
7.7% |
40.8 |
ATR |
20.1 |
19.9 |
-0.2 |
-1.2% |
0.0 |
Volume |
188,848 |
208,106 |
19,258 |
10.2% |
935,794 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.2 |
2,012.3 |
1,979.3 |
|
R3 |
2,004.5 |
1,995.6 |
1,974.7 |
|
R2 |
1,987.8 |
1,987.8 |
1,973.2 |
|
R1 |
1,978.9 |
1,978.9 |
1,971.6 |
1,983.4 |
PP |
1,971.1 |
1,971.1 |
1,971.1 |
1,973.3 |
S1 |
1,962.2 |
1,962.2 |
1,968.6 |
1,966.7 |
S2 |
1,954.4 |
1,954.4 |
1,967.0 |
|
S3 |
1,937.7 |
1,945.5 |
1,965.5 |
|
S4 |
1,921.0 |
1,928.8 |
1,960.9 |
|
|
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% |
17.2 |
0.9% |
48% |
False |
False |
188,126 |
10 |
1,989.8 |
1,949.0 |
40.8 |
2.1% |
16.7 |
0.8% |
52% |
False |
False |
198,048 |
20 |
1,989.8 |
1,900.6 |
89.2 |
4.5% |
18.9 |
1.0% |
78% |
False |
False |
202,095 |
40 |
2,000.7 |
1,900.6 |
100.1 |
5.1% |
21.9 |
1.1% |
69% |
False |
False |
194,873 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
24.0 |
1.2% |
34% |
False |
False |
146,175 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
25.3 |
1.3% |
34% |
False |
False |
111,162 |
100 |
2,102.2 |
1,848.6 |
253.6 |
12.9% |
26.8 |
1.4% |
48% |
False |
False |
89,577 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
26.2 |
1.3% |
48% |
False |
False |
74,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,050.9 |
2.618 |
2,023.6 |
1.618 |
2,006.9 |
1.000 |
1,996.6 |
0.618 |
1,990.2 |
HIGH |
1,979.9 |
0.618 |
1,973.5 |
0.500 |
1,971.6 |
0.382 |
1,969.6 |
LOW |
1,963.2 |
0.618 |
1,952.9 |
1.000 |
1,946.5 |
1.618 |
1,936.2 |
2.618 |
1,919.5 |
4.250 |
1,892.2 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,971.6 |
1,968.7 |
PP |
1,971.1 |
1,967.2 |
S1 |
1,970.6 |
1,965.8 |
|