Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,966.3 |
1,973.3 |
7.0 |
0.4% |
1,958.6 |
High |
1,979.9 |
1,982.6 |
2.7 |
0.1% |
1,989.8 |
Low |
1,963.2 |
1,941.7 |
-21.5 |
-1.1% |
1,949.0 |
Close |
1,970.1 |
1,945.7 |
-24.4 |
-1.2% |
1,966.6 |
Range |
16.7 |
40.9 |
24.2 |
144.9% |
40.8 |
ATR |
19.9 |
21.4 |
1.5 |
7.6% |
0.0 |
Volume |
208,106 |
194,253 |
-13,853 |
-6.7% |
935,794 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,079.4 |
2,053.4 |
1,968.2 |
|
R3 |
2,038.5 |
2,012.5 |
1,956.9 |
|
R2 |
1,997.6 |
1,997.6 |
1,953.2 |
|
R1 |
1,971.6 |
1,971.6 |
1,949.4 |
1,964.2 |
PP |
1,956.7 |
1,956.7 |
1,956.7 |
1,952.9 |
S1 |
1,930.7 |
1,930.7 |
1,942.0 |
1,923.3 |
S2 |
1,915.8 |
1,915.8 |
1,938.2 |
|
S3 |
1,874.9 |
1,889.8 |
1,934.5 |
|
S4 |
1,834.0 |
1,848.9 |
1,923.2 |
|
|
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 |
1,982.6 |
1,941.7 |
40.9 |
2.1% |
20.9 |
1.1% |
10% |
True |
True |
188,992 |
10 |
1,989.8 |
1,941.7 |
48.1 |
2.5% |
19.6 |
1.0% |
8% |
False |
True |
193,352 |
20 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
20.2 |
1.0% |
51% |
False |
False |
203,683 |
40 |
2,000.7 |
1,900.6 |
100.1 |
5.1% |
22.2 |
1.1% |
45% |
False |
False |
193,120 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
24.2 |
1.2% |
22% |
False |
False |
149,278 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
25.6 |
1.3% |
22% |
False |
False |
113,538 |
100 |
2,102.2 |
1,848.6 |
253.6 |
13.0% |
27.0 |
1.4% |
38% |
False |
False |
91,495 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
26.1 |
1.3% |
39% |
False |
False |
76,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,156.4 |
2.618 |
2,089.7 |
1.618 |
2,048.8 |
1.000 |
2,023.5 |
0.618 |
2,007.9 |
HIGH |
1,982.6 |
0.618 |
1,967.0 |
0.500 |
1,962.2 |
0.382 |
1,957.3 |
LOW |
1,941.7 |
0.618 |
1,916.4 |
1.000 |
1,900.8 |
1.618 |
1,875.5 |
2.618 |
1,834.6 |
4.250 |
1,767.9 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,962.2 |
1,962.2 |
PP |
1,956.7 |
1,956.7 |
S1 |
1,951.2 |
1,951.2 |
|