Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,973.3 |
1,945.5 |
-27.8 |
-1.4% |
1,963.6 |
High |
1,982.6 |
1,962.2 |
-20.4 |
-1.0% |
1,982.6 |
Low |
1,941.7 |
1,944.2 |
2.5 |
0.1% |
1,941.7 |
Close |
1,945.7 |
1,960.4 |
14.7 |
0.8% |
1,960.4 |
Range |
40.9 |
18.0 |
-22.9 |
-56.0% |
40.9 |
ATR |
21.4 |
21.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
194,253 |
23,155 |
-171,098 |
-88.1% |
811,575 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.6 |
2,003.0 |
1,970.3 |
|
R3 |
1,991.6 |
1,985.0 |
1,965.4 |
|
R2 |
1,973.6 |
1,973.6 |
1,963.7 |
|
R1 |
1,967.0 |
1,967.0 |
1,962.1 |
1,970.3 |
PP |
1,955.6 |
1,955.6 |
1,955.6 |
1,957.3 |
S1 |
1,949.0 |
1,949.0 |
1,958.8 |
1,952.3 |
S2 |
1,937.6 |
1,937.6 |
1,957.1 |
|
S3 |
1,919.6 |
1,931.0 |
1,955.5 |
|
S4 |
1,901.6 |
1,913.0 |
1,950.5 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.3 |
2,063.2 |
1,982.9 |
|
R3 |
2,043.4 |
2,022.3 |
1,971.6 |
|
R2 |
2,002.5 |
2,002.5 |
1,967.9 |
|
R1 |
1,981.4 |
1,981.4 |
1,964.1 |
1,971.5 |
PP |
1,961.6 |
1,961.6 |
1,961.6 |
1,956.6 |
S1 |
1,940.5 |
1,940.5 |
1,956.7 |
1,930.6 |
S2 |
1,920.7 |
1,920.7 |
1,952.9 |
|
S3 |
1,879.8 |
1,899.6 |
1,949.2 |
|
S4 |
1,838.9 |
1,858.7 |
1,937.9 |
|
|
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% |
21.1 |
1.1% |
46% |
False |
False |
162,315 |
10 |
1,989.8 |
1,941.7 |
48.1 |
2.5% |
20.1 |
1.0% |
39% |
False |
False |
174,736 |
20 |
1,989.8 |
1,908.1 |
81.7 |
4.2% |
20.0 |
1.0% |
64% |
False |
False |
194,579 |
40 |
2,000.7 |
1,900.6 |
100.1 |
5.1% |
22.1 |
1.1% |
60% |
False |
False |
188,505 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
23.8 |
1.2% |
30% |
False |
False |
149,441 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.3% |
25.3 |
1.3% |
30% |
False |
False |
113,774 |
100 |
2,102.2 |
1,848.6 |
253.6 |
12.9% |
27.1 |
1.4% |
44% |
False |
False |
91,694 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.1% |
25.8 |
1.3% |
45% |
False |
False |
76,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.7 |
2.618 |
2,009.3 |
1.618 |
1,991.3 |
1.000 |
1,980.2 |
0.618 |
1,973.3 |
HIGH |
1,962.2 |
0.618 |
1,955.3 |
0.500 |
1,953.2 |
0.382 |
1,951.1 |
LOW |
1,944.2 |
0.618 |
1,933.1 |
1.000 |
1,926.2 |
1.618 |
1,915.1 |
2.618 |
1,897.1 |
4.250 |
1,867.7 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,958.0 |
1,962.2 |
PP |
1,955.6 |
1,961.6 |
S1 |
1,953.2 |
1,961.0 |
|