Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
30,125 |
30,265 |
140 |
0.5% |
30,540 |
High |
30,535 |
30,785 |
250 |
0.8% |
32,470 |
Low |
30,055 |
29,860 |
-195 |
-0.6% |
30,365 |
Close |
30,380 |
30,085 |
-295 |
-1.0% |
30,565 |
Range |
480 |
925 |
445 |
92.7% |
2,105 |
ATR |
1,136 |
1,121 |
-15 |
-1.3% |
0 |
Volume |
870 |
1,593 |
723 |
83.1% |
4,522 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,018 |
32,477 |
30,594 |
|
R3 |
32,093 |
31,552 |
30,339 |
|
R2 |
31,168 |
31,168 |
30,255 |
|
R1 |
30,627 |
30,627 |
30,170 |
30,435 |
PP |
30,243 |
30,243 |
30,243 |
30,148 |
S1 |
29,702 |
29,702 |
30,000 |
29,510 |
S2 |
29,318 |
29,318 |
29,915 |
|
S3 |
28,393 |
28,777 |
29,831 |
|
S4 |
27,468 |
27,852 |
29,576 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,448 |
36,112 |
31,723 |
|
R3 |
35,343 |
34,007 |
31,144 |
|
R2 |
33,238 |
33,238 |
30,951 |
|
R1 |
31,902 |
31,902 |
30,758 |
32,570 |
PP |
31,133 |
31,133 |
31,133 |
31,468 |
S1 |
29,797 |
29,797 |
30,372 |
30,465 |
S2 |
29,028 |
29,028 |
30,179 |
|
S3 |
26,923 |
27,692 |
29,986 |
|
S4 |
24,818 |
25,587 |
29,407 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32,225 |
29,820 |
2,405 |
8.0% |
964 |
3.2% |
11% |
False |
False |
902 |
10 |
32,470 |
29,820 |
2,650 |
8.8% |
995 |
3.3% |
10% |
False |
False |
843 |
20 |
32,470 |
29,820 |
2,650 |
8.8% |
1,100 |
3.7% |
10% |
False |
False |
992 |
40 |
32,470 |
25,095 |
7,375 |
24.5% |
1,091 |
3.6% |
68% |
False |
False |
525 |
60 |
32,470 |
25,095 |
7,375 |
24.5% |
977 |
3.2% |
68% |
False |
False |
351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,716 |
2.618 |
33,207 |
1.618 |
32,282 |
1.000 |
31,710 |
0.618 |
31,357 |
HIGH |
30,785 |
0.618 |
30,432 |
0.500 |
30,323 |
0.382 |
30,213 |
LOW |
29,860 |
0.618 |
29,288 |
1.000 |
28,935 |
1.618 |
28,363 |
2.618 |
27,438 |
4.250 |
25,929 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
30,323 |
30,303 |
PP |
30,243 |
30,230 |
S1 |
30,164 |
30,158 |
|