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 |
29,470 |
29,730 |
260 |
0.9% |
30,685 |
High |
29,900 |
29,840 |
-60 |
-0.2% |
30,790 |
Low |
29,345 |
29,175 |
-170 |
-0.6% |
29,820 |
Close |
29,615 |
29,310 |
-305 |
-1.0% |
30,210 |
Range |
555 |
665 |
110 |
19.8% |
970 |
ATR |
1,000 |
976 |
-24 |
-2.4% |
0 |
Volume |
4,034 |
7,289 |
3,255 |
80.7% |
5,959 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,437 |
31,038 |
29,676 |
|
R3 |
30,772 |
30,373 |
29,493 |
|
R2 |
30,107 |
30,107 |
29,432 |
|
R1 |
29,708 |
29,708 |
29,371 |
29,575 |
PP |
29,442 |
29,442 |
29,442 |
29,375 |
S1 |
29,043 |
29,043 |
29,249 |
28,910 |
S2 |
28,777 |
28,777 |
29,188 |
|
S3 |
28,112 |
28,378 |
29,127 |
|
S4 |
27,447 |
27,713 |
28,944 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,183 |
32,667 |
30,744 |
|
R3 |
32,213 |
31,697 |
30,477 |
|
R2 |
31,243 |
31,243 |
30,388 |
|
R1 |
30,727 |
30,727 |
30,299 |
30,500 |
PP |
30,273 |
30,273 |
30,273 |
30,160 |
S1 |
29,757 |
29,757 |
30,121 |
29,530 |
S2 |
29,303 |
29,303 |
30,032 |
|
S3 |
28,333 |
28,787 |
29,943 |
|
S4 |
27,363 |
27,817 |
29,677 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,465 |
29,125 |
1,340 |
4.6% |
657 |
2.2% |
14% |
False |
False |
4,291 |
10 |
32,225 |
29,125 |
3,100 |
10.6% |
811 |
2.8% |
6% |
False |
False |
2,597 |
20 |
32,470 |
29,125 |
3,345 |
11.4% |
1,013 |
3.5% |
6% |
False |
False |
1,804 |
40 |
32,470 |
25,095 |
7,375 |
25.2% |
1,075 |
3.7% |
57% |
False |
False |
1,058 |
60 |
32,470 |
25,095 |
7,375 |
25.2% |
942 |
3.2% |
57% |
False |
False |
709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,666 |
2.618 |
31,581 |
1.618 |
30,916 |
1.000 |
30,505 |
0.618 |
30,251 |
HIGH |
29,840 |
0.618 |
29,586 |
0.500 |
29,508 |
0.382 |
29,429 |
LOW |
29,175 |
0.618 |
28,764 |
1.000 |
28,510 |
1.618 |
28,099 |
2.618 |
27,434 |
4.250 |
26,349 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
29,508 |
29,538 |
PP |
29,442 |
29,462 |
S1 |
29,376 |
29,386 |
|