Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,259.0 |
4,284.0 |
25.0 |
0.6% |
4,436.0 |
High |
4,297.0 |
4,327.0 |
30.0 |
0.7% |
4,447.0 |
Low |
4,233.0 |
4,282.0 |
49.0 |
1.2% |
4,220.0 |
Close |
4,278.0 |
4,310.0 |
32.0 |
0.7% |
4,259.0 |
Range |
64.0 |
45.0 |
-19.0 |
-29.7% |
227.0 |
ATR |
56.8 |
56.2 |
-0.6 |
-1.0% |
0.0 |
Volume |
636,153 |
741,040 |
104,887 |
16.5% |
3,516,466 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.3 |
4,420.7 |
4,334.8 |
|
R3 |
4,396.3 |
4,375.7 |
4,322.4 |
|
R2 |
4,351.3 |
4,351.3 |
4,318.3 |
|
R1 |
4,330.7 |
4,330.7 |
4,314.1 |
4,341.0 |
PP |
4,306.3 |
4,306.3 |
4,306.3 |
4,311.5 |
S1 |
4,285.7 |
4,285.7 |
4,305.9 |
4,296.0 |
S2 |
4,261.3 |
4,261.3 |
4,301.8 |
|
S3 |
4,216.3 |
4,240.7 |
4,297.6 |
|
S4 |
4,171.3 |
4,195.7 |
4,285.3 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,989.7 |
4,851.3 |
4,383.9 |
|
R3 |
4,762.7 |
4,624.3 |
4,321.4 |
|
R2 |
4,535.7 |
4,535.7 |
4,300.6 |
|
R1 |
4,397.3 |
4,397.3 |
4,279.8 |
4,353.0 |
PP |
4,308.7 |
4,308.7 |
4,308.7 |
4,286.5 |
S1 |
4,170.3 |
4,170.3 |
4,238.2 |
4,126.0 |
S2 |
4,081.7 |
4,081.7 |
4,217.4 |
|
S3 |
3,854.7 |
3,943.3 |
4,196.6 |
|
S4 |
3,627.7 |
3,716.3 |
4,134.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,413.0 |
4,220.0 |
193.0 |
4.5% |
71.4 |
1.7% |
47% |
False |
False |
883,116 |
10 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
57.2 |
1.3% |
40% |
False |
False |
765,418 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
51.7 |
1.2% |
40% |
False |
False |
881,545 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
47.8 |
1.1% |
40% |
False |
False |
459,630 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.3% |
42.9 |
1.0% |
40% |
False |
False |
307,275 |
80 |
4,447.0 |
3,970.0 |
477.0 |
11.1% |
44.7 |
1.0% |
71% |
False |
False |
230,804 |
100 |
4,447.0 |
3,970.0 |
477.0 |
11.1% |
36.3 |
0.8% |
71% |
False |
False |
184,648 |
120 |
4,447.0 |
3,970.0 |
477.0 |
11.1% |
30.3 |
0.7% |
71% |
False |
False |
153,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,518.3 |
2.618 |
4,444.8 |
1.618 |
4,399.8 |
1.000 |
4,372.0 |
0.618 |
4,354.8 |
HIGH |
4,327.0 |
0.618 |
4,309.8 |
0.500 |
4,304.5 |
0.382 |
4,299.2 |
LOW |
4,282.0 |
0.618 |
4,254.2 |
1.000 |
4,237.0 |
1.618 |
4,209.2 |
2.618 |
4,164.2 |
4.250 |
4,090.8 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,308.2 |
4,297.8 |
PP |
4,306.3 |
4,285.7 |
S1 |
4,304.5 |
4,273.5 |
|