Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,284.0 |
4,324.0 |
40.0 |
0.9% |
4,436.0 |
High |
4,327.0 |
4,393.0 |
66.0 |
1.5% |
4,447.0 |
Low |
4,282.0 |
4,321.0 |
39.0 |
0.9% |
4,220.0 |
Close |
4,310.0 |
4,387.0 |
77.0 |
1.8% |
4,259.0 |
Range |
45.0 |
72.0 |
27.0 |
60.0% |
227.0 |
ATR |
56.2 |
58.1 |
1.9 |
3.4% |
0.0 |
Volume |
741,040 |
915,485 |
174,445 |
23.5% |
3,516,466 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,583.0 |
4,557.0 |
4,426.6 |
|
R3 |
4,511.0 |
4,485.0 |
4,406.8 |
|
R2 |
4,439.0 |
4,439.0 |
4,400.2 |
|
R1 |
4,413.0 |
4,413.0 |
4,393.6 |
4,426.0 |
PP |
4,367.0 |
4,367.0 |
4,367.0 |
4,373.5 |
S1 |
4,341.0 |
4,341.0 |
4,380.4 |
4,354.0 |
S2 |
4,295.0 |
4,295.0 |
4,373.8 |
|
S3 |
4,223.0 |
4,269.0 |
4,367.2 |
|
S4 |
4,151.0 |
4,197.0 |
4,347.4 |
|
|
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 |
4,393.0 |
4,220.0 |
173.0 |
3.9% |
76.4 |
1.7% |
97% |
True |
False |
923,678 |
10 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
58.5 |
1.3% |
74% |
False |
False |
797,961 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
53.6 |
1.2% |
74% |
False |
False |
859,011 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
48.6 |
1.1% |
74% |
False |
False |
482,517 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
43.9 |
1.0% |
74% |
False |
False |
322,408 |
80 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
44.8 |
1.0% |
87% |
False |
False |
242,248 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
37.0 |
0.8% |
87% |
False |
False |
193,803 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
30.9 |
0.7% |
87% |
False |
False |
161,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.0 |
2.618 |
4,581.5 |
1.618 |
4,509.5 |
1.000 |
4,465.0 |
0.618 |
4,437.5 |
HIGH |
4,393.0 |
0.618 |
4,365.5 |
0.500 |
4,357.0 |
0.382 |
4,348.5 |
LOW |
4,321.0 |
0.618 |
4,276.5 |
1.000 |
4,249.0 |
1.618 |
4,204.5 |
2.618 |
4,132.5 |
4.250 |
4,015.0 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,377.0 |
4,362.3 |
PP |
4,367.0 |
4,337.7 |
S1 |
4,357.0 |
4,313.0 |
|