Trading Metrics calculated at close of trading on 13-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,324.0 |
4,387.0 |
63.0 |
1.5% |
4,436.0 |
High |
4,393.0 |
4,435.0 |
42.0 |
1.0% |
4,447.0 |
Low |
4,321.0 |
4,384.0 |
63.0 |
1.5% |
4,220.0 |
Close |
4,387.0 |
4,418.0 |
31.0 |
0.7% |
4,259.0 |
Range |
72.0 |
51.0 |
-21.0 |
-29.2% |
227.0 |
ATR |
58.1 |
57.6 |
-0.5 |
-0.9% |
0.0 |
Volume |
915,485 |
776,790 |
-138,695 |
-15.1% |
3,516,466 |
|
Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.3 |
4,542.7 |
4,446.1 |
|
R3 |
4,514.3 |
4,491.7 |
4,432.0 |
|
R2 |
4,463.3 |
4,463.3 |
4,427.4 |
|
R1 |
4,440.7 |
4,440.7 |
4,422.7 |
4,452.0 |
PP |
4,412.3 |
4,412.3 |
4,412.3 |
4,418.0 |
S1 |
4,389.7 |
4,389.7 |
4,413.3 |
4,401.0 |
S2 |
4,361.3 |
4,361.3 |
4,408.7 |
|
S3 |
4,310.3 |
4,338.7 |
4,404.0 |
|
S4 |
4,259.3 |
4,287.7 |
4,390.0 |
|
|
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 |
4,435.0 |
4,220.0 |
215.0 |
4.9% |
59.0 |
1.3% |
92% |
True |
False |
802,772 |
10 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
59.7 |
1.4% |
87% |
False |
False |
809,766 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
53.8 |
1.2% |
87% |
False |
False |
804,645 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
49.3 |
1.1% |
87% |
False |
False |
501,885 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
44.4 |
1.0% |
87% |
False |
False |
335,346 |
80 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
44.5 |
1.0% |
94% |
False |
False |
251,957 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
37.5 |
0.8% |
94% |
False |
False |
201,571 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
31.3 |
0.7% |
94% |
False |
False |
167,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,651.8 |
2.618 |
4,568.5 |
1.618 |
4,517.5 |
1.000 |
4,486.0 |
0.618 |
4,466.5 |
HIGH |
4,435.0 |
0.618 |
4,415.5 |
0.500 |
4,409.5 |
0.382 |
4,403.5 |
LOW |
4,384.0 |
0.618 |
4,352.5 |
1.000 |
4,333.0 |
1.618 |
4,301.5 |
2.618 |
4,250.5 |
4.250 |
4,167.3 |
|
|
Fisher Pivots for day following 13-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,415.2 |
4,398.2 |
PP |
4,412.3 |
4,378.3 |
S1 |
4,409.5 |
4,358.5 |
|