Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,387.0 |
4,418.0 |
31.0 |
0.7% |
4,259.0 |
High |
4,435.0 |
4,435.0 |
0.0 |
0.0% |
4,435.0 |
Low |
4,384.0 |
4,405.0 |
21.0 |
0.5% |
4,233.0 |
Close |
4,418.0 |
4,425.0 |
7.0 |
0.2% |
4,425.0 |
Range |
51.0 |
30.0 |
-21.0 |
-41.2% |
202.0 |
ATR |
57.6 |
55.7 |
-2.0 |
-3.4% |
0.0 |
Volume |
776,790 |
599,322 |
-177,468 |
-22.8% |
3,668,790 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,511.7 |
4,498.3 |
4,441.5 |
|
R3 |
4,481.7 |
4,468.3 |
4,433.3 |
|
R2 |
4,451.7 |
4,451.7 |
4,430.5 |
|
R1 |
4,438.3 |
4,438.3 |
4,427.8 |
4,445.0 |
PP |
4,421.7 |
4,421.7 |
4,421.7 |
4,425.0 |
S1 |
4,408.3 |
4,408.3 |
4,422.3 |
4,415.0 |
S2 |
4,391.7 |
4,391.7 |
4,419.5 |
|
S3 |
4,361.7 |
4,378.3 |
4,416.8 |
|
S4 |
4,331.7 |
4,348.3 |
4,408.5 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,970.3 |
4,899.7 |
4,536.1 |
|
R3 |
4,768.3 |
4,697.7 |
4,480.6 |
|
R2 |
4,566.3 |
4,566.3 |
4,462.0 |
|
R1 |
4,495.7 |
4,495.7 |
4,443.5 |
4,531.0 |
PP |
4,364.3 |
4,364.3 |
4,364.3 |
4,382.0 |
S1 |
4,293.7 |
4,293.7 |
4,406.5 |
4,329.0 |
S2 |
4,162.3 |
4,162.3 |
4,388.0 |
|
S3 |
3,960.3 |
4,091.7 |
4,369.5 |
|
S4 |
3,758.3 |
3,889.7 |
4,313.9 |
|
|
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 |
4,233.0 |
202.0 |
4.6% |
52.4 |
1.2% |
95% |
True |
False |
733,758 |
10 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
59.5 |
1.3% |
90% |
False |
False |
816,952 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
53.0 |
1.2% |
90% |
False |
False |
779,459 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
49.4 |
1.1% |
90% |
False |
False |
516,854 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
44.7 |
1.0% |
90% |
False |
False |
345,334 |
80 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
43.7 |
1.0% |
95% |
False |
False |
259,449 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
37.8 |
0.9% |
95% |
False |
False |
207,564 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
31.5 |
0.7% |
95% |
False |
False |
172,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,562.5 |
2.618 |
4,513.5 |
1.618 |
4,483.5 |
1.000 |
4,465.0 |
0.618 |
4,453.5 |
HIGH |
4,435.0 |
0.618 |
4,423.5 |
0.500 |
4,420.0 |
0.382 |
4,416.5 |
LOW |
4,405.0 |
0.618 |
4,386.5 |
1.000 |
4,375.0 |
1.618 |
4,356.5 |
2.618 |
4,326.5 |
4.250 |
4,277.5 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,423.3 |
4,409.3 |
PP |
4,421.7 |
4,393.7 |
S1 |
4,420.0 |
4,378.0 |
|