Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,418.0 |
4,400.0 |
-18.0 |
-0.4% |
4,259.0 |
High |
4,435.0 |
4,405.0 |
-30.0 |
-0.7% |
4,435.0 |
Low |
4,405.0 |
4,364.0 |
-41.0 |
-0.9% |
4,233.0 |
Close |
4,425.0 |
4,378.0 |
-47.0 |
-1.1% |
4,425.0 |
Range |
30.0 |
41.0 |
11.0 |
36.7% |
202.0 |
ATR |
55.7 |
56.0 |
0.4 |
0.7% |
0.0 |
Volume |
599,322 |
607,833 |
8,511 |
1.4% |
3,668,790 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.3 |
4,482.7 |
4,400.6 |
|
R3 |
4,464.3 |
4,441.7 |
4,389.3 |
|
R2 |
4,423.3 |
4,423.3 |
4,385.5 |
|
R1 |
4,400.7 |
4,400.7 |
4,381.8 |
4,391.5 |
PP |
4,382.3 |
4,382.3 |
4,382.3 |
4,377.8 |
S1 |
4,359.7 |
4,359.7 |
4,374.2 |
4,350.5 |
S2 |
4,341.3 |
4,341.3 |
4,370.5 |
|
S3 |
4,300.3 |
4,318.7 |
4,366.7 |
|
S4 |
4,259.3 |
4,277.7 |
4,355.5 |
|
|
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 |
4,282.0 |
153.0 |
3.5% |
47.8 |
1.1% |
63% |
False |
False |
728,094 |
10 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
57.5 |
1.3% |
70% |
False |
False |
779,308 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
52.8 |
1.2% |
70% |
False |
False |
762,543 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
49.2 |
1.1% |
70% |
False |
False |
532,037 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
45.3 |
1.0% |
70% |
False |
False |
355,465 |
80 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
44.1 |
1.0% |
86% |
False |
False |
267,046 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
38.3 |
0.9% |
86% |
False |
False |
213,643 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
31.9 |
0.7% |
86% |
False |
False |
178,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,579.3 |
2.618 |
4,512.3 |
1.618 |
4,471.3 |
1.000 |
4,446.0 |
0.618 |
4,430.3 |
HIGH |
4,405.0 |
0.618 |
4,389.3 |
0.500 |
4,384.5 |
0.382 |
4,379.7 |
LOW |
4,364.0 |
0.618 |
4,338.7 |
1.000 |
4,323.0 |
1.618 |
4,297.7 |
2.618 |
4,256.7 |
4.250 |
4,189.8 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,384.5 |
4,399.5 |
PP |
4,382.3 |
4,392.3 |
S1 |
4,380.2 |
4,385.2 |
|