Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,400.0 |
4,384.0 |
-16.0 |
-0.4% |
4,259.0 |
High |
4,405.0 |
4,406.0 |
1.0 |
0.0% |
4,435.0 |
Low |
4,364.0 |
4,366.0 |
2.0 |
0.0% |
4,233.0 |
Close |
4,378.0 |
4,396.0 |
18.0 |
0.4% |
4,425.0 |
Range |
41.0 |
40.0 |
-1.0 |
-2.4% |
202.0 |
ATR |
56.0 |
54.9 |
-1.1 |
-2.0% |
0.0 |
Volume |
607,833 |
554,527 |
-53,306 |
-8.8% |
3,668,790 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,509.3 |
4,492.7 |
4,418.0 |
|
R3 |
4,469.3 |
4,452.7 |
4,407.0 |
|
R2 |
4,429.3 |
4,429.3 |
4,403.3 |
|
R1 |
4,412.7 |
4,412.7 |
4,399.7 |
4,421.0 |
PP |
4,389.3 |
4,389.3 |
4,389.3 |
4,393.5 |
S1 |
4,372.7 |
4,372.7 |
4,392.3 |
4,381.0 |
S2 |
4,349.3 |
4,349.3 |
4,388.7 |
|
S3 |
4,309.3 |
4,332.7 |
4,385.0 |
|
S4 |
4,269.3 |
4,292.7 |
4,374.0 |
|
|
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 |
4,321.0 |
114.0 |
2.6% |
46.8 |
1.1% |
66% |
False |
False |
690,791 |
10 |
4,435.0 |
4,220.0 |
215.0 |
4.9% |
59.1 |
1.3% |
82% |
False |
False |
786,954 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
52.3 |
1.2% |
78% |
False |
False |
726,888 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
49.3 |
1.1% |
78% |
False |
False |
545,886 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
45.4 |
1.0% |
78% |
False |
False |
364,707 |
80 |
4,447.0 |
4,040.0 |
407.0 |
9.3% |
43.1 |
1.0% |
87% |
False |
False |
273,975 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
38.7 |
0.9% |
89% |
False |
False |
219,188 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
32.2 |
0.7% |
89% |
False |
False |
182,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.0 |
2.618 |
4,510.7 |
1.618 |
4,470.7 |
1.000 |
4,446.0 |
0.618 |
4,430.7 |
HIGH |
4,406.0 |
0.618 |
4,390.7 |
0.500 |
4,386.0 |
0.382 |
4,381.3 |
LOW |
4,366.0 |
0.618 |
4,341.3 |
1.000 |
4,326.0 |
1.618 |
4,301.3 |
2.618 |
4,261.3 |
4.250 |
4,196.0 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,392.7 |
4,399.5 |
PP |
4,389.3 |
4,398.3 |
S1 |
4,386.0 |
4,397.2 |
|