Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,384.0 |
4,403.0 |
19.0 |
0.4% |
4,259.0 |
High |
4,406.0 |
4,427.0 |
21.0 |
0.5% |
4,435.0 |
Low |
4,366.0 |
4,379.0 |
13.0 |
0.3% |
4,233.0 |
Close |
4,396.0 |
4,387.0 |
-9.0 |
-0.2% |
4,425.0 |
Range |
40.0 |
48.0 |
8.0 |
20.0% |
202.0 |
ATR |
54.9 |
54.4 |
-0.5 |
-0.9% |
0.0 |
Volume |
554,527 |
638,182 |
83,655 |
15.1% |
3,668,790 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,541.7 |
4,512.3 |
4,413.4 |
|
R3 |
4,493.7 |
4,464.3 |
4,400.2 |
|
R2 |
4,445.7 |
4,445.7 |
4,395.8 |
|
R1 |
4,416.3 |
4,416.3 |
4,391.4 |
4,407.0 |
PP |
4,397.7 |
4,397.7 |
4,397.7 |
4,393.0 |
S1 |
4,368.3 |
4,368.3 |
4,382.6 |
4,359.0 |
S2 |
4,349.7 |
4,349.7 |
4,378.2 |
|
S3 |
4,301.7 |
4,320.3 |
4,373.8 |
|
S4 |
4,253.7 |
4,272.3 |
4,360.6 |
|
|
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 |
4,364.0 |
71.0 |
1.6% |
42.0 |
1.0% |
32% |
False |
False |
635,330 |
10 |
4,435.0 |
4,220.0 |
215.0 |
4.9% |
59.2 |
1.3% |
78% |
False |
False |
779,504 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
53.3 |
1.2% |
74% |
False |
False |
730,213 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
49.8 |
1.1% |
74% |
False |
False |
561,714 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
45.6 |
1.0% |
74% |
False |
False |
375,305 |
80 |
4,447.0 |
4,040.0 |
407.0 |
9.3% |
43.1 |
1.0% |
85% |
False |
False |
281,949 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
39.1 |
0.9% |
87% |
False |
False |
225,570 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
32.6 |
0.7% |
87% |
False |
False |
187,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,631.0 |
2.618 |
4,552.7 |
1.618 |
4,504.7 |
1.000 |
4,475.0 |
0.618 |
4,456.7 |
HIGH |
4,427.0 |
0.618 |
4,408.7 |
0.500 |
4,403.0 |
0.382 |
4,397.3 |
LOW |
4,379.0 |
0.618 |
4,349.3 |
1.000 |
4,331.0 |
1.618 |
4,301.3 |
2.618 |
4,253.3 |
4.250 |
4,175.0 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,403.0 |
4,395.5 |
PP |
4,397.7 |
4,392.7 |
S1 |
4,392.3 |
4,389.8 |
|