Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,403.0 |
4,376.0 |
-27.0 |
-0.6% |
4,259.0 |
High |
4,427.0 |
4,402.0 |
-25.0 |
-0.6% |
4,435.0 |
Low |
4,379.0 |
4,361.0 |
-18.0 |
-0.4% |
4,233.0 |
Close |
4,387.0 |
4,395.0 |
8.0 |
0.2% |
4,425.0 |
Range |
48.0 |
41.0 |
-7.0 |
-14.6% |
202.0 |
ATR |
54.4 |
53.4 |
-1.0 |
-1.8% |
0.0 |
Volume |
638,182 |
606,708 |
-31,474 |
-4.9% |
3,668,790 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,509.0 |
4,493.0 |
4,417.6 |
|
R3 |
4,468.0 |
4,452.0 |
4,406.3 |
|
R2 |
4,427.0 |
4,427.0 |
4,402.5 |
|
R1 |
4,411.0 |
4,411.0 |
4,398.8 |
4,419.0 |
PP |
4,386.0 |
4,386.0 |
4,386.0 |
4,390.0 |
S1 |
4,370.0 |
4,370.0 |
4,391.2 |
4,378.0 |
S2 |
4,345.0 |
4,345.0 |
4,387.5 |
|
S3 |
4,304.0 |
4,329.0 |
4,383.7 |
|
S4 |
4,263.0 |
4,288.0 |
4,372.5 |
|
|
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 |
4,361.0 |
74.0 |
1.7% |
40.0 |
0.9% |
46% |
False |
True |
601,314 |
10 |
4,435.0 |
4,220.0 |
215.0 |
4.9% |
49.5 |
1.1% |
81% |
False |
False |
702,043 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
53.6 |
1.2% |
77% |
False |
False |
729,759 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
50.5 |
1.1% |
77% |
False |
False |
576,872 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
45.7 |
1.0% |
77% |
False |
False |
385,416 |
80 |
4,447.0 |
4,040.0 |
407.0 |
9.3% |
42.9 |
1.0% |
87% |
False |
False |
289,526 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
39.5 |
0.9% |
89% |
False |
False |
231,637 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
33.0 |
0.7% |
89% |
False |
False |
193,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.3 |
2.618 |
4,509.3 |
1.618 |
4,468.3 |
1.000 |
4,443.0 |
0.618 |
4,427.3 |
HIGH |
4,402.0 |
0.618 |
4,386.3 |
0.500 |
4,381.5 |
0.382 |
4,376.7 |
LOW |
4,361.0 |
0.618 |
4,335.7 |
1.000 |
4,320.0 |
1.618 |
4,294.7 |
2.618 |
4,253.7 |
4.250 |
4,186.8 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,390.5 |
4,394.7 |
PP |
4,386.0 |
4,394.3 |
S1 |
4,381.5 |
4,394.0 |
|