Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,376.0 |
4,376.0 |
0.0 |
0.0% |
4,400.0 |
High |
4,402.0 |
4,418.0 |
16.0 |
0.4% |
4,427.0 |
Low |
4,361.0 |
4,375.0 |
14.0 |
0.3% |
4,361.0 |
Close |
4,395.0 |
4,413.0 |
18.0 |
0.4% |
4,413.0 |
Range |
41.0 |
43.0 |
2.0 |
4.9% |
66.0 |
ATR |
53.4 |
52.7 |
-0.7 |
-1.4% |
0.0 |
Volume |
606,708 |
492,508 |
-114,200 |
-18.8% |
2,899,758 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.0 |
4,515.0 |
4,436.7 |
|
R3 |
4,488.0 |
4,472.0 |
4,424.8 |
|
R2 |
4,445.0 |
4,445.0 |
4,420.9 |
|
R1 |
4,429.0 |
4,429.0 |
4,416.9 |
4,437.0 |
PP |
4,402.0 |
4,402.0 |
4,402.0 |
4,406.0 |
S1 |
4,386.0 |
4,386.0 |
4,409.1 |
4,394.0 |
S2 |
4,359.0 |
4,359.0 |
4,405.1 |
|
S3 |
4,316.0 |
4,343.0 |
4,401.2 |
|
S4 |
4,273.0 |
4,300.0 |
4,389.4 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,598.3 |
4,571.7 |
4,449.3 |
|
R3 |
4,532.3 |
4,505.7 |
4,431.2 |
|
R2 |
4,466.3 |
4,466.3 |
4,425.1 |
|
R1 |
4,439.7 |
4,439.7 |
4,419.1 |
4,453.0 |
PP |
4,400.3 |
4,400.3 |
4,400.3 |
4,407.0 |
S1 |
4,373.7 |
4,373.7 |
4,407.0 |
4,387.0 |
S2 |
4,334.3 |
4,334.3 |
4,400.9 |
|
S3 |
4,268.3 |
4,307.7 |
4,394.9 |
|
S4 |
4,202.3 |
4,241.7 |
4,376.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,427.0 |
4,361.0 |
66.0 |
1.5% |
42.6 |
1.0% |
79% |
False |
False |
579,951 |
10 |
4,435.0 |
4,233.0 |
202.0 |
4.6% |
47.5 |
1.1% |
89% |
False |
False |
656,854 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
52.8 |
1.2% |
85% |
False |
False |
712,561 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
49.7 |
1.1% |
85% |
False |
False |
588,931 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
46.0 |
1.0% |
85% |
False |
False |
393,524 |
80 |
4,447.0 |
4,040.0 |
407.0 |
9.2% |
42.5 |
1.0% |
92% |
False |
False |
295,607 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
40.0 |
0.9% |
93% |
False |
False |
236,562 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
33.3 |
0.8% |
93% |
False |
False |
197,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,600.8 |
2.618 |
4,530.6 |
1.618 |
4,487.6 |
1.000 |
4,461.0 |
0.618 |
4,444.6 |
HIGH |
4,418.0 |
0.618 |
4,401.6 |
0.500 |
4,396.5 |
0.382 |
4,391.4 |
LOW |
4,375.0 |
0.618 |
4,348.4 |
1.000 |
4,332.0 |
1.618 |
4,305.4 |
2.618 |
4,262.4 |
4.250 |
4,192.3 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,407.5 |
4,406.7 |
PP |
4,402.0 |
4,400.3 |
S1 |
4,396.5 |
4,394.0 |
|