Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,376.0 |
4,412.0 |
36.0 |
0.8% |
4,400.0 |
High |
4,418.0 |
4,412.0 |
-6.0 |
-0.1% |
4,427.0 |
Low |
4,375.0 |
4,385.0 |
10.0 |
0.2% |
4,361.0 |
Close |
4,413.0 |
4,407.0 |
-6.0 |
-0.1% |
4,413.0 |
Range |
43.0 |
27.0 |
-16.0 |
-37.2% |
66.0 |
ATR |
52.7 |
50.9 |
-1.8 |
-3.3% |
0.0 |
Volume |
492,508 |
541,842 |
49,334 |
10.0% |
2,899,758 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,482.3 |
4,471.7 |
4,421.9 |
|
R3 |
4,455.3 |
4,444.7 |
4,414.4 |
|
R2 |
4,428.3 |
4,428.3 |
4,412.0 |
|
R1 |
4,417.7 |
4,417.7 |
4,409.5 |
4,409.5 |
PP |
4,401.3 |
4,401.3 |
4,401.3 |
4,397.3 |
S1 |
4,390.7 |
4,390.7 |
4,404.5 |
4,382.5 |
S2 |
4,374.3 |
4,374.3 |
4,402.1 |
|
S3 |
4,347.3 |
4,363.7 |
4,399.6 |
|
S4 |
4,320.3 |
4,336.7 |
4,392.2 |
|
|
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% |
39.8 |
0.9% |
70% |
False |
False |
566,753 |
10 |
4,435.0 |
4,282.0 |
153.0 |
3.5% |
43.8 |
1.0% |
82% |
False |
False |
647,423 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
51.2 |
1.2% |
82% |
False |
False |
702,744 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
48.9 |
1.1% |
82% |
False |
False |
602,469 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
45.9 |
1.0% |
82% |
False |
False |
402,555 |
80 |
4,447.0 |
4,040.0 |
407.0 |
9.2% |
41.8 |
0.9% |
90% |
False |
False |
302,379 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
40.2 |
0.9% |
92% |
False |
False |
241,980 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
33.5 |
0.8% |
92% |
False |
False |
201,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,526.8 |
2.618 |
4,482.7 |
1.618 |
4,455.7 |
1.000 |
4,439.0 |
0.618 |
4,428.7 |
HIGH |
4,412.0 |
0.618 |
4,401.7 |
0.500 |
4,398.5 |
0.382 |
4,395.3 |
LOW |
4,385.0 |
0.618 |
4,368.3 |
1.000 |
4,358.0 |
1.618 |
4,341.3 |
2.618 |
4,314.3 |
4.250 |
4,270.3 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,404.2 |
4,401.2 |
PP |
4,401.3 |
4,395.3 |
S1 |
4,398.5 |
4,389.5 |
|