Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,412.0 |
4,403.0 |
-9.0 |
-0.2% |
4,400.0 |
High |
4,412.0 |
4,421.0 |
9.0 |
0.2% |
4,427.0 |
Low |
4,385.0 |
4,394.0 |
9.0 |
0.2% |
4,361.0 |
Close |
4,407.0 |
4,411.0 |
4.0 |
0.1% |
4,413.0 |
Range |
27.0 |
27.0 |
0.0 |
0.0% |
66.0 |
ATR |
50.9 |
49.2 |
-1.7 |
-3.4% |
0.0 |
Volume |
541,842 |
890,398 |
348,556 |
64.3% |
2,899,758 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,489.7 |
4,477.3 |
4,425.9 |
|
R3 |
4,462.7 |
4,450.3 |
4,418.4 |
|
R2 |
4,435.7 |
4,435.7 |
4,416.0 |
|
R1 |
4,423.3 |
4,423.3 |
4,413.5 |
4,429.5 |
PP |
4,408.7 |
4,408.7 |
4,408.7 |
4,411.8 |
S1 |
4,396.3 |
4,396.3 |
4,408.5 |
4,402.5 |
S2 |
4,381.7 |
4,381.7 |
4,406.1 |
|
S3 |
4,354.7 |
4,369.3 |
4,403.6 |
|
S4 |
4,327.7 |
4,342.3 |
4,396.2 |
|
|
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% |
37.2 |
0.8% |
76% |
False |
False |
633,927 |
10 |
4,435.0 |
4,321.0 |
114.0 |
2.6% |
42.0 |
1.0% |
79% |
False |
False |
662,359 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
49.6 |
1.1% |
84% |
False |
False |
713,888 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
48.9 |
1.1% |
84% |
False |
False |
624,707 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.1% |
45.9 |
1.0% |
84% |
False |
False |
417,394 |
80 |
4,447.0 |
4,122.0 |
325.0 |
7.4% |
40.9 |
0.9% |
89% |
False |
False |
313,509 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
40.5 |
0.9% |
92% |
False |
False |
250,884 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.8% |
33.8 |
0.8% |
92% |
False |
False |
209,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,535.8 |
2.618 |
4,491.7 |
1.618 |
4,464.7 |
1.000 |
4,448.0 |
0.618 |
4,437.7 |
HIGH |
4,421.0 |
0.618 |
4,410.7 |
0.500 |
4,407.5 |
0.382 |
4,404.3 |
LOW |
4,394.0 |
0.618 |
4,377.3 |
1.000 |
4,367.0 |
1.618 |
4,350.3 |
2.618 |
4,323.3 |
4.250 |
4,279.3 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,409.8 |
4,406.7 |
PP |
4,408.7 |
4,402.3 |
S1 |
4,407.5 |
4,398.0 |
|