Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,403.0 |
4,395.0 |
-8.0 |
-0.2% |
4,400.0 |
High |
4,421.0 |
4,401.0 |
-20.0 |
-0.5% |
4,427.0 |
Low |
4,394.0 |
4,331.0 |
-63.0 |
-1.4% |
4,361.0 |
Close |
4,411.0 |
4,366.0 |
-45.0 |
-1.0% |
4,413.0 |
Range |
27.0 |
70.0 |
43.0 |
159.3% |
66.0 |
ATR |
49.2 |
51.4 |
2.2 |
4.5% |
0.0 |
Volume |
890,398 |
1,182,595 |
292,197 |
32.8% |
2,899,758 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,576.0 |
4,541.0 |
4,404.5 |
|
R3 |
4,506.0 |
4,471.0 |
4,385.3 |
|
R2 |
4,436.0 |
4,436.0 |
4,378.8 |
|
R1 |
4,401.0 |
4,401.0 |
4,372.4 |
4,383.5 |
PP |
4,366.0 |
4,366.0 |
4,366.0 |
4,357.3 |
S1 |
4,331.0 |
4,331.0 |
4,359.6 |
4,313.5 |
S2 |
4,296.0 |
4,296.0 |
4,353.2 |
|
S3 |
4,226.0 |
4,261.0 |
4,346.8 |
|
S4 |
4,156.0 |
4,191.0 |
4,327.5 |
|
|
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 |
4,421.0 |
4,331.0 |
90.0 |
2.1% |
41.6 |
1.0% |
39% |
False |
True |
742,810 |
10 |
4,435.0 |
4,331.0 |
104.0 |
2.4% |
41.8 |
1.0% |
34% |
False |
True |
689,070 |
20 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
50.2 |
1.1% |
64% |
False |
False |
743,516 |
40 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
48.6 |
1.1% |
64% |
False |
False |
654,158 |
60 |
4,447.0 |
4,220.0 |
227.0 |
5.2% |
46.3 |
1.1% |
64% |
False |
False |
436,729 |
80 |
4,447.0 |
4,150.0 |
297.0 |
6.8% |
41.4 |
0.9% |
73% |
False |
False |
328,291 |
100 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
41.2 |
0.9% |
83% |
False |
False |
262,710 |
120 |
4,447.0 |
3,970.0 |
477.0 |
10.9% |
34.3 |
0.8% |
83% |
False |
False |
218,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,698.5 |
2.618 |
4,584.3 |
1.618 |
4,514.3 |
1.000 |
4,471.0 |
0.618 |
4,444.3 |
HIGH |
4,401.0 |
0.618 |
4,374.3 |
0.500 |
4,366.0 |
0.382 |
4,357.7 |
LOW |
4,331.0 |
0.618 |
4,287.7 |
1.000 |
4,261.0 |
1.618 |
4,217.7 |
2.618 |
4,147.7 |
4.250 |
4,033.5 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,366.0 |
4,376.0 |
PP |
4,366.0 |
4,372.7 |
S1 |
4,366.0 |
4,369.3 |
|