Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,395.0 |
4,373.0 |
-22.0 |
-0.5% |
4,400.0 |
High |
4,401.0 |
4,481.0 |
80.0 |
1.8% |
4,427.0 |
Low |
4,331.0 |
4,373.0 |
42.0 |
1.0% |
4,361.0 |
Close |
4,366.0 |
4,469.0 |
103.0 |
2.4% |
4,413.0 |
Range |
70.0 |
108.0 |
38.0 |
54.3% |
66.0 |
ATR |
51.4 |
56.0 |
4.5 |
8.8% |
0.0 |
Volume |
1,182,595 |
861,828 |
-320,767 |
-27.1% |
2,899,758 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,765.0 |
4,725.0 |
4,528.4 |
|
R3 |
4,657.0 |
4,617.0 |
4,498.7 |
|
R2 |
4,549.0 |
4,549.0 |
4,488.8 |
|
R1 |
4,509.0 |
4,509.0 |
4,478.9 |
4,529.0 |
PP |
4,441.0 |
4,441.0 |
4,441.0 |
4,451.0 |
S1 |
4,401.0 |
4,401.0 |
4,459.1 |
4,421.0 |
S2 |
4,333.0 |
4,333.0 |
4,449.2 |
|
S3 |
4,225.0 |
4,293.0 |
4,439.3 |
|
S4 |
4,117.0 |
4,185.0 |
4,409.6 |
|
|
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 |
4,481.0 |
4,331.0 |
150.0 |
3.4% |
55.0 |
1.2% |
92% |
True |
False |
793,834 |
10 |
4,481.0 |
4,331.0 |
150.0 |
3.4% |
47.5 |
1.1% |
92% |
True |
False |
697,574 |
20 |
4,481.0 |
4,220.0 |
261.0 |
5.8% |
53.6 |
1.2% |
95% |
True |
False |
753,670 |
40 |
4,481.0 |
4,220.0 |
261.0 |
5.8% |
49.9 |
1.1% |
95% |
True |
False |
675,568 |
60 |
4,481.0 |
4,220.0 |
261.0 |
5.8% |
47.1 |
1.1% |
95% |
True |
False |
451,092 |
80 |
4,481.0 |
4,210.0 |
271.0 |
6.1% |
42.0 |
0.9% |
96% |
True |
False |
339,063 |
100 |
4,481.0 |
3,970.0 |
511.0 |
11.4% |
42.3 |
0.9% |
98% |
True |
False |
271,328 |
120 |
4,481.0 |
3,970.0 |
511.0 |
11.4% |
35.2 |
0.8% |
98% |
True |
False |
226,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,940.0 |
2.618 |
4,763.7 |
1.618 |
4,655.7 |
1.000 |
4,589.0 |
0.618 |
4,547.7 |
HIGH |
4,481.0 |
0.618 |
4,439.7 |
0.500 |
4,427.0 |
0.382 |
4,414.3 |
LOW |
4,373.0 |
0.618 |
4,306.3 |
1.000 |
4,265.0 |
1.618 |
4,198.3 |
2.618 |
4,090.3 |
4.250 |
3,914.0 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,455.0 |
4,448.0 |
PP |
4,441.0 |
4,427.0 |
S1 |
4,427.0 |
4,406.0 |
|