Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,373.0 |
4,443.0 |
70.0 |
1.6% |
4,412.0 |
High |
4,481.0 |
4,498.0 |
17.0 |
0.4% |
4,498.0 |
Low |
4,373.0 |
4,432.0 |
59.0 |
1.3% |
4,331.0 |
Close |
4,469.0 |
4,495.0 |
26.0 |
0.6% |
4,495.0 |
Range |
108.0 |
66.0 |
-42.0 |
-38.9% |
167.0 |
ATR |
56.0 |
56.7 |
0.7 |
1.3% |
0.0 |
Volume |
861,828 |
818,049 |
-43,779 |
-5.1% |
4,294,712 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,673.0 |
4,650.0 |
4,531.3 |
|
R3 |
4,607.0 |
4,584.0 |
4,513.2 |
|
R2 |
4,541.0 |
4,541.0 |
4,507.1 |
|
R1 |
4,518.0 |
4,518.0 |
4,501.1 |
4,529.5 |
PP |
4,475.0 |
4,475.0 |
4,475.0 |
4,480.8 |
S1 |
4,452.0 |
4,452.0 |
4,489.0 |
4,463.5 |
S2 |
4,409.0 |
4,409.0 |
4,482.9 |
|
S3 |
4,343.0 |
4,386.0 |
4,476.9 |
|
S4 |
4,277.0 |
4,320.0 |
4,458.7 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,942.3 |
4,885.7 |
4,586.9 |
|
R3 |
4,775.3 |
4,718.7 |
4,540.9 |
|
R2 |
4,608.3 |
4,608.3 |
4,525.6 |
|
R1 |
4,551.7 |
4,551.7 |
4,510.3 |
4,580.0 |
PP |
4,441.3 |
4,441.3 |
4,441.3 |
4,455.5 |
S1 |
4,384.7 |
4,384.7 |
4,479.7 |
4,413.0 |
S2 |
4,274.3 |
4,274.3 |
4,464.4 |
|
S3 |
4,107.3 |
4,217.7 |
4,449.1 |
|
S4 |
3,940.3 |
4,050.7 |
4,403.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,498.0 |
4,331.0 |
167.0 |
3.7% |
59.6 |
1.3% |
98% |
True |
False |
858,942 |
10 |
4,498.0 |
4,331.0 |
167.0 |
3.7% |
51.1 |
1.1% |
98% |
True |
False |
719,447 |
20 |
4,498.0 |
4,220.0 |
278.0 |
6.2% |
55.3 |
1.2% |
99% |
True |
False |
768,199 |
40 |
4,498.0 |
4,220.0 |
278.0 |
6.2% |
49.9 |
1.1% |
99% |
True |
False |
695,197 |
60 |
4,498.0 |
4,220.0 |
278.0 |
6.2% |
47.3 |
1.1% |
99% |
True |
False |
464,725 |
80 |
4,498.0 |
4,220.0 |
278.0 |
6.2% |
42.3 |
0.9% |
99% |
True |
False |
349,289 |
100 |
4,498.0 |
3,970.0 |
528.0 |
11.7% |
43.0 |
1.0% |
99% |
True |
False |
279,509 |
120 |
4,498.0 |
3,970.0 |
528.0 |
11.7% |
35.8 |
0.8% |
99% |
True |
False |
232,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,778.5 |
2.618 |
4,670.8 |
1.618 |
4,604.8 |
1.000 |
4,564.0 |
0.618 |
4,538.8 |
HIGH |
4,498.0 |
0.618 |
4,472.8 |
0.500 |
4,465.0 |
0.382 |
4,457.2 |
LOW |
4,432.0 |
0.618 |
4,391.2 |
1.000 |
4,366.0 |
1.618 |
4,325.2 |
2.618 |
4,259.2 |
4.250 |
4,151.5 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,485.0 |
4,468.2 |
PP |
4,475.0 |
4,441.3 |
S1 |
4,465.0 |
4,414.5 |
|