| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,732.0 |
15,794.0 |
62.0 |
0.4% |
16,296.0 |
| High |
15,829.0 |
15,942.0 |
113.0 |
0.7% |
16,332.0 |
| Low |
15,648.0 |
15,761.0 |
113.0 |
0.7% |
15,559.0 |
| Close |
15,761.0 |
15,892.0 |
131.0 |
0.8% |
15,705.0 |
| Range |
181.0 |
181.0 |
0.0 |
0.0% |
773.0 |
| ATR |
195.8 |
194.8 |
-1.1 |
-0.5% |
0.0 |
| Volume |
51,890 |
57,786 |
5,896 |
11.4% |
255,683 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,408.0 |
16,331.0 |
15,991.6 |
|
| R3 |
16,227.0 |
16,150.0 |
15,941.8 |
|
| R2 |
16,046.0 |
16,046.0 |
15,925.2 |
|
| R1 |
15,969.0 |
15,969.0 |
15,908.6 |
16,007.5 |
| PP |
15,865.0 |
15,865.0 |
15,865.0 |
15,884.3 |
| S1 |
15,788.0 |
15,788.0 |
15,875.4 |
15,826.5 |
| S2 |
15,684.0 |
15,684.0 |
15,858.8 |
|
| S3 |
15,503.0 |
15,607.0 |
15,842.2 |
|
| S4 |
15,322.0 |
15,426.0 |
15,792.5 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,184.3 |
17,717.7 |
16,130.2 |
|
| R3 |
17,411.3 |
16,944.7 |
15,917.6 |
|
| R2 |
16,638.3 |
16,638.3 |
15,846.7 |
|
| R1 |
16,171.7 |
16,171.7 |
15,775.9 |
16,018.5 |
| PP |
15,865.3 |
15,865.3 |
15,865.3 |
15,788.8 |
| S1 |
15,398.7 |
15,398.7 |
15,634.1 |
15,245.5 |
| S2 |
15,092.3 |
15,092.3 |
15,563.3 |
|
| S3 |
14,319.3 |
14,625.7 |
15,492.4 |
|
| S4 |
13,546.3 |
13,852.7 |
15,279.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,151.0 |
15,559.0 |
592.0 |
3.7% |
234.8 |
1.5% |
56% |
False |
False |
64,349 |
| 10 |
16,332.0 |
15,559.0 |
773.0 |
4.9% |
195.1 |
1.2% |
43% |
False |
False |
58,305 |
| 20 |
16,572.0 |
15,559.0 |
1,013.0 |
6.4% |
186.7 |
1.2% |
33% |
False |
False |
55,563 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.4% |
159.4 |
1.0% |
33% |
False |
False |
28,095 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.4% |
137.2 |
0.9% |
33% |
False |
False |
18,736 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
10.0% |
122.9 |
0.8% |
57% |
False |
False |
14,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,711.3 |
|
2.618 |
16,415.9 |
|
1.618 |
16,234.9 |
|
1.000 |
16,123.0 |
|
0.618 |
16,053.9 |
|
HIGH |
15,942.0 |
|
0.618 |
15,872.9 |
|
0.500 |
15,851.5 |
|
0.382 |
15,830.1 |
|
LOW |
15,761.0 |
|
0.618 |
15,649.1 |
|
1.000 |
15,580.0 |
|
1.618 |
15,468.1 |
|
2.618 |
15,287.1 |
|
4.250 |
14,991.8 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,878.5 |
15,844.8 |
| PP |
15,865.0 |
15,797.7 |
| S1 |
15,851.5 |
15,750.5 |
|