| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,794.0 |
15,935.0 |
141.0 |
0.9% |
16,296.0 |
| High |
15,942.0 |
16,150.0 |
208.0 |
1.3% |
16,332.0 |
| Low |
15,761.0 |
15,909.0 |
148.0 |
0.9% |
15,559.0 |
| Close |
15,892.0 |
16,131.0 |
239.0 |
1.5% |
15,705.0 |
| Range |
181.0 |
241.0 |
60.0 |
33.1% |
773.0 |
| ATR |
194.8 |
199.3 |
4.5 |
2.3% |
0.0 |
| Volume |
57,786 |
69,004 |
11,218 |
19.4% |
255,683 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,786.3 |
16,699.7 |
16,263.6 |
|
| R3 |
16,545.3 |
16,458.7 |
16,197.3 |
|
| R2 |
16,304.3 |
16,304.3 |
16,175.2 |
|
| R1 |
16,217.7 |
16,217.7 |
16,153.1 |
16,261.0 |
| PP |
16,063.3 |
16,063.3 |
16,063.3 |
16,085.0 |
| S1 |
15,976.7 |
15,976.7 |
16,108.9 |
16,020.0 |
| S2 |
15,822.3 |
15,822.3 |
16,086.8 |
|
| S3 |
15,581.3 |
15,735.7 |
16,064.7 |
|
| S4 |
15,340.3 |
15,494.7 |
15,998.5 |
|
|
| 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 |
16,150.0 |
15,559.0 |
591.0 |
3.7% |
255.8 |
1.6% |
97% |
True |
False |
67,350 |
| 10 |
16,332.0 |
15,559.0 |
773.0 |
4.8% |
202.0 |
1.3% |
74% |
False |
False |
60,005 |
| 20 |
16,572.0 |
15,559.0 |
1,013.0 |
6.3% |
190.6 |
1.2% |
56% |
False |
False |
57,428 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.3% |
164.3 |
1.0% |
56% |
False |
False |
29,820 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.3% |
140.7 |
0.9% |
56% |
False |
False |
19,885 |
| 80 |
16,572.0 |
14,978.0 |
1,594.0 |
9.9% |
125.9 |
0.8% |
72% |
False |
False |
14,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,174.3 |
|
2.618 |
16,780.9 |
|
1.618 |
16,539.9 |
|
1.000 |
16,391.0 |
|
0.618 |
16,298.9 |
|
HIGH |
16,150.0 |
|
0.618 |
16,057.9 |
|
0.500 |
16,029.5 |
|
0.382 |
16,001.1 |
|
LOW |
15,909.0 |
|
0.618 |
15,760.1 |
|
1.000 |
15,668.0 |
|
1.618 |
15,519.1 |
|
2.618 |
15,278.1 |
|
4.250 |
14,884.8 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,097.2 |
16,053.7 |
| PP |
16,063.3 |
15,976.3 |
| S1 |
16,029.5 |
15,899.0 |
|