| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,935.0 |
16,128.0 |
193.0 |
1.2% |
16,296.0 |
| High |
16,150.0 |
16,292.0 |
142.0 |
0.9% |
16,332.0 |
| Low |
15,909.0 |
16,098.0 |
189.0 |
1.2% |
15,559.0 |
| Close |
16,131.0 |
16,253.0 |
122.0 |
0.8% |
15,705.0 |
| Range |
241.0 |
194.0 |
-47.0 |
-19.5% |
773.0 |
| ATR |
199.3 |
198.9 |
-0.4 |
-0.2% |
0.0 |
| Volume |
69,004 |
60,354 |
-8,650 |
-12.5% |
255,683 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,796.3 |
16,718.7 |
16,359.7 |
|
| R3 |
16,602.3 |
16,524.7 |
16,306.4 |
|
| R2 |
16,408.3 |
16,408.3 |
16,288.6 |
|
| R1 |
16,330.7 |
16,330.7 |
16,270.8 |
16,369.5 |
| PP |
16,214.3 |
16,214.3 |
16,214.3 |
16,233.8 |
| S1 |
16,136.7 |
16,136.7 |
16,235.2 |
16,175.5 |
| S2 |
16,020.3 |
16,020.3 |
16,217.4 |
|
| S3 |
15,826.3 |
15,942.7 |
16,199.7 |
|
| S4 |
15,632.3 |
15,748.7 |
16,146.3 |
|
|
| 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 |
16,292.0 |
15,559.0 |
733.0 |
4.5% |
208.6 |
1.3% |
95% |
True |
False |
62,003 |
| 10 |
16,332.0 |
15,559.0 |
773.0 |
4.8% |
208.8 |
1.3% |
90% |
False |
False |
60,841 |
| 20 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
192.7 |
1.2% |
69% |
False |
False |
58,361 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
169.1 |
1.0% |
69% |
False |
False |
31,328 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
143.7 |
0.9% |
69% |
False |
False |
20,890 |
| 80 |
16,572.0 |
15,004.0 |
1,568.0 |
9.6% |
128.3 |
0.8% |
80% |
False |
False |
15,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,116.5 |
|
2.618 |
16,799.9 |
|
1.618 |
16,605.9 |
|
1.000 |
16,486.0 |
|
0.618 |
16,411.9 |
|
HIGH |
16,292.0 |
|
0.618 |
16,217.9 |
|
0.500 |
16,195.0 |
|
0.382 |
16,172.1 |
|
LOW |
16,098.0 |
|
0.618 |
15,978.1 |
|
1.000 |
15,904.0 |
|
1.618 |
15,784.1 |
|
2.618 |
15,590.1 |
|
4.250 |
15,273.5 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,233.7 |
16,177.5 |
| PP |
16,214.3 |
16,102.0 |
| S1 |
16,195.0 |
16,026.5 |
|