| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,128.0 |
16,258.0 |
130.0 |
0.8% |
15,732.0 |
| High |
16,292.0 |
16,258.0 |
-34.0 |
-0.2% |
16,292.0 |
| Low |
16,098.0 |
16,167.0 |
69.0 |
0.4% |
15,648.0 |
| Close |
16,253.0 |
16,209.0 |
-44.0 |
-0.3% |
16,209.0 |
| Range |
194.0 |
91.0 |
-103.0 |
-53.1% |
644.0 |
| ATR |
198.9 |
191.2 |
-7.7 |
-3.9% |
0.0 |
| Volume |
60,354 |
46,339 |
-14,015 |
-23.2% |
285,373 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,484.3 |
16,437.7 |
16,259.1 |
|
| R3 |
16,393.3 |
16,346.7 |
16,234.0 |
|
| R2 |
16,302.3 |
16,302.3 |
16,225.7 |
|
| R1 |
16,255.7 |
16,255.7 |
16,217.3 |
16,233.5 |
| PP |
16,211.3 |
16,211.3 |
16,211.3 |
16,200.3 |
| S1 |
16,164.7 |
16,164.7 |
16,200.7 |
16,142.5 |
| S2 |
16,120.3 |
16,120.3 |
16,192.3 |
|
| S3 |
16,029.3 |
16,073.7 |
16,184.0 |
|
| S4 |
15,938.3 |
15,982.7 |
16,159.0 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,981.7 |
17,739.3 |
16,563.2 |
|
| R3 |
17,337.7 |
17,095.3 |
16,386.1 |
|
| R2 |
16,693.7 |
16,693.7 |
16,327.1 |
|
| R1 |
16,451.3 |
16,451.3 |
16,268.0 |
16,572.5 |
| PP |
16,049.7 |
16,049.7 |
16,049.7 |
16,110.3 |
| S1 |
15,807.3 |
15,807.3 |
16,150.0 |
15,928.5 |
| S2 |
15,405.7 |
15,405.7 |
16,090.9 |
|
| S3 |
14,761.7 |
15,163.3 |
16,031.9 |
|
| S4 |
14,117.7 |
14,519.3 |
15,854.8 |
|
|
| 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 |
15,648.0 |
644.0 |
4.0% |
177.6 |
1.1% |
87% |
False |
False |
57,074 |
| 10 |
16,332.0 |
15,559.0 |
773.0 |
4.8% |
209.7 |
1.3% |
84% |
False |
False |
60,730 |
| 20 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
190.5 |
1.2% |
64% |
False |
False |
58,909 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
169.2 |
1.0% |
64% |
False |
False |
32,486 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
143.6 |
0.9% |
64% |
False |
False |
21,662 |
| 80 |
16,572.0 |
15,004.0 |
1,568.0 |
9.7% |
129.4 |
0.8% |
77% |
False |
False |
16,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,644.8 |
|
2.618 |
16,496.2 |
|
1.618 |
16,405.2 |
|
1.000 |
16,349.0 |
|
0.618 |
16,314.2 |
|
HIGH |
16,258.0 |
|
0.618 |
16,223.2 |
|
0.500 |
16,212.5 |
|
0.382 |
16,201.8 |
|
LOW |
16,167.0 |
|
0.618 |
16,110.8 |
|
1.000 |
16,076.0 |
|
1.618 |
16,019.8 |
|
2.618 |
15,928.8 |
|
4.250 |
15,780.3 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,212.5 |
16,172.8 |
| PP |
16,211.3 |
16,136.7 |
| S1 |
16,210.2 |
16,100.5 |
|