| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,258.0 |
16,157.0 |
-101.0 |
-0.6% |
15,732.0 |
| High |
16,258.0 |
16,211.0 |
-47.0 |
-0.3% |
16,292.0 |
| Low |
16,167.0 |
16,092.0 |
-75.0 |
-0.5% |
15,648.0 |
| Close |
16,209.0 |
16,172.0 |
-37.0 |
-0.2% |
16,209.0 |
| Range |
91.0 |
119.0 |
28.0 |
30.8% |
644.0 |
| ATR |
191.2 |
186.1 |
-5.2 |
-2.7% |
0.0 |
| Volume |
46,339 |
42,897 |
-3,442 |
-7.4% |
285,373 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,515.3 |
16,462.7 |
16,237.5 |
|
| R3 |
16,396.3 |
16,343.7 |
16,204.7 |
|
| R2 |
16,277.3 |
16,277.3 |
16,193.8 |
|
| R1 |
16,224.7 |
16,224.7 |
16,182.9 |
16,251.0 |
| PP |
16,158.3 |
16,158.3 |
16,158.3 |
16,171.5 |
| S1 |
16,105.7 |
16,105.7 |
16,161.1 |
16,132.0 |
| S2 |
16,039.3 |
16,039.3 |
16,150.2 |
|
| S3 |
15,920.3 |
15,986.7 |
16,139.3 |
|
| S4 |
15,801.3 |
15,867.7 |
16,106.6 |
|
|
| 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 |
15,761.0 |
531.0 |
3.3% |
165.2 |
1.0% |
77% |
False |
False |
55,276 |
| 10 |
16,332.0 |
15,559.0 |
773.0 |
4.8% |
196.2 |
1.2% |
79% |
False |
False |
58,395 |
| 20 |
16,572.0 |
15,559.0 |
1,013.0 |
6.3% |
187.9 |
1.2% |
61% |
False |
False |
58,648 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.3% |
169.3 |
1.0% |
61% |
False |
False |
33,552 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.3% |
144.2 |
0.9% |
61% |
False |
False |
22,377 |
| 80 |
16,572.0 |
15,111.0 |
1,461.0 |
9.0% |
130.7 |
0.8% |
73% |
False |
False |
16,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,716.8 |
|
2.618 |
16,522.5 |
|
1.618 |
16,403.5 |
|
1.000 |
16,330.0 |
|
0.618 |
16,284.5 |
|
HIGH |
16,211.0 |
|
0.618 |
16,165.5 |
|
0.500 |
16,151.5 |
|
0.382 |
16,137.5 |
|
LOW |
16,092.0 |
|
0.618 |
16,018.5 |
|
1.000 |
15,973.0 |
|
1.618 |
15,899.5 |
|
2.618 |
15,780.5 |
|
4.250 |
15,586.3 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,165.2 |
16,192.0 |
| PP |
16,158.3 |
16,185.3 |
| S1 |
16,151.5 |
16,178.7 |
|