| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,199.0 |
16,221.0 |
22.0 |
0.1% |
16,157.0 |
| High |
16,330.0 |
16,282.0 |
-48.0 |
-0.3% |
16,341.0 |
| Low |
16,142.0 |
16,194.0 |
52.0 |
0.3% |
16,092.0 |
| Close |
16,298.0 |
16,270.0 |
-28.0 |
-0.2% |
16,270.0 |
| Range |
188.0 |
88.0 |
-100.0 |
-53.2% |
249.0 |
| ATR |
181.8 |
176.2 |
-5.6 |
-3.1% |
0.0 |
| Volume |
53,455 |
44,300 |
-9,155 |
-17.1% |
232,116 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,512.7 |
16,479.3 |
16,318.4 |
|
| R3 |
16,424.7 |
16,391.3 |
16,294.2 |
|
| R2 |
16,336.7 |
16,336.7 |
16,286.1 |
|
| R1 |
16,303.3 |
16,303.3 |
16,278.1 |
16,320.0 |
| PP |
16,248.7 |
16,248.7 |
16,248.7 |
16,257.0 |
| S1 |
16,215.3 |
16,215.3 |
16,261.9 |
16,232.0 |
| S2 |
16,160.7 |
16,160.7 |
16,253.9 |
|
| S3 |
16,072.7 |
16,127.3 |
16,245.8 |
|
| S4 |
15,984.7 |
16,039.3 |
16,221.6 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,981.3 |
16,874.7 |
16,407.0 |
|
| R3 |
16,732.3 |
16,625.7 |
16,338.5 |
|
| R2 |
16,483.3 |
16,483.3 |
16,315.7 |
|
| R1 |
16,376.7 |
16,376.7 |
16,292.8 |
16,430.0 |
| PP |
16,234.3 |
16,234.3 |
16,234.3 |
16,261.0 |
| S1 |
16,127.7 |
16,127.7 |
16,247.2 |
16,181.0 |
| S2 |
15,985.3 |
15,985.3 |
16,224.4 |
|
| S3 |
15,736.3 |
15,878.7 |
16,201.5 |
|
| S4 |
15,487.3 |
15,629.7 |
16,133.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,341.0 |
16,092.0 |
249.0 |
1.5% |
139.2 |
0.9% |
71% |
False |
False |
46,423 |
| 10 |
16,341.0 |
15,648.0 |
693.0 |
4.3% |
158.4 |
1.0% |
90% |
False |
False |
51,748 |
| 20 |
16,341.0 |
15,559.0 |
782.0 |
4.8% |
180.2 |
1.1% |
91% |
False |
False |
55,966 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
172.6 |
1.1% |
70% |
False |
False |
38,267 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
150.1 |
0.9% |
70% |
False |
False |
25,530 |
| 80 |
16,572.0 |
15,111.0 |
1,461.0 |
9.0% |
136.4 |
0.8% |
79% |
False |
False |
19,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,656.0 |
|
2.618 |
16,512.4 |
|
1.618 |
16,424.4 |
|
1.000 |
16,370.0 |
|
0.618 |
16,336.4 |
|
HIGH |
16,282.0 |
|
0.618 |
16,248.4 |
|
0.500 |
16,238.0 |
|
0.382 |
16,227.6 |
|
LOW |
16,194.0 |
|
0.618 |
16,139.6 |
|
1.000 |
16,106.0 |
|
1.618 |
16,051.6 |
|
2.618 |
15,963.6 |
|
4.250 |
15,820.0 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,259.3 |
16,260.5 |
| PP |
16,248.7 |
16,251.0 |
| S1 |
16,238.0 |
16,241.5 |
|