| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,259.0 |
16,258.0 |
-1.0 |
0.0% |
16,157.0 |
| High |
16,304.0 |
16,324.0 |
20.0 |
0.1% |
16,341.0 |
| Low |
16,203.0 |
16,221.0 |
18.0 |
0.1% |
16,092.0 |
| Close |
16,281.0 |
16,295.0 |
14.0 |
0.1% |
16,270.0 |
| Range |
101.0 |
103.0 |
2.0 |
2.0% |
249.0 |
| ATR |
170.8 |
166.0 |
-4.8 |
-2.8% |
0.0 |
| Volume |
48,675 |
72,974 |
24,299 |
49.9% |
232,116 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,589.0 |
16,545.0 |
16,351.7 |
|
| R3 |
16,486.0 |
16,442.0 |
16,323.3 |
|
| R2 |
16,383.0 |
16,383.0 |
16,313.9 |
|
| R1 |
16,339.0 |
16,339.0 |
16,304.4 |
16,361.0 |
| PP |
16,280.0 |
16,280.0 |
16,280.0 |
16,291.0 |
| S1 |
16,236.0 |
16,236.0 |
16,285.6 |
16,258.0 |
| S2 |
16,177.0 |
16,177.0 |
16,276.1 |
|
| S3 |
16,074.0 |
16,133.0 |
16,266.7 |
|
| S4 |
15,971.0 |
16,030.0 |
16,238.4 |
|
|
| 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 |
16,142.0 |
199.0 |
1.2% |
130.6 |
0.8% |
77% |
False |
False |
53,848 |
| 10 |
16,341.0 |
15,909.0 |
432.0 |
2.7% |
142.6 |
0.9% |
89% |
False |
False |
52,946 |
| 20 |
16,341.0 |
15,559.0 |
782.0 |
4.8% |
168.9 |
1.0% |
94% |
False |
False |
55,625 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
169.0 |
1.0% |
73% |
False |
False |
41,300 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
149.6 |
0.9% |
73% |
False |
False |
27,557 |
| 80 |
16,572.0 |
15,379.0 |
1,193.0 |
7.3% |
134.2 |
0.8% |
77% |
False |
False |
20,672 |
| 100 |
16,572.0 |
14,978.0 |
1,594.0 |
9.8% |
115.1 |
0.7% |
83% |
False |
False |
16,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,761.8 |
|
2.618 |
16,593.7 |
|
1.618 |
16,490.7 |
|
1.000 |
16,427.0 |
|
0.618 |
16,387.7 |
|
HIGH |
16,324.0 |
|
0.618 |
16,284.7 |
|
0.500 |
16,272.5 |
|
0.382 |
16,260.3 |
|
LOW |
16,221.0 |
|
0.618 |
16,157.3 |
|
1.000 |
16,118.0 |
|
1.618 |
16,054.3 |
|
2.618 |
15,951.3 |
|
4.250 |
15,783.3 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,287.5 |
16,283.0 |
| PP |
16,280.0 |
16,271.0 |
| S1 |
16,272.5 |
16,259.0 |
|