| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,258.0 |
16,305.0 |
47.0 |
0.3% |
16,157.0 |
| High |
16,324.0 |
16,335.0 |
11.0 |
0.1% |
16,341.0 |
| Low |
16,221.0 |
16,085.0 |
-136.0 |
-0.8% |
16,092.0 |
| Close |
16,295.0 |
16,213.0 |
-82.0 |
-0.5% |
16,270.0 |
| Range |
103.0 |
250.0 |
147.0 |
142.7% |
249.0 |
| ATR |
166.0 |
172.0 |
6.0 |
3.6% |
0.0 |
| Volume |
72,974 |
75,782 |
2,808 |
3.8% |
232,116 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,961.0 |
16,837.0 |
16,350.5 |
|
| R3 |
16,711.0 |
16,587.0 |
16,281.8 |
|
| R2 |
16,461.0 |
16,461.0 |
16,258.8 |
|
| R1 |
16,337.0 |
16,337.0 |
16,235.9 |
16,274.0 |
| PP |
16,211.0 |
16,211.0 |
16,211.0 |
16,179.5 |
| S1 |
16,087.0 |
16,087.0 |
16,190.1 |
16,024.0 |
| S2 |
15,961.0 |
15,961.0 |
16,167.2 |
|
| S3 |
15,711.0 |
15,837.0 |
16,144.3 |
|
| S4 |
15,461.0 |
15,587.0 |
16,075.5 |
|
|
| 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 |
16,335.0 |
16,085.0 |
250.0 |
1.5% |
146.0 |
0.9% |
51% |
True |
True |
59,037 |
| 10 |
16,341.0 |
16,085.0 |
256.0 |
1.6% |
143.5 |
0.9% |
50% |
False |
True |
53,624 |
| 20 |
16,341.0 |
15,559.0 |
782.0 |
4.8% |
172.8 |
1.1% |
84% |
False |
False |
56,814 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
168.3 |
1.0% |
65% |
False |
False |
43,189 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
152.2 |
0.9% |
65% |
False |
False |
28,820 |
| 80 |
16,572.0 |
15,440.0 |
1,132.0 |
7.0% |
135.6 |
0.8% |
68% |
False |
False |
21,619 |
| 100 |
16,572.0 |
14,978.0 |
1,594.0 |
9.8% |
117.6 |
0.7% |
77% |
False |
False |
17,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,397.5 |
|
2.618 |
16,989.5 |
|
1.618 |
16,739.5 |
|
1.000 |
16,585.0 |
|
0.618 |
16,489.5 |
|
HIGH |
16,335.0 |
|
0.618 |
16,239.5 |
|
0.500 |
16,210.0 |
|
0.382 |
16,180.5 |
|
LOW |
16,085.0 |
|
0.618 |
15,930.5 |
|
1.000 |
15,835.0 |
|
1.618 |
15,680.5 |
|
2.618 |
15,430.5 |
|
4.250 |
15,022.5 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,212.0 |
16,212.0 |
| PP |
16,211.0 |
16,211.0 |
| S1 |
16,210.0 |
16,210.0 |
|