| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,305.0 |
16,218.0 |
-87.0 |
-0.5% |
16,157.0 |
| High |
16,335.0 |
16,533.0 |
198.0 |
1.2% |
16,341.0 |
| Low |
16,085.0 |
16,214.0 |
129.0 |
0.8% |
16,092.0 |
| Close |
16,213.0 |
16,491.0 |
278.0 |
1.7% |
16,270.0 |
| Range |
250.0 |
319.0 |
69.0 |
27.6% |
249.0 |
| ATR |
172.0 |
182.6 |
10.6 |
6.1% |
0.0 |
| Volume |
75,782 |
53,568 |
-22,214 |
-29.3% |
232,116 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,369.7 |
17,249.3 |
16,666.5 |
|
| R3 |
17,050.7 |
16,930.3 |
16,578.7 |
|
| R2 |
16,731.7 |
16,731.7 |
16,549.5 |
|
| R1 |
16,611.3 |
16,611.3 |
16,520.2 |
16,671.5 |
| PP |
16,412.7 |
16,412.7 |
16,412.7 |
16,442.8 |
| S1 |
16,292.3 |
16,292.3 |
16,461.8 |
16,352.5 |
| S2 |
16,093.7 |
16,093.7 |
16,432.5 |
|
| S3 |
15,774.7 |
15,973.3 |
16,403.3 |
|
| S4 |
15,455.7 |
15,654.3 |
16,315.6 |
|
|
| 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 |
16,533.0 |
16,085.0 |
448.0 |
2.7% |
172.2 |
1.0% |
91% |
True |
False |
59,059 |
| 10 |
16,533.0 |
16,085.0 |
448.0 |
2.7% |
156.0 |
0.9% |
91% |
True |
False |
52,945 |
| 20 |
16,533.0 |
15,559.0 |
974.0 |
5.9% |
182.4 |
1.1% |
96% |
True |
False |
56,893 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.1% |
172.1 |
1.0% |
92% |
False |
False |
44,524 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.1% |
153.6 |
0.9% |
92% |
False |
False |
29,712 |
| 80 |
16,572.0 |
15,559.0 |
1,013.0 |
6.1% |
137.4 |
0.8% |
92% |
False |
False |
22,288 |
| 100 |
16,572.0 |
14,978.0 |
1,594.0 |
9.7% |
120.6 |
0.7% |
95% |
False |
False |
17,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,888.8 |
|
2.618 |
17,368.1 |
|
1.618 |
17,049.1 |
|
1.000 |
16,852.0 |
|
0.618 |
16,730.1 |
|
HIGH |
16,533.0 |
|
0.618 |
16,411.1 |
|
0.500 |
16,373.5 |
|
0.382 |
16,335.9 |
|
LOW |
16,214.0 |
|
0.618 |
16,016.9 |
|
1.000 |
15,895.0 |
|
1.618 |
15,697.9 |
|
2.618 |
15,378.9 |
|
4.250 |
14,858.3 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,451.8 |
16,430.3 |
| PP |
16,412.7 |
16,369.7 |
| S1 |
16,373.5 |
16,309.0 |
|