| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,218.0 |
16,430.0 |
212.0 |
1.3% |
16,259.0 |
| High |
16,533.0 |
16,576.0 |
43.0 |
0.3% |
16,576.0 |
| Low |
16,214.0 |
16,399.0 |
185.0 |
1.1% |
16,085.0 |
| Close |
16,491.0 |
16,561.0 |
70.0 |
0.4% |
16,561.0 |
| Range |
319.0 |
177.0 |
-142.0 |
-44.5% |
491.0 |
| ATR |
182.6 |
182.2 |
-0.4 |
-0.2% |
0.0 |
| Volume |
53,568 |
41,854 |
-11,714 |
-21.9% |
292,853 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,043.0 |
16,979.0 |
16,658.4 |
|
| R3 |
16,866.0 |
16,802.0 |
16,609.7 |
|
| R2 |
16,689.0 |
16,689.0 |
16,593.5 |
|
| R1 |
16,625.0 |
16,625.0 |
16,577.2 |
16,657.0 |
| PP |
16,512.0 |
16,512.0 |
16,512.0 |
16,528.0 |
| S1 |
16,448.0 |
16,448.0 |
16,544.8 |
16,480.0 |
| S2 |
16,335.0 |
16,335.0 |
16,528.6 |
|
| S3 |
16,158.0 |
16,271.0 |
16,512.3 |
|
| S4 |
15,981.0 |
16,094.0 |
16,463.7 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,880.3 |
17,711.7 |
16,831.1 |
|
| R3 |
17,389.3 |
17,220.7 |
16,696.0 |
|
| R2 |
16,898.3 |
16,898.3 |
16,651.0 |
|
| R1 |
16,729.7 |
16,729.7 |
16,606.0 |
16,814.0 |
| PP |
16,407.3 |
16,407.3 |
16,407.3 |
16,449.5 |
| S1 |
16,238.7 |
16,238.7 |
16,516.0 |
16,323.0 |
| S2 |
15,916.3 |
15,916.3 |
16,471.0 |
|
| S3 |
15,425.3 |
15,747.7 |
16,426.0 |
|
| S4 |
14,934.3 |
15,256.7 |
16,291.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,576.0 |
16,085.0 |
491.0 |
3.0% |
190.0 |
1.1% |
97% |
True |
False |
58,570 |
| 10 |
16,576.0 |
16,085.0 |
491.0 |
3.0% |
164.6 |
1.0% |
97% |
True |
False |
52,496 |
| 20 |
16,576.0 |
15,559.0 |
1,017.0 |
6.1% |
187.2 |
1.1% |
99% |
True |
False |
56,613 |
| 40 |
16,576.0 |
15,559.0 |
1,017.0 |
6.1% |
170.8 |
1.0% |
99% |
True |
False |
45,561 |
| 60 |
16,576.0 |
15,559.0 |
1,017.0 |
6.1% |
155.7 |
0.9% |
99% |
True |
False |
30,409 |
| 80 |
16,576.0 |
15,559.0 |
1,017.0 |
6.1% |
137.6 |
0.8% |
99% |
True |
False |
22,811 |
| 100 |
16,576.0 |
14,978.0 |
1,598.0 |
9.6% |
122.4 |
0.7% |
99% |
True |
False |
18,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,328.3 |
|
2.618 |
17,039.4 |
|
1.618 |
16,862.4 |
|
1.000 |
16,753.0 |
|
0.618 |
16,685.4 |
|
HIGH |
16,576.0 |
|
0.618 |
16,508.4 |
|
0.500 |
16,487.5 |
|
0.382 |
16,466.6 |
|
LOW |
16,399.0 |
|
0.618 |
16,289.6 |
|
1.000 |
16,222.0 |
|
1.618 |
16,112.6 |
|
2.618 |
15,935.6 |
|
4.250 |
15,646.8 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,536.5 |
16,484.2 |
| PP |
16,512.0 |
16,407.3 |
| S1 |
16,487.5 |
16,330.5 |
|