Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,437.50 |
4,445.75 |
8.25 |
0.2% |
4,485.50 |
High |
4,448.25 |
4,478.50 |
30.25 |
0.7% |
4,494.00 |
Low |
4,411.25 |
4,439.00 |
27.75 |
0.6% |
4,419.50 |
Close |
4,444.25 |
4,473.50 |
29.25 |
0.7% |
4,434.00 |
Range |
37.00 |
39.50 |
2.50 |
6.8% |
74.50 |
ATR |
43.97 |
43.65 |
-0.32 |
-0.7% |
0.00 |
Volume |
1,361,155 |
1,340,232 |
-20,923 |
-1.5% |
5,268,212 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,582.25 |
4,567.25 |
4,495.25 |
|
R3 |
4,542.75 |
4,527.75 |
4,484.25 |
|
R2 |
4,503.25 |
4,503.25 |
4,480.75 |
|
R1 |
4,488.25 |
4,488.25 |
4,477.00 |
4,495.75 |
PP |
4,463.75 |
4,463.75 |
4,463.75 |
4,467.50 |
S1 |
4,448.75 |
4,448.75 |
4,470.00 |
4,456.25 |
S2 |
4,424.25 |
4,424.25 |
4,466.25 |
|
S3 |
4,384.75 |
4,409.25 |
4,462.75 |
|
S4 |
4,345.25 |
4,369.75 |
4,451.75 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,672.75 |
4,627.75 |
4,475.00 |
|
R3 |
4,598.25 |
4,553.25 |
4,454.50 |
|
R2 |
4,523.75 |
4,523.75 |
4,447.75 |
|
R1 |
4,478.75 |
4,478.75 |
4,440.75 |
4,464.00 |
PP |
4,449.25 |
4,449.25 |
4,449.25 |
4,441.75 |
S1 |
4,404.25 |
4,404.25 |
4,427.25 |
4,389.50 |
S2 |
4,374.75 |
4,374.75 |
4,420.25 |
|
S3 |
4,300.25 |
4,329.75 |
4,413.50 |
|
S4 |
4,225.75 |
4,255.25 |
4,393.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,493.75 |
4,411.25 |
82.50 |
1.8% |
42.50 |
1.0% |
75% |
False |
False |
1,465,662 |
10 |
4,498.00 |
4,371.50 |
126.50 |
2.8% |
40.50 |
0.9% |
81% |
False |
False |
1,457,500 |
20 |
4,498.00 |
4,348.75 |
149.25 |
3.3% |
44.00 |
1.0% |
84% |
False |
False |
1,646,628 |
40 |
4,498.00 |
4,150.00 |
348.00 |
7.8% |
45.50 |
1.0% |
93% |
False |
False |
867,300 |
60 |
4,498.00 |
4,098.25 |
399.75 |
8.9% |
46.75 |
1.0% |
94% |
False |
False |
579,144 |
80 |
4,498.00 |
3,925.00 |
573.00 |
12.8% |
49.25 |
1.1% |
96% |
False |
False |
434,802 |
100 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
53.50 |
1.2% |
96% |
False |
False |
347,922 |
120 |
4,498.00 |
3,874.75 |
623.25 |
13.9% |
55.00 |
1.2% |
96% |
False |
False |
289,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,646.50 |
2.618 |
4,582.00 |
1.618 |
4,542.50 |
1.000 |
4,518.00 |
0.618 |
4,503.00 |
HIGH |
4,478.50 |
0.618 |
4,463.50 |
0.500 |
4,458.75 |
0.382 |
4,454.00 |
LOW |
4,439.00 |
0.618 |
4,414.50 |
1.000 |
4,399.50 |
1.618 |
4,375.00 |
2.618 |
4,335.50 |
4.250 |
4,271.00 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,468.50 |
4,464.00 |
PP |
4,463.75 |
4,454.50 |
S1 |
4,458.75 |
4,445.00 |
|