Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,539.50 |
4,536.00 |
-3.50 |
-0.1% |
4,437.50 |
High |
4,560.50 |
4,565.75 |
5.25 |
0.1% |
4,560.50 |
Low |
4,531.00 |
4,528.00 |
-3.00 |
-0.1% |
4,411.25 |
Close |
4,536.75 |
4,553.75 |
17.00 |
0.4% |
4,536.75 |
Range |
29.50 |
37.75 |
8.25 |
28.0% |
149.25 |
ATR |
43.28 |
42.89 |
-0.40 |
-0.9% |
0.00 |
Volume |
1,381,069 |
1,057,965 |
-323,104 |
-23.4% |
7,024,945 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.50 |
4,645.75 |
4,574.50 |
|
R3 |
4,624.75 |
4,608.00 |
4,564.25 |
|
R2 |
4,587.00 |
4,587.00 |
4,560.75 |
|
R1 |
4,570.25 |
4,570.25 |
4,557.25 |
4,578.50 |
PP |
4,549.25 |
4,549.25 |
4,549.25 |
4,553.25 |
S1 |
4,532.50 |
4,532.50 |
4,550.25 |
4,541.00 |
S2 |
4,511.50 |
4,511.50 |
4,546.75 |
|
S3 |
4,473.75 |
4,494.75 |
4,543.25 |
|
S4 |
4,436.00 |
4,457.00 |
4,533.00 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,950.50 |
4,893.00 |
4,618.75 |
|
R3 |
4,801.25 |
4,743.75 |
4,577.75 |
|
R2 |
4,652.00 |
4,652.00 |
4,564.00 |
|
R1 |
4,594.50 |
4,594.50 |
4,550.50 |
4,623.25 |
PP |
4,502.75 |
4,502.75 |
4,502.75 |
4,517.25 |
S1 |
4,445.25 |
4,445.25 |
4,523.00 |
4,474.00 |
S2 |
4,353.50 |
4,353.50 |
4,509.50 |
|
S3 |
4,204.25 |
4,296.00 |
4,495.75 |
|
S4 |
4,055.00 |
4,146.75 |
4,454.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,565.75 |
4,439.00 |
126.75 |
2.8% |
40.50 |
0.9% |
91% |
True |
False |
1,344,351 |
10 |
4,565.75 |
4,411.25 |
154.50 |
3.4% |
39.00 |
0.9% |
92% |
True |
False |
1,335,112 |
20 |
4,565.75 |
4,368.50 |
197.25 |
4.3% |
40.50 |
0.9% |
94% |
True |
False |
1,470,885 |
40 |
4,565.75 |
4,154.75 |
411.00 |
9.0% |
45.25 |
1.0% |
97% |
True |
False |
1,001,462 |
60 |
4,565.75 |
4,098.25 |
467.50 |
10.3% |
47.00 |
1.0% |
97% |
True |
False |
668,700 |
80 |
4,565.75 |
3,966.75 |
599.00 |
13.2% |
47.00 |
1.0% |
98% |
True |
False |
501,977 |
100 |
4,565.75 |
3,874.75 |
691.00 |
15.2% |
53.00 |
1.2% |
98% |
True |
False |
401,735 |
120 |
4,565.75 |
3,874.75 |
691.00 |
15.2% |
54.50 |
1.2% |
98% |
True |
False |
334,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,726.25 |
2.618 |
4,664.50 |
1.618 |
4,626.75 |
1.000 |
4,603.50 |
0.618 |
4,589.00 |
HIGH |
4,565.75 |
0.618 |
4,551.25 |
0.500 |
4,547.00 |
0.382 |
4,542.50 |
LOW |
4,528.00 |
0.618 |
4,504.75 |
1.000 |
4,490.25 |
1.618 |
4,467.00 |
2.618 |
4,429.25 |
4.250 |
4,367.50 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,551.50 |
4,548.25 |
PP |
4,549.25 |
4,543.00 |
S1 |
4,547.00 |
4,537.50 |
|