Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,550.25 |
4,582.75 |
32.50 |
0.7% |
4,437.50 |
High |
4,594.50 |
4,609.25 |
14.75 |
0.3% |
4,560.50 |
Low |
4,544.75 |
4,582.25 |
37.50 |
0.8% |
4,411.25 |
Close |
4,587.75 |
4,597.00 |
9.25 |
0.2% |
4,536.75 |
Range |
49.75 |
27.00 |
-22.75 |
-45.7% |
149.25 |
ATR |
43.38 |
42.21 |
-1.17 |
-2.7% |
0.00 |
Volume |
1,301,460 |
1,538,747 |
237,287 |
18.2% |
7,024,945 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,677.25 |
4,664.00 |
4,611.75 |
|
R3 |
4,650.25 |
4,637.00 |
4,604.50 |
|
R2 |
4,623.25 |
4,623.25 |
4,602.00 |
|
R1 |
4,610.00 |
4,610.00 |
4,599.50 |
4,616.50 |
PP |
4,596.25 |
4,596.25 |
4,596.25 |
4,599.50 |
S1 |
4,583.00 |
4,583.00 |
4,594.50 |
4,589.50 |
S2 |
4,569.25 |
4,569.25 |
4,592.00 |
|
S3 |
4,542.25 |
4,556.00 |
4,589.50 |
|
S4 |
4,515.25 |
4,529.00 |
4,582.25 |
|
|
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 |
4,609.25 |
4,509.25 |
100.00 |
2.2% |
37.25 |
0.8% |
88% |
True |
False |
1,287,486 |
10 |
4,609.25 |
4,411.25 |
198.00 |
4.3% |
42.50 |
0.9% |
94% |
True |
False |
1,435,628 |
20 |
4,609.25 |
4,368.50 |
240.75 |
5.2% |
39.75 |
0.9% |
95% |
True |
False |
1,441,120 |
40 |
4,609.25 |
4,154.75 |
454.50 |
9.9% |
45.00 |
1.0% |
97% |
True |
False |
1,072,156 |
60 |
4,609.25 |
4,098.25 |
511.00 |
11.1% |
47.25 |
1.0% |
98% |
True |
False |
715,966 |
80 |
4,609.25 |
4,015.00 |
594.25 |
12.9% |
45.75 |
1.0% |
98% |
True |
False |
537,438 |
100 |
4,609.25 |
3,874.75 |
734.50 |
16.0% |
52.25 |
1.1% |
98% |
True |
False |
430,133 |
120 |
4,609.25 |
3,874.75 |
734.50 |
16.0% |
54.00 |
1.2% |
98% |
True |
False |
358,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,724.00 |
2.618 |
4,680.00 |
1.618 |
4,653.00 |
1.000 |
4,636.25 |
0.618 |
4,626.00 |
HIGH |
4,609.25 |
0.618 |
4,599.00 |
0.500 |
4,595.75 |
0.382 |
4,592.50 |
LOW |
4,582.25 |
0.618 |
4,565.50 |
1.000 |
4,555.25 |
1.618 |
4,538.50 |
2.618 |
4,511.50 |
4.250 |
4,467.50 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,596.50 |
4,587.50 |
PP |
4,596.25 |
4,578.00 |
S1 |
4,595.75 |
4,568.50 |
|