Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,582.75 |
4,593.25 |
10.50 |
0.2% |
4,437.50 |
High |
4,609.25 |
4,594.25 |
-15.00 |
-0.3% |
4,560.50 |
Low |
4,582.25 |
4,557.25 |
-25.00 |
-0.5% |
4,411.25 |
Close |
4,597.00 |
4,565.50 |
-31.50 |
-0.7% |
4,536.75 |
Range |
27.00 |
37.00 |
10.00 |
37.0% |
149.25 |
ATR |
42.21 |
42.03 |
-0.18 |
-0.4% |
0.00 |
Volume |
1,538,747 |
1,527,727 |
-11,020 |
-0.7% |
7,024,945 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,683.25 |
4,661.50 |
4,585.75 |
|
R3 |
4,646.25 |
4,624.50 |
4,575.75 |
|
R2 |
4,609.25 |
4,609.25 |
4,572.25 |
|
R1 |
4,587.50 |
4,587.50 |
4,569.00 |
4,580.00 |
PP |
4,572.25 |
4,572.25 |
4,572.25 |
4,568.50 |
S1 |
4,550.50 |
4,550.50 |
4,562.00 |
4,543.00 |
S2 |
4,535.25 |
4,535.25 |
4,558.75 |
|
S3 |
4,498.25 |
4,513.50 |
4,555.25 |
|
S4 |
4,461.25 |
4,476.50 |
4,545.25 |
|
|
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 |
4,528.00 |
81.25 |
1.8% |
36.25 |
0.8% |
46% |
False |
False |
1,361,393 |
10 |
4,609.25 |
4,411.25 |
198.00 |
4.3% |
39.75 |
0.9% |
78% |
False |
False |
1,414,248 |
20 |
4,609.25 |
4,368.50 |
240.75 |
5.3% |
39.75 |
0.9% |
82% |
False |
False |
1,444,093 |
40 |
4,609.25 |
4,154.75 |
454.50 |
10.0% |
44.75 |
1.0% |
90% |
False |
False |
1,110,211 |
60 |
4,609.25 |
4,098.25 |
511.00 |
11.2% |
47.25 |
1.0% |
91% |
False |
False |
741,405 |
80 |
4,609.25 |
4,015.00 |
594.25 |
13.0% |
45.75 |
1.0% |
93% |
False |
False |
556,514 |
100 |
4,609.25 |
3,874.75 |
734.50 |
16.1% |
52.25 |
1.1% |
94% |
False |
False |
445,410 |
120 |
4,609.25 |
3,874.75 |
734.50 |
16.1% |
54.00 |
1.2% |
94% |
False |
False |
371,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,751.50 |
2.618 |
4,691.00 |
1.618 |
4,654.00 |
1.000 |
4,631.25 |
0.618 |
4,617.00 |
HIGH |
4,594.25 |
0.618 |
4,580.00 |
0.500 |
4,575.75 |
0.382 |
4,571.50 |
LOW |
4,557.25 |
0.618 |
4,534.50 |
1.000 |
4,520.25 |
1.618 |
4,497.50 |
2.618 |
4,460.50 |
4.250 |
4,400.00 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,575.75 |
4,577.00 |
PP |
4,572.25 |
4,573.25 |
S1 |
4,569.00 |
4,569.25 |
|