Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,593.25 |
4,566.25 |
-27.00 |
-0.6% |
4,536.00 |
High |
4,594.25 |
4,590.00 |
-4.25 |
-0.1% |
4,609.25 |
Low |
4,557.25 |
4,561.75 |
4.50 |
0.1% |
4,528.00 |
Close |
4,565.50 |
4,564.75 |
-0.75 |
0.0% |
4,564.75 |
Range |
37.00 |
28.25 |
-8.75 |
-23.6% |
81.25 |
ATR |
42.03 |
41.05 |
-0.98 |
-2.3% |
0.00 |
Volume |
1,527,727 |
1,432,643 |
-95,084 |
-6.2% |
6,858,542 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.00 |
4,639.00 |
4,580.25 |
|
R3 |
4,628.75 |
4,610.75 |
4,572.50 |
|
R2 |
4,600.50 |
4,600.50 |
4,570.00 |
|
R1 |
4,582.50 |
4,582.50 |
4,567.25 |
4,577.50 |
PP |
4,572.25 |
4,572.25 |
4,572.25 |
4,569.50 |
S1 |
4,554.25 |
4,554.25 |
4,562.25 |
4,549.00 |
S2 |
4,544.00 |
4,544.00 |
4,559.50 |
|
S3 |
4,515.75 |
4,526.00 |
4,557.00 |
|
S4 |
4,487.50 |
4,497.75 |
4,549.25 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.00 |
4,769.25 |
4,609.50 |
|
R3 |
4,729.75 |
4,688.00 |
4,587.00 |
|
R2 |
4,648.50 |
4,648.50 |
4,579.75 |
|
R1 |
4,606.75 |
4,606.75 |
4,572.25 |
4,627.50 |
PP |
4,567.25 |
4,567.25 |
4,567.25 |
4,577.75 |
S1 |
4,525.50 |
4,525.50 |
4,557.25 |
4,546.50 |
S2 |
4,486.00 |
4,486.00 |
4,549.75 |
|
S3 |
4,404.75 |
4,444.25 |
4,542.50 |
|
S4 |
4,323.50 |
4,363.00 |
4,520.00 |
|
|
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% |
36.00 |
0.8% |
45% |
False |
False |
1,371,708 |
10 |
4,609.25 |
4,411.25 |
198.00 |
4.3% |
38.25 |
0.8% |
78% |
False |
False |
1,388,348 |
20 |
4,609.25 |
4,368.50 |
240.75 |
5.3% |
39.50 |
0.9% |
82% |
False |
False |
1,446,525 |
40 |
4,609.25 |
4,154.75 |
454.50 |
10.0% |
43.75 |
1.0% |
90% |
False |
False |
1,145,796 |
60 |
4,609.25 |
4,098.25 |
511.00 |
11.2% |
46.75 |
1.0% |
91% |
False |
False |
765,214 |
80 |
4,609.25 |
4,041.50 |
567.75 |
12.4% |
45.75 |
1.0% |
92% |
False |
False |
574,413 |
100 |
4,609.25 |
3,874.75 |
734.50 |
16.1% |
52.00 |
1.1% |
94% |
False |
False |
459,735 |
120 |
4,609.25 |
3,874.75 |
734.50 |
16.1% |
54.00 |
1.2% |
94% |
False |
False |
383,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,710.00 |
2.618 |
4,664.00 |
1.618 |
4,635.75 |
1.000 |
4,618.25 |
0.618 |
4,607.50 |
HIGH |
4,590.00 |
0.618 |
4,579.25 |
0.500 |
4,576.00 |
0.382 |
4,572.50 |
LOW |
4,561.75 |
0.618 |
4,544.25 |
1.000 |
4,533.50 |
1.618 |
4,516.00 |
2.618 |
4,487.75 |
4.250 |
4,441.75 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,576.00 |
4,583.25 |
PP |
4,572.25 |
4,577.00 |
S1 |
4,568.50 |
4,571.00 |
|