Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,564.25 |
4,584.50 |
20.25 |
0.4% |
4,536.00 |
High |
4,592.50 |
4,608.75 |
16.25 |
0.4% |
4,609.25 |
Low |
4,560.00 |
4,579.25 |
19.25 |
0.4% |
4,528.00 |
Close |
4,583.50 |
4,596.00 |
12.50 |
0.3% |
4,564.75 |
Range |
32.50 |
29.50 |
-3.00 |
-9.2% |
81.25 |
ATR |
40.44 |
39.66 |
-0.78 |
-1.9% |
0.00 |
Volume |
1,203,661 |
1,219,737 |
16,076 |
1.3% |
6,858,542 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,683.25 |
4,669.00 |
4,612.25 |
|
R3 |
4,653.75 |
4,639.50 |
4,604.00 |
|
R2 |
4,624.25 |
4,624.25 |
4,601.50 |
|
R1 |
4,610.00 |
4,610.00 |
4,598.75 |
4,617.00 |
PP |
4,594.75 |
4,594.75 |
4,594.75 |
4,598.25 |
S1 |
4,580.50 |
4,580.50 |
4,593.25 |
4,587.50 |
S2 |
4,565.25 |
4,565.25 |
4,590.50 |
|
S3 |
4,535.75 |
4,551.00 |
4,588.00 |
|
S4 |
4,506.25 |
4,521.50 |
4,579.75 |
|
|
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 |
4,557.25 |
52.00 |
1.1% |
30.75 |
0.7% |
75% |
False |
False |
1,384,503 |
10 |
4,609.25 |
4,470.00 |
139.25 |
3.0% |
36.75 |
0.8% |
90% |
False |
False |
1,360,549 |
20 |
4,609.25 |
4,371.50 |
237.75 |
5.2% |
38.50 |
0.8% |
94% |
False |
False |
1,409,025 |
40 |
4,609.25 |
4,187.25 |
422.00 |
9.2% |
43.00 |
0.9% |
97% |
False |
False |
1,205,961 |
60 |
4,609.25 |
4,098.25 |
511.00 |
11.1% |
45.50 |
1.0% |
97% |
False |
False |
805,465 |
80 |
4,609.25 |
4,098.25 |
511.00 |
11.1% |
45.25 |
1.0% |
97% |
False |
False |
604,670 |
100 |
4,609.25 |
3,874.75 |
734.50 |
16.0% |
51.50 |
1.1% |
98% |
False |
False |
483,968 |
120 |
4,609.25 |
3,874.75 |
734.50 |
16.0% |
53.00 |
1.2% |
98% |
False |
False |
403,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,734.00 |
2.618 |
4,686.00 |
1.618 |
4,656.50 |
1.000 |
4,638.25 |
0.618 |
4,627.00 |
HIGH |
4,608.75 |
0.618 |
4,597.50 |
0.500 |
4,594.00 |
0.382 |
4,590.50 |
LOW |
4,579.25 |
0.618 |
4,561.00 |
1.000 |
4,549.75 |
1.618 |
4,531.50 |
2.618 |
4,502.00 |
4.250 |
4,454.00 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,595.25 |
4,592.00 |
PP |
4,594.75 |
4,588.25 |
S1 |
4,594.00 |
4,584.50 |
|