Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,584.50 |
4,604.75 |
20.25 |
0.4% |
4,536.00 |
High |
4,608.75 |
4,610.75 |
2.00 |
0.0% |
4,609.25 |
Low |
4,579.25 |
4,573.75 |
-5.50 |
-0.1% |
4,528.00 |
Close |
4,596.00 |
4,595.25 |
-0.75 |
0.0% |
4,564.75 |
Range |
29.50 |
37.00 |
7.50 |
25.4% |
81.25 |
ATR |
39.66 |
39.47 |
-0.19 |
-0.5% |
0.00 |
Volume |
1,219,737 |
1,372,426 |
152,689 |
12.5% |
6,858,542 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,704.25 |
4,686.75 |
4,615.50 |
|
R3 |
4,667.25 |
4,649.75 |
4,605.50 |
|
R2 |
4,630.25 |
4,630.25 |
4,602.00 |
|
R1 |
4,612.75 |
4,612.75 |
4,598.75 |
4,603.00 |
PP |
4,593.25 |
4,593.25 |
4,593.25 |
4,588.50 |
S1 |
4,575.75 |
4,575.75 |
4,591.75 |
4,566.00 |
S2 |
4,556.25 |
4,556.25 |
4,588.50 |
|
S3 |
4,519.25 |
4,538.75 |
4,585.00 |
|
S4 |
4,482.25 |
4,501.75 |
4,575.00 |
|
|
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 |
4,610.75 |
4,557.25 |
53.50 |
1.2% |
32.75 |
0.7% |
71% |
True |
False |
1,351,238 |
10 |
4,610.75 |
4,509.25 |
101.50 |
2.2% |
35.00 |
0.8% |
85% |
True |
False |
1,319,362 |
20 |
4,610.75 |
4,399.25 |
211.50 |
4.6% |
37.75 |
0.8% |
93% |
True |
False |
1,402,033 |
40 |
4,610.75 |
4,216.00 |
394.75 |
8.6% |
42.00 |
0.9% |
96% |
True |
False |
1,240,037 |
60 |
4,610.75 |
4,098.25 |
512.50 |
11.2% |
45.00 |
1.0% |
97% |
True |
False |
828,291 |
80 |
4,610.75 |
4,098.25 |
512.50 |
11.2% |
45.00 |
1.0% |
97% |
True |
False |
621,808 |
100 |
4,610.75 |
3,874.75 |
736.00 |
16.0% |
51.25 |
1.1% |
98% |
True |
False |
497,691 |
120 |
4,610.75 |
3,874.75 |
736.00 |
16.0% |
52.50 |
1.1% |
98% |
True |
False |
414,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,768.00 |
2.618 |
4,707.50 |
1.618 |
4,670.50 |
1.000 |
4,647.75 |
0.618 |
4,633.50 |
HIGH |
4,610.75 |
0.618 |
4,596.50 |
0.500 |
4,592.25 |
0.382 |
4,588.00 |
LOW |
4,573.75 |
0.618 |
4,551.00 |
1.000 |
4,536.75 |
1.618 |
4,514.00 |
2.618 |
4,477.00 |
4.250 |
4,416.50 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,594.25 |
4,592.00 |
PP |
4,593.25 |
4,588.75 |
S1 |
4,592.25 |
4,585.50 |
|