| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,211.75 |
15,198.50 |
-13.25 |
-0.1% |
15,331.00 |
| High |
15,359.75 |
15,218.25 |
-141.50 |
-0.9% |
15,432.00 |
| Low |
15,172.25 |
15,063.25 |
-109.00 |
-0.7% |
15,111.50 |
| Close |
15,181.75 |
15,187.00 |
5.25 |
0.0% |
15,181.75 |
| Range |
187.50 |
155.00 |
-32.50 |
-17.3% |
320.50 |
| ATR |
226.98 |
221.84 |
-5.14 |
-2.3% |
0.00 |
| Volume |
555,119 |
609,953 |
54,834 |
9.9% |
1,914,721 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,621.25 |
15,559.00 |
15,272.25 |
|
| R3 |
15,466.25 |
15,404.00 |
15,229.50 |
|
| R2 |
15,311.25 |
15,311.25 |
15,215.50 |
|
| R1 |
15,249.00 |
15,249.00 |
15,201.25 |
15,202.50 |
| PP |
15,156.25 |
15,156.25 |
15,156.25 |
15,133.00 |
| S1 |
15,094.00 |
15,094.00 |
15,172.75 |
15,047.50 |
| S2 |
15,001.25 |
15,001.25 |
15,158.50 |
|
| S3 |
14,846.25 |
14,939.00 |
15,144.50 |
|
| S4 |
14,691.25 |
14,784.00 |
15,101.75 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,203.25 |
16,013.00 |
15,358.00 |
|
| R3 |
15,882.75 |
15,692.50 |
15,270.00 |
|
| R2 |
15,562.25 |
15,562.25 |
15,240.50 |
|
| R1 |
15,372.00 |
15,372.00 |
15,211.25 |
15,307.00 |
| PP |
15,241.75 |
15,241.75 |
15,241.75 |
15,209.25 |
| S1 |
15,051.50 |
15,051.50 |
15,152.25 |
14,986.50 |
| S2 |
14,921.25 |
14,921.25 |
15,123.00 |
|
| S3 |
14,600.75 |
14,731.00 |
15,093.50 |
|
| S4 |
14,280.25 |
14,410.50 |
15,005.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,432.00 |
15,063.25 |
368.75 |
2.4% |
171.50 |
1.1% |
34% |
False |
True |
504,934 |
| 10 |
15,432.00 |
14,853.50 |
578.50 |
3.8% |
208.25 |
1.4% |
58% |
False |
False |
552,960 |
| 20 |
15,475.50 |
14,635.50 |
840.00 |
5.5% |
231.75 |
1.5% |
66% |
False |
False |
580,067 |
| 40 |
15,475.50 |
13,460.50 |
2,015.00 |
13.3% |
224.00 |
1.5% |
86% |
False |
False |
293,695 |
| 60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.7% |
213.25 |
1.4% |
89% |
False |
False |
196,006 |
| 80 |
15,475.50 |
12,438.00 |
3,037.50 |
20.0% |
217.25 |
1.4% |
91% |
False |
False |
147,142 |
| 100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.4% |
220.00 |
1.4% |
92% |
False |
False |
117,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,877.00 |
|
2.618 |
15,624.00 |
|
1.618 |
15,469.00 |
|
1.000 |
15,373.25 |
|
0.618 |
15,314.00 |
|
HIGH |
15,218.25 |
|
0.618 |
15,159.00 |
|
0.500 |
15,140.75 |
|
0.382 |
15,122.50 |
|
LOW |
15,063.25 |
|
0.618 |
14,967.50 |
|
1.000 |
14,908.25 |
|
1.618 |
14,812.50 |
|
2.618 |
14,657.50 |
|
4.250 |
14,404.50 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,171.50 |
15,214.50 |
| PP |
15,156.25 |
15,205.50 |
| S1 |
15,140.75 |
15,196.25 |
|