Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,195.75 |
15,258.00 |
62.25 |
0.4% |
15,331.00 |
High |
15,278.75 |
15,507.75 |
229.00 |
1.5% |
15,432.00 |
Low |
15,109.50 |
15,254.50 |
145.00 |
1.0% |
15,111.50 |
Close |
15,260.00 |
15,444.75 |
184.75 |
1.2% |
15,181.75 |
Range |
169.25 |
253.25 |
84.00 |
49.6% |
320.50 |
ATR |
218.09 |
220.60 |
2.51 |
1.2% |
0.00 |
Volume |
552,637 |
649,433 |
96,796 |
17.5% |
1,914,721 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,162.00 |
16,056.75 |
15,584.00 |
|
R3 |
15,908.75 |
15,803.50 |
15,514.50 |
|
R2 |
15,655.50 |
15,655.50 |
15,491.25 |
|
R1 |
15,550.25 |
15,550.25 |
15,468.00 |
15,603.00 |
PP |
15,402.25 |
15,402.25 |
15,402.25 |
15,428.75 |
S1 |
15,297.00 |
15,297.00 |
15,421.50 |
15,349.50 |
S2 |
15,149.00 |
15,149.00 |
15,398.25 |
|
S3 |
14,895.75 |
15,043.75 |
15,375.00 |
|
S4 |
14,642.50 |
14,790.50 |
15,305.50 |
|
|
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 |
15,507.75 |
15,063.25 |
444.50 |
2.9% |
204.00 |
1.3% |
86% |
True |
False |
588,364 |
10 |
15,507.75 |
15,021.25 |
486.50 |
3.1% |
193.00 |
1.2% |
87% |
True |
False |
551,247 |
20 |
15,507.75 |
14,853.50 |
654.25 |
4.2% |
227.25 |
1.5% |
90% |
True |
False |
604,185 |
40 |
15,507.75 |
13,500.00 |
2,007.75 |
13.0% |
227.50 |
1.5% |
97% |
True |
False |
323,703 |
60 |
15,507.75 |
12,944.50 |
2,563.25 |
16.6% |
212.00 |
1.4% |
98% |
True |
False |
216,024 |
80 |
15,507.75 |
12,653.00 |
2,854.75 |
18.5% |
214.25 |
1.4% |
98% |
True |
False |
162,158 |
100 |
15,507.75 |
11,929.25 |
3,578.50 |
23.2% |
219.25 |
1.4% |
98% |
True |
False |
129,750 |
120 |
15,507.75 |
11,693.00 |
3,814.75 |
24.7% |
225.50 |
1.5% |
98% |
True |
False |
108,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,584.00 |
2.618 |
16,170.75 |
1.618 |
15,917.50 |
1.000 |
15,761.00 |
0.618 |
15,664.25 |
HIGH |
15,507.75 |
0.618 |
15,411.00 |
0.500 |
15,381.00 |
0.382 |
15,351.25 |
LOW |
15,254.50 |
0.618 |
15,098.00 |
1.000 |
15,001.25 |
1.618 |
14,844.75 |
2.618 |
14,591.50 |
4.250 |
14,178.25 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,423.50 |
15,391.75 |
PP |
15,402.25 |
15,338.50 |
S1 |
15,381.00 |
15,285.50 |
|