Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,457.75 |
15,699.00 |
241.25 |
1.6% |
15,198.50 |
High |
15,741.25 |
15,857.25 |
116.00 |
0.7% |
15,857.25 |
Low |
15,456.50 |
15,663.00 |
206.50 |
1.3% |
15,063.25 |
Close |
15,711.50 |
15,694.25 |
-17.25 |
-0.1% |
15,694.25 |
Range |
284.75 |
194.25 |
-90.50 |
-31.8% |
794.00 |
ATR |
226.02 |
223.75 |
-2.27 |
-1.0% |
0.00 |
Volume |
563,935 |
629,943 |
66,008 |
11.7% |
3,005,901 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,321.00 |
16,201.75 |
15,801.00 |
|
R3 |
16,126.75 |
16,007.50 |
15,747.75 |
|
R2 |
15,932.50 |
15,932.50 |
15,729.75 |
|
R1 |
15,813.25 |
15,813.25 |
15,712.00 |
15,775.75 |
PP |
15,738.25 |
15,738.25 |
15,738.25 |
15,719.50 |
S1 |
15,619.00 |
15,619.00 |
15,676.50 |
15,581.50 |
S2 |
15,544.00 |
15,544.00 |
15,658.75 |
|
S3 |
15,349.75 |
15,424.75 |
15,640.75 |
|
S4 |
15,155.50 |
15,230.50 |
15,587.50 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,920.25 |
17,601.25 |
16,131.00 |
|
R3 |
17,126.25 |
16,807.25 |
15,912.50 |
|
R2 |
16,332.25 |
16,332.25 |
15,839.75 |
|
R1 |
16,013.25 |
16,013.25 |
15,767.00 |
16,172.75 |
PP |
15,538.25 |
15,538.25 |
15,538.25 |
15,618.00 |
S1 |
15,219.25 |
15,219.25 |
15,621.50 |
15,378.75 |
S2 |
14,744.25 |
14,744.25 |
15,548.75 |
|
S3 |
13,950.25 |
14,425.25 |
15,476.00 |
|
S4 |
13,156.25 |
13,631.25 |
15,257.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,857.25 |
15,063.25 |
794.00 |
5.1% |
211.25 |
1.3% |
79% |
True |
False |
601,180 |
10 |
15,857.25 |
15,063.25 |
794.00 |
5.1% |
203.75 |
1.3% |
79% |
True |
False |
545,007 |
20 |
15,857.25 |
14,853.50 |
1,003.75 |
6.4% |
228.50 |
1.5% |
84% |
True |
False |
591,088 |
40 |
15,857.25 |
13,627.00 |
2,230.25 |
14.2% |
233.00 |
1.5% |
93% |
True |
False |
353,496 |
60 |
15,857.25 |
12,944.50 |
2,912.75 |
18.6% |
215.25 |
1.4% |
94% |
True |
False |
235,906 |
80 |
15,857.25 |
12,772.50 |
3,084.75 |
19.7% |
214.75 |
1.4% |
95% |
True |
False |
177,066 |
100 |
15,857.25 |
11,929.25 |
3,928.00 |
25.0% |
219.75 |
1.4% |
96% |
True |
False |
141,689 |
120 |
15,857.25 |
11,868.25 |
3,989.00 |
25.4% |
225.00 |
1.4% |
96% |
True |
False |
118,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,682.75 |
2.618 |
16,365.75 |
1.618 |
16,171.50 |
1.000 |
16,051.50 |
0.618 |
15,977.25 |
HIGH |
15,857.25 |
0.618 |
15,783.00 |
0.500 |
15,760.00 |
0.382 |
15,737.25 |
LOW |
15,663.00 |
0.618 |
15,543.00 |
1.000 |
15,468.75 |
1.618 |
15,348.75 |
2.618 |
15,154.50 |
4.250 |
14,837.50 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,760.00 |
15,648.00 |
PP |
15,738.25 |
15,602.00 |
S1 |
15,716.25 |
15,556.00 |
|