| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,699.00 |
15,690.00 |
-9.00 |
-0.1% |
15,198.50 |
| High |
15,857.25 |
15,882.75 |
25.50 |
0.2% |
15,857.25 |
| Low |
15,663.00 |
15,661.50 |
-1.50 |
0.0% |
15,063.25 |
| Close |
15,694.25 |
15,840.75 |
146.50 |
0.9% |
15,694.25 |
| Range |
194.25 |
221.25 |
27.00 |
13.9% |
794.00 |
| ATR |
223.75 |
223.57 |
-0.18 |
-0.1% |
0.00 |
| Volume |
629,943 |
522,129 |
-107,814 |
-17.1% |
3,005,901 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,458.75 |
16,371.00 |
15,962.50 |
|
| R3 |
16,237.50 |
16,149.75 |
15,901.50 |
|
| R2 |
16,016.25 |
16,016.25 |
15,881.25 |
|
| R1 |
15,928.50 |
15,928.50 |
15,861.00 |
15,972.50 |
| PP |
15,795.00 |
15,795.00 |
15,795.00 |
15,817.00 |
| S1 |
15,707.25 |
15,707.25 |
15,820.50 |
15,751.00 |
| S2 |
15,573.75 |
15,573.75 |
15,800.25 |
|
| S3 |
15,352.50 |
15,486.00 |
15,780.00 |
|
| S4 |
15,131.25 |
15,264.75 |
15,719.00 |
|
|
| 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 |
15,882.75 |
15,109.50 |
773.25 |
4.9% |
224.50 |
1.4% |
95% |
True |
False |
583,615 |
| 10 |
15,882.75 |
15,063.25 |
819.50 |
5.2% |
198.00 |
1.3% |
95% |
True |
False |
544,275 |
| 20 |
15,882.75 |
14,853.50 |
1,029.25 |
6.5% |
220.75 |
1.4% |
96% |
True |
False |
580,488 |
| 40 |
15,882.75 |
13,726.25 |
2,156.50 |
13.6% |
233.75 |
1.5% |
98% |
True |
False |
366,512 |
| 60 |
15,882.75 |
12,944.50 |
2,938.25 |
18.5% |
216.25 |
1.4% |
99% |
True |
False |
244,602 |
| 80 |
15,882.75 |
12,772.50 |
3,110.25 |
19.6% |
212.50 |
1.3% |
99% |
True |
False |
183,584 |
| 100 |
15,882.75 |
11,929.25 |
3,953.50 |
25.0% |
220.50 |
1.4% |
99% |
True |
False |
146,910 |
| 120 |
15,882.75 |
11,868.25 |
4,014.50 |
25.3% |
225.75 |
1.4% |
99% |
True |
False |
122,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,823.00 |
|
2.618 |
16,462.00 |
|
1.618 |
16,240.75 |
|
1.000 |
16,104.00 |
|
0.618 |
16,019.50 |
|
HIGH |
15,882.75 |
|
0.618 |
15,798.25 |
|
0.500 |
15,772.00 |
|
0.382 |
15,746.00 |
|
LOW |
15,661.50 |
|
0.618 |
15,524.75 |
|
1.000 |
15,440.25 |
|
1.618 |
15,303.50 |
|
2.618 |
15,082.25 |
|
4.250 |
14,721.25 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,818.00 |
15,783.75 |
| PP |
15,795.00 |
15,726.75 |
| S1 |
15,772.00 |
15,669.50 |
|