| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,690.00 |
15,832.00 |
142.00 |
0.9% |
15,198.50 |
| High |
15,882.75 |
16,029.75 |
147.00 |
0.9% |
15,857.25 |
| Low |
15,661.50 |
15,733.00 |
71.50 |
0.5% |
15,063.25 |
| Close |
15,840.75 |
15,974.75 |
134.00 |
0.8% |
15,694.25 |
| Range |
221.25 |
296.75 |
75.50 |
34.1% |
794.00 |
| ATR |
223.57 |
228.80 |
5.23 |
2.3% |
0.00 |
| Volume |
522,129 |
633,272 |
111,143 |
21.3% |
3,005,901 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,802.75 |
16,685.50 |
16,138.00 |
|
| R3 |
16,506.00 |
16,388.75 |
16,056.25 |
|
| R2 |
16,209.25 |
16,209.25 |
16,029.25 |
|
| R1 |
16,092.00 |
16,092.00 |
16,002.00 |
16,150.50 |
| PP |
15,912.50 |
15,912.50 |
15,912.50 |
15,941.75 |
| S1 |
15,795.25 |
15,795.25 |
15,947.50 |
15,854.00 |
| S2 |
15,615.75 |
15,615.75 |
15,920.25 |
|
| S3 |
15,319.00 |
15,498.50 |
15,893.25 |
|
| S4 |
15,022.25 |
15,201.75 |
15,811.50 |
|
|
| 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 |
16,029.75 |
15,254.50 |
775.25 |
4.9% |
250.00 |
1.6% |
93% |
True |
False |
599,742 |
| 10 |
16,029.75 |
15,063.25 |
966.50 |
6.1% |
219.25 |
1.4% |
94% |
True |
False |
581,095 |
| 20 |
16,029.75 |
14,853.50 |
1,176.25 |
7.4% |
224.75 |
1.4% |
95% |
True |
False |
580,307 |
| 40 |
16,029.75 |
13,726.25 |
2,303.50 |
14.4% |
234.00 |
1.5% |
98% |
True |
False |
382,306 |
| 60 |
16,029.75 |
12,944.50 |
3,085.25 |
19.3% |
218.25 |
1.4% |
98% |
True |
False |
255,149 |
| 80 |
16,029.75 |
12,772.50 |
3,257.25 |
20.4% |
212.25 |
1.3% |
98% |
True |
False |
191,491 |
| 100 |
16,029.75 |
11,929.25 |
4,100.50 |
25.7% |
221.50 |
1.4% |
99% |
True |
False |
153,242 |
| 120 |
16,029.75 |
11,929.25 |
4,100.50 |
25.7% |
225.50 |
1.4% |
99% |
True |
False |
127,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,291.00 |
|
2.618 |
16,806.75 |
|
1.618 |
16,510.00 |
|
1.000 |
16,326.50 |
|
0.618 |
16,213.25 |
|
HIGH |
16,029.75 |
|
0.618 |
15,916.50 |
|
0.500 |
15,881.50 |
|
0.382 |
15,846.25 |
|
LOW |
15,733.00 |
|
0.618 |
15,549.50 |
|
1.000 |
15,436.25 |
|
1.618 |
15,252.75 |
|
2.618 |
14,956.00 |
|
4.250 |
14,471.75 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,943.50 |
15,931.75 |
| PP |
15,912.50 |
15,888.75 |
| S1 |
15,881.50 |
15,845.50 |
|