| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,832.00 |
15,949.25 |
117.25 |
0.7% |
15,198.50 |
| High |
16,029.75 |
16,062.75 |
33.00 |
0.2% |
15,857.25 |
| Low |
15,733.00 |
15,911.25 |
178.25 |
1.1% |
15,063.25 |
| Close |
15,974.75 |
15,959.25 |
-15.50 |
-0.1% |
15,694.25 |
| Range |
296.75 |
151.50 |
-145.25 |
-48.9% |
794.00 |
| ATR |
228.80 |
223.28 |
-5.52 |
-2.4% |
0.00 |
| Volume |
633,272 |
682,279 |
49,007 |
7.7% |
3,005,901 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,432.25 |
16,347.25 |
16,042.50 |
|
| R3 |
16,280.75 |
16,195.75 |
16,001.00 |
|
| R2 |
16,129.25 |
16,129.25 |
15,987.00 |
|
| R1 |
16,044.25 |
16,044.25 |
15,973.25 |
16,086.75 |
| PP |
15,977.75 |
15,977.75 |
15,977.75 |
15,999.00 |
| S1 |
15,892.75 |
15,892.75 |
15,945.25 |
15,935.25 |
| S2 |
15,826.25 |
15,826.25 |
15,931.50 |
|
| S3 |
15,674.75 |
15,741.25 |
15,917.50 |
|
| S4 |
15,523.25 |
15,589.75 |
15,876.00 |
|
|
| 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 |
16,062.75 |
15,456.50 |
606.25 |
3.8% |
229.75 |
1.4% |
83% |
True |
False |
606,311 |
| 10 |
16,062.75 |
15,063.25 |
999.50 |
6.3% |
216.75 |
1.4% |
90% |
True |
False |
597,338 |
| 20 |
16,062.75 |
14,853.50 |
1,209.25 |
7.6% |
222.50 |
1.4% |
91% |
True |
False |
581,777 |
| 40 |
16,062.75 |
13,726.25 |
2,336.50 |
14.6% |
234.25 |
1.5% |
96% |
True |
False |
399,333 |
| 60 |
16,062.75 |
12,944.50 |
3,118.25 |
19.5% |
218.50 |
1.4% |
97% |
True |
False |
266,511 |
| 80 |
16,062.75 |
12,772.50 |
3,290.25 |
20.6% |
211.75 |
1.3% |
97% |
True |
False |
200,013 |
| 100 |
16,062.75 |
11,929.25 |
4,133.50 |
25.9% |
221.25 |
1.4% |
97% |
True |
False |
160,065 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
25.9% |
225.75 |
1.4% |
97% |
True |
False |
133,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,706.50 |
|
2.618 |
16,459.50 |
|
1.618 |
16,308.00 |
|
1.000 |
16,214.25 |
|
0.618 |
16,156.50 |
|
HIGH |
16,062.75 |
|
0.618 |
16,005.00 |
|
0.500 |
15,987.00 |
|
0.382 |
15,969.00 |
|
LOW |
15,911.25 |
|
0.618 |
15,817.50 |
|
1.000 |
15,759.75 |
|
1.618 |
15,666.00 |
|
2.618 |
15,514.50 |
|
4.250 |
15,267.50 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,987.00 |
15,927.00 |
| PP |
15,977.75 |
15,894.50 |
| S1 |
15,968.50 |
15,862.00 |
|