Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,949.25 |
15,922.75 |
-26.50 |
-0.2% |
15,198.50 |
High |
16,062.75 |
15,925.75 |
-137.00 |
-0.9% |
15,857.25 |
Low |
15,911.25 |
15,547.00 |
-364.25 |
-2.3% |
15,063.25 |
Close |
15,959.25 |
15,592.25 |
-367.00 |
-2.3% |
15,694.25 |
Range |
151.50 |
378.75 |
227.25 |
150.0% |
794.00 |
ATR |
223.28 |
236.78 |
13.50 |
6.0% |
0.00 |
Volume |
682,279 |
810,475 |
128,196 |
18.8% |
3,005,901 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,824.50 |
16,587.25 |
15,800.50 |
|
R3 |
16,445.75 |
16,208.50 |
15,696.50 |
|
R2 |
16,067.00 |
16,067.00 |
15,661.75 |
|
R1 |
15,829.75 |
15,829.75 |
15,627.00 |
15,759.00 |
PP |
15,688.25 |
15,688.25 |
15,688.25 |
15,653.00 |
S1 |
15,451.00 |
15,451.00 |
15,557.50 |
15,380.25 |
S2 |
15,309.50 |
15,309.50 |
15,522.75 |
|
S3 |
14,930.75 |
15,072.25 |
15,488.00 |
|
S4 |
14,552.00 |
14,693.50 |
15,384.00 |
|
|
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 |
15,547.00 |
515.75 |
3.3% |
248.50 |
1.6% |
9% |
False |
True |
655,619 |
10 |
16,062.75 |
15,063.25 |
999.50 |
6.4% |
229.25 |
1.5% |
53% |
False |
False |
620,917 |
20 |
16,062.75 |
14,853.50 |
1,209.25 |
7.8% |
228.00 |
1.5% |
61% |
False |
False |
590,265 |
40 |
16,062.75 |
13,726.25 |
2,336.50 |
15.0% |
240.00 |
1.5% |
80% |
False |
False |
419,572 |
60 |
16,062.75 |
12,944.50 |
3,118.25 |
20.0% |
222.25 |
1.4% |
85% |
False |
False |
280,011 |
80 |
16,062.75 |
12,772.50 |
3,290.25 |
21.1% |
213.75 |
1.4% |
86% |
False |
False |
210,138 |
100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.5% |
224.00 |
1.4% |
89% |
False |
False |
168,170 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.5% |
227.00 |
1.5% |
89% |
False |
False |
140,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,535.50 |
2.618 |
16,917.25 |
1.618 |
16,538.50 |
1.000 |
16,304.50 |
0.618 |
16,159.75 |
HIGH |
15,925.75 |
0.618 |
15,781.00 |
0.500 |
15,736.50 |
0.382 |
15,691.75 |
LOW |
15,547.00 |
0.618 |
15,313.00 |
1.000 |
15,168.25 |
1.618 |
14,934.25 |
2.618 |
14,555.50 |
4.250 |
13,937.25 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,736.50 |
15,805.00 |
PP |
15,688.25 |
15,734.00 |
S1 |
15,640.25 |
15,663.00 |
|