Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,922.75 |
15,590.75 |
-332.00 |
-2.1% |
15,690.00 |
High |
15,925.75 |
15,719.25 |
-206.50 |
-1.3% |
16,062.75 |
Low |
15,547.00 |
15,522.25 |
-24.75 |
-0.2% |
15,522.25 |
Close |
15,592.25 |
15,540.00 |
-52.25 |
-0.3% |
15,540.00 |
Range |
378.75 |
197.00 |
-181.75 |
-48.0% |
540.50 |
ATR |
236.78 |
233.93 |
-2.84 |
-1.2% |
0.00 |
Volume |
810,475 |
704,413 |
-106,062 |
-13.1% |
3,352,568 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,184.75 |
16,059.50 |
15,648.25 |
|
R3 |
15,987.75 |
15,862.50 |
15,594.25 |
|
R2 |
15,790.75 |
15,790.75 |
15,576.00 |
|
R1 |
15,665.50 |
15,665.50 |
15,558.00 |
15,629.50 |
PP |
15,593.75 |
15,593.75 |
15,593.75 |
15,576.00 |
S1 |
15,468.50 |
15,468.50 |
15,522.00 |
15,432.50 |
S2 |
15,396.75 |
15,396.75 |
15,504.00 |
|
S3 |
15,199.75 |
15,271.50 |
15,485.75 |
|
S4 |
15,002.75 |
15,074.50 |
15,431.75 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,329.75 |
16,975.50 |
15,837.25 |
|
R3 |
16,789.25 |
16,435.00 |
15,688.75 |
|
R2 |
16,248.75 |
16,248.75 |
15,639.00 |
|
R1 |
15,894.50 |
15,894.50 |
15,589.50 |
15,801.50 |
PP |
15,708.25 |
15,708.25 |
15,708.25 |
15,661.75 |
S1 |
15,354.00 |
15,354.00 |
15,490.50 |
15,261.00 |
S2 |
15,167.75 |
15,167.75 |
15,441.00 |
|
S3 |
14,627.25 |
14,813.50 |
15,391.25 |
|
S4 |
14,086.75 |
14,273.00 |
15,242.75 |
|
|
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 |
15,522.25 |
540.50 |
3.5% |
249.00 |
1.6% |
3% |
False |
True |
670,513 |
10 |
16,062.75 |
15,063.25 |
999.50 |
6.4% |
230.25 |
1.5% |
48% |
False |
False |
635,846 |
20 |
16,062.75 |
14,853.50 |
1,209.25 |
7.8% |
224.00 |
1.4% |
57% |
False |
False |
594,935 |
40 |
16,062.75 |
13,726.25 |
2,336.50 |
15.0% |
238.25 |
1.5% |
78% |
False |
False |
437,133 |
60 |
16,062.75 |
13,006.75 |
3,056.00 |
19.7% |
221.25 |
1.4% |
83% |
False |
False |
291,741 |
80 |
16,062.75 |
12,880.00 |
3,182.75 |
20.5% |
214.00 |
1.4% |
84% |
False |
False |
218,940 |
100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.6% |
224.75 |
1.4% |
87% |
False |
False |
175,214 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.6% |
227.50 |
1.5% |
87% |
False |
False |
146,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,556.50 |
2.618 |
16,235.00 |
1.618 |
16,038.00 |
1.000 |
15,916.25 |
0.618 |
15,841.00 |
HIGH |
15,719.25 |
0.618 |
15,644.00 |
0.500 |
15,620.75 |
0.382 |
15,597.50 |
LOW |
15,522.25 |
0.618 |
15,400.50 |
1.000 |
15,325.25 |
1.618 |
15,203.50 |
2.618 |
15,006.50 |
4.250 |
14,685.00 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,620.75 |
15,792.50 |
PP |
15,593.75 |
15,708.25 |
S1 |
15,567.00 |
15,624.25 |
|