Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,556.00 |
15,570.00 |
14.00 |
0.1% |
15,690.00 |
High |
15,618.75 |
15,736.25 |
117.50 |
0.8% |
16,062.75 |
Low |
15,483.75 |
15,549.25 |
65.50 |
0.4% |
15,522.25 |
Close |
15,561.25 |
15,673.00 |
111.75 |
0.7% |
15,540.00 |
Range |
135.00 |
187.00 |
52.00 |
38.5% |
540.50 |
ATR |
226.87 |
224.02 |
-2.85 |
-1.3% |
0.00 |
Volume |
561,877 |
554,880 |
-6,997 |
-1.2% |
3,352,568 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,213.75 |
16,130.50 |
15,775.75 |
|
R3 |
16,026.75 |
15,943.50 |
15,724.50 |
|
R2 |
15,839.75 |
15,839.75 |
15,707.25 |
|
R1 |
15,756.50 |
15,756.50 |
15,690.25 |
15,798.00 |
PP |
15,652.75 |
15,652.75 |
15,652.75 |
15,673.75 |
S1 |
15,569.50 |
15,569.50 |
15,655.75 |
15,611.00 |
S2 |
15,465.75 |
15,465.75 |
15,638.75 |
|
S3 |
15,278.75 |
15,382.50 |
15,621.50 |
|
S4 |
15,091.75 |
15,195.50 |
15,570.25 |
|
|
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 |
15,483.75 |
579.00 |
3.7% |
209.75 |
1.3% |
33% |
False |
False |
662,784 |
10 |
16,062.75 |
15,254.50 |
808.25 |
5.2% |
230.00 |
1.5% |
52% |
False |
False |
631,263 |
20 |
16,062.75 |
14,862.25 |
1,200.50 |
7.7% |
212.75 |
1.4% |
68% |
False |
False |
587,244 |
40 |
16,062.75 |
14,091.00 |
1,971.75 |
12.6% |
233.75 |
1.5% |
80% |
False |
False |
464,889 |
60 |
16,062.75 |
13,146.50 |
2,916.25 |
18.6% |
217.75 |
1.4% |
87% |
False |
False |
310,329 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
19.9% |
212.75 |
1.4% |
88% |
False |
False |
232,878 |
100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.4% |
223.50 |
1.4% |
91% |
False |
False |
186,381 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.4% |
224.50 |
1.4% |
91% |
False |
False |
155,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,531.00 |
2.618 |
16,225.75 |
1.618 |
16,038.75 |
1.000 |
15,923.25 |
0.618 |
15,851.75 |
HIGH |
15,736.25 |
0.618 |
15,664.75 |
0.500 |
15,642.75 |
0.382 |
15,620.75 |
LOW |
15,549.25 |
0.618 |
15,433.75 |
1.000 |
15,362.25 |
1.618 |
15,246.75 |
2.618 |
15,059.75 |
4.250 |
14,754.50 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,663.00 |
15,652.00 |
PP |
15,652.75 |
15,631.00 |
S1 |
15,642.75 |
15,610.00 |
|