| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,570.00 |
15,730.25 |
160.25 |
1.0% |
15,690.00 |
| High |
15,736.25 |
15,739.25 |
3.00 |
0.0% |
16,062.75 |
| Low |
15,549.25 |
15,515.00 |
-34.25 |
-0.2% |
15,522.25 |
| Close |
15,673.00 |
15,610.75 |
-62.25 |
-0.4% |
15,540.00 |
| Range |
187.00 |
224.25 |
37.25 |
19.9% |
540.50 |
| ATR |
224.02 |
224.04 |
0.02 |
0.0% |
0.00 |
| Volume |
554,880 |
683,826 |
128,946 |
23.2% |
3,352,568 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,294.50 |
16,176.75 |
15,734.00 |
|
| R3 |
16,070.25 |
15,952.50 |
15,672.50 |
|
| R2 |
15,846.00 |
15,846.00 |
15,651.75 |
|
| R1 |
15,728.25 |
15,728.25 |
15,631.25 |
15,675.00 |
| PP |
15,621.75 |
15,621.75 |
15,621.75 |
15,595.00 |
| S1 |
15,504.00 |
15,504.00 |
15,590.25 |
15,450.75 |
| S2 |
15,397.50 |
15,397.50 |
15,569.75 |
|
| S3 |
15,173.25 |
15,279.75 |
15,549.00 |
|
| S4 |
14,949.00 |
15,055.50 |
15,487.50 |
|
|
| 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 |
15,925.75 |
15,483.75 |
442.00 |
2.8% |
224.50 |
1.4% |
29% |
False |
False |
663,094 |
| 10 |
16,062.75 |
15,456.50 |
606.25 |
3.9% |
227.00 |
1.5% |
25% |
False |
False |
634,702 |
| 20 |
16,062.75 |
15,021.25 |
1,041.50 |
6.7% |
210.00 |
1.3% |
57% |
False |
False |
592,975 |
| 40 |
16,062.75 |
14,420.00 |
1,642.75 |
10.5% |
228.25 |
1.5% |
72% |
False |
False |
481,873 |
| 60 |
16,062.75 |
13,146.50 |
2,916.25 |
18.7% |
218.75 |
1.4% |
85% |
False |
False |
321,715 |
| 80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.0% |
212.25 |
1.4% |
86% |
False |
False |
241,415 |
| 100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.5% |
222.75 |
1.4% |
89% |
False |
False |
193,219 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.5% |
222.50 |
1.4% |
89% |
False |
False |
161,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,692.25 |
|
2.618 |
16,326.25 |
|
1.618 |
16,102.00 |
|
1.000 |
15,963.50 |
|
0.618 |
15,877.75 |
|
HIGH |
15,739.25 |
|
0.618 |
15,653.50 |
|
0.500 |
15,627.00 |
|
0.382 |
15,600.75 |
|
LOW |
15,515.00 |
|
0.618 |
15,376.50 |
|
1.000 |
15,290.75 |
|
1.618 |
15,152.25 |
|
2.618 |
14,928.00 |
|
4.250 |
14,562.00 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,627.00 |
15,611.50 |
| PP |
15,621.75 |
15,611.25 |
| S1 |
15,616.25 |
15,611.00 |
|