Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,730.25 |
15,638.75 |
-91.50 |
-0.6% |
15,690.00 |
High |
15,739.25 |
15,904.00 |
164.75 |
1.0% |
16,062.75 |
Low |
15,515.00 |
15,511.25 |
-3.75 |
0.0% |
15,522.25 |
Close |
15,610.75 |
15,571.00 |
-39.75 |
-0.3% |
15,540.00 |
Range |
224.25 |
392.75 |
168.50 |
75.1% |
540.50 |
ATR |
224.04 |
236.09 |
12.05 |
5.4% |
0.00 |
Volume |
683,826 |
846,437 |
162,611 |
23.8% |
3,352,568 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,840.25 |
16,598.50 |
15,787.00 |
|
R3 |
16,447.50 |
16,205.75 |
15,679.00 |
|
R2 |
16,054.75 |
16,054.75 |
15,643.00 |
|
R1 |
15,813.00 |
15,813.00 |
15,607.00 |
15,737.50 |
PP |
15,662.00 |
15,662.00 |
15,662.00 |
15,624.50 |
S1 |
15,420.25 |
15,420.25 |
15,535.00 |
15,344.75 |
S2 |
15,269.25 |
15,269.25 |
15,499.00 |
|
S3 |
14,876.50 |
15,027.50 |
15,463.00 |
|
S4 |
14,483.75 |
14,634.75 |
15,355.00 |
|
|
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 |
15,904.00 |
15,483.75 |
420.25 |
2.7% |
227.25 |
1.5% |
21% |
True |
False |
670,286 |
10 |
16,062.75 |
15,483.75 |
579.00 |
3.7% |
237.75 |
1.5% |
15% |
False |
False |
662,953 |
20 |
16,062.75 |
15,028.50 |
1,034.25 |
6.6% |
219.75 |
1.4% |
52% |
False |
False |
602,189 |
40 |
16,062.75 |
14,420.00 |
1,642.75 |
10.6% |
232.25 |
1.5% |
70% |
False |
False |
502,872 |
60 |
16,062.75 |
13,146.50 |
2,916.25 |
18.7% |
223.50 |
1.4% |
83% |
False |
False |
335,816 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.0% |
215.75 |
1.4% |
84% |
False |
False |
251,990 |
100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.5% |
224.75 |
1.4% |
88% |
False |
False |
201,683 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.5% |
223.25 |
1.4% |
88% |
False |
False |
168,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,573.25 |
2.618 |
16,932.25 |
1.618 |
16,539.50 |
1.000 |
16,296.75 |
0.618 |
16,146.75 |
HIGH |
15,904.00 |
0.618 |
15,754.00 |
0.500 |
15,707.50 |
0.382 |
15,661.25 |
LOW |
15,511.25 |
0.618 |
15,268.50 |
1.000 |
15,118.50 |
1.618 |
14,875.75 |
2.618 |
14,483.00 |
4.250 |
13,842.00 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,707.50 |
15,707.50 |
PP |
15,662.00 |
15,662.00 |
S1 |
15,616.50 |
15,616.50 |
|