| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,638.75 |
15,580.00 |
-58.75 |
-0.4% |
15,556.00 |
| High |
15,904.00 |
15,896.00 |
-8.00 |
-0.1% |
15,904.00 |
| Low |
15,511.25 |
15,546.25 |
35.00 |
0.2% |
15,483.75 |
| Close |
15,571.00 |
15,847.50 |
276.50 |
1.8% |
15,847.50 |
| Range |
392.75 |
349.75 |
-43.00 |
-10.9% |
420.25 |
| ATR |
236.09 |
244.21 |
8.12 |
3.4% |
0.00 |
| Volume |
846,437 |
689,386 |
-157,051 |
-18.6% |
3,336,406 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,812.50 |
16,679.75 |
16,039.75 |
|
| R3 |
16,462.75 |
16,330.00 |
15,943.75 |
|
| R2 |
16,113.00 |
16,113.00 |
15,911.50 |
|
| R1 |
15,980.25 |
15,980.25 |
15,879.50 |
16,046.50 |
| PP |
15,763.25 |
15,763.25 |
15,763.25 |
15,796.50 |
| S1 |
15,630.50 |
15,630.50 |
15,815.50 |
15,697.00 |
| S2 |
15,413.50 |
15,413.50 |
15,783.50 |
|
| S3 |
15,063.75 |
15,280.75 |
15,751.25 |
|
| S4 |
14,714.00 |
14,931.00 |
15,655.25 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,005.75 |
16,847.00 |
16,078.75 |
|
| R3 |
16,585.50 |
16,426.75 |
15,963.00 |
|
| R2 |
16,165.25 |
16,165.25 |
15,924.50 |
|
| R1 |
16,006.50 |
16,006.50 |
15,886.00 |
16,086.00 |
| PP |
15,745.00 |
15,745.00 |
15,745.00 |
15,784.75 |
| S1 |
15,586.25 |
15,586.25 |
15,809.00 |
15,665.50 |
| S2 |
15,324.75 |
15,324.75 |
15,770.50 |
|
| S3 |
14,904.50 |
15,166.00 |
15,732.00 |
|
| S4 |
14,484.25 |
14,745.75 |
15,616.25 |
|
|
| 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% |
257.75 |
1.6% |
87% |
False |
False |
667,281 |
| 10 |
16,062.75 |
15,483.75 |
579.00 |
3.7% |
253.50 |
1.6% |
63% |
False |
False |
668,897 |
| 20 |
16,062.75 |
15,063.25 |
999.50 |
6.3% |
228.50 |
1.4% |
78% |
False |
False |
606,952 |
| 40 |
16,062.75 |
14,420.00 |
1,642.75 |
10.4% |
236.50 |
1.5% |
87% |
False |
False |
520,002 |
| 60 |
16,062.75 |
13,146.50 |
2,916.25 |
18.4% |
225.50 |
1.4% |
93% |
False |
False |
347,296 |
| 80 |
16,062.75 |
12,944.50 |
3,118.25 |
19.7% |
218.00 |
1.4% |
93% |
False |
False |
260,602 |
| 100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.1% |
226.25 |
1.4% |
95% |
False |
False |
208,576 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.1% |
225.25 |
1.4% |
95% |
False |
False |
173,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,382.50 |
|
2.618 |
16,811.75 |
|
1.618 |
16,462.00 |
|
1.000 |
16,245.75 |
|
0.618 |
16,112.25 |
|
HIGH |
15,896.00 |
|
0.618 |
15,762.50 |
|
0.500 |
15,721.00 |
|
0.382 |
15,679.75 |
|
LOW |
15,546.25 |
|
0.618 |
15,330.00 |
|
1.000 |
15,196.50 |
|
1.618 |
14,980.25 |
|
2.618 |
14,630.50 |
|
4.250 |
14,059.75 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,805.50 |
15,801.00 |
| PP |
15,763.25 |
15,754.25 |
| S1 |
15,721.00 |
15,707.50 |
|