| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,854.4 |
1,876.7 |
22.3 |
1.2% |
1,903.2 |
| High |
1,894.3 |
1,911.3 |
17.0 |
0.9% |
1,919.6 |
| Low |
1,847.1 |
1,861.6 |
14.5 |
0.8% |
1,835.0 |
| Close |
1,878.0 |
1,909.6 |
31.6 |
1.7% |
1,878.0 |
| Range |
47.2 |
49.7 |
2.5 |
5.3% |
84.6 |
| ATR |
34.4 |
35.5 |
1.1 |
3.2% |
0.0 |
| Volume |
203,378 |
172,545 |
-30,833 |
-15.2% |
766,463 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.3 |
2,026.1 |
1,936.9 |
|
| R3 |
1,993.6 |
1,976.4 |
1,923.3 |
|
| R2 |
1,943.9 |
1,943.9 |
1,918.7 |
|
| R1 |
1,926.7 |
1,926.7 |
1,914.2 |
1,935.3 |
| PP |
1,894.2 |
1,894.2 |
1,894.2 |
1,898.5 |
| S1 |
1,877.0 |
1,877.0 |
1,905.0 |
1,885.6 |
| S2 |
1,844.5 |
1,844.5 |
1,900.5 |
|
| S3 |
1,794.8 |
1,827.3 |
1,895.9 |
|
| S4 |
1,745.1 |
1,777.6 |
1,882.3 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.3 |
2,089.3 |
1,924.5 |
|
| R3 |
2,046.7 |
2,004.7 |
1,901.3 |
|
| R2 |
1,962.1 |
1,962.1 |
1,893.5 |
|
| R1 |
1,920.1 |
1,920.1 |
1,885.8 |
1,898.8 |
| PP |
1,877.5 |
1,877.5 |
1,877.5 |
1,866.9 |
| S1 |
1,835.5 |
1,835.5 |
1,870.2 |
1,814.2 |
| S2 |
1,792.9 |
1,792.9 |
1,862.5 |
|
| S3 |
1,708.3 |
1,750.9 |
1,854.7 |
|
| S4 |
1,623.7 |
1,666.3 |
1,831.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,919.6 |
1,835.0 |
84.6 |
4.4% |
39.9 |
2.1% |
88% |
False |
False |
187,801 |
| 10 |
1,919.6 |
1,825.1 |
94.5 |
4.9% |
34.8 |
1.8% |
89% |
False |
False |
188,987 |
| 20 |
1,929.1 |
1,825.1 |
104.0 |
5.4% |
33.1 |
1.7% |
81% |
False |
False |
218,640 |
| 40 |
1,929.1 |
1,750.0 |
179.1 |
9.4% |
34.9 |
1.8% |
89% |
False |
False |
110,744 |
| 60 |
1,929.1 |
1,723.4 |
205.7 |
10.8% |
33.7 |
1.8% |
91% |
False |
False |
73,883 |
| 80 |
1,929.1 |
1,718.4 |
210.7 |
11.0% |
34.6 |
1.8% |
91% |
False |
False |
55,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.5 |
|
2.618 |
2,041.4 |
|
1.618 |
1,991.7 |
|
1.000 |
1,961.0 |
|
0.618 |
1,942.0 |
|
HIGH |
1,911.3 |
|
0.618 |
1,892.3 |
|
0.500 |
1,886.5 |
|
0.382 |
1,880.6 |
|
LOW |
1,861.6 |
|
0.618 |
1,830.9 |
|
1.000 |
1,811.9 |
|
1.618 |
1,781.2 |
|
2.618 |
1,731.5 |
|
4.250 |
1,650.4 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,901.9 |
1,897.5 |
| PP |
1,894.2 |
1,885.3 |
| S1 |
1,886.5 |
1,873.2 |
|