| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,876.7 |
1,910.7 |
34.0 |
1.8% |
1,903.2 |
| High |
1,911.3 |
1,931.3 |
20.0 |
1.0% |
1,919.6 |
| Low |
1,861.6 |
1,906.0 |
44.4 |
2.4% |
1,835.0 |
| Close |
1,909.6 |
1,927.8 |
18.2 |
1.0% |
1,878.0 |
| Range |
49.7 |
25.3 |
-24.4 |
-49.1% |
84.6 |
| ATR |
35.5 |
34.8 |
-0.7 |
-2.1% |
0.0 |
| Volume |
172,545 |
175,140 |
2,595 |
1.5% |
766,463 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,997.6 |
1,988.0 |
1,941.7 |
|
| R3 |
1,972.3 |
1,962.7 |
1,934.8 |
|
| R2 |
1,947.0 |
1,947.0 |
1,932.4 |
|
| R1 |
1,937.4 |
1,937.4 |
1,930.1 |
1,942.2 |
| PP |
1,921.7 |
1,921.7 |
1,921.7 |
1,924.1 |
| S1 |
1,912.1 |
1,912.1 |
1,925.5 |
1,916.9 |
| S2 |
1,896.4 |
1,896.4 |
1,923.2 |
|
| S3 |
1,871.1 |
1,886.8 |
1,920.8 |
|
| S4 |
1,845.8 |
1,861.5 |
1,913.9 |
|
|
| 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 |
1,931.3 |
1,835.0 |
96.3 |
5.0% |
40.7 |
2.1% |
96% |
True |
False |
199,445 |
| 10 |
1,931.3 |
1,834.1 |
97.2 |
5.0% |
34.0 |
1.8% |
96% |
True |
False |
186,631 |
| 20 |
1,931.3 |
1,825.1 |
106.2 |
5.5% |
33.3 |
1.7% |
97% |
True |
False |
217,717 |
| 40 |
1,931.3 |
1,750.0 |
181.3 |
9.4% |
34.7 |
1.8% |
98% |
True |
False |
115,119 |
| 60 |
1,931.3 |
1,723.4 |
207.9 |
10.8% |
33.6 |
1.7% |
98% |
True |
False |
76,801 |
| 80 |
1,931.3 |
1,718.4 |
212.9 |
11.0% |
34.2 |
1.8% |
98% |
True |
False |
57,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.8 |
|
2.618 |
1,997.5 |
|
1.618 |
1,972.2 |
|
1.000 |
1,956.6 |
|
0.618 |
1,946.9 |
|
HIGH |
1,931.3 |
|
0.618 |
1,921.6 |
|
0.500 |
1,918.7 |
|
0.382 |
1,915.7 |
|
LOW |
1,906.0 |
|
0.618 |
1,890.4 |
|
1.000 |
1,880.7 |
|
1.618 |
1,865.1 |
|
2.618 |
1,839.8 |
|
4.250 |
1,798.5 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.8 |
1,914.9 |
| PP |
1,921.7 |
1,902.1 |
| S1 |
1,918.7 |
1,889.2 |
|