| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,910.7 |
1,927.3 |
16.6 |
0.9% |
1,903.2 |
| High |
1,931.3 |
1,965.3 |
34.0 |
1.8% |
1,919.6 |
| Low |
1,906.0 |
1,926.1 |
20.1 |
1.1% |
1,835.0 |
| Close |
1,927.8 |
1,948.5 |
20.7 |
1.1% |
1,878.0 |
| Range |
25.3 |
39.2 |
13.9 |
54.9% |
84.6 |
| ATR |
34.8 |
35.1 |
0.3 |
0.9% |
0.0 |
| Volume |
175,140 |
239,153 |
64,013 |
36.5% |
766,463 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.2 |
2,045.6 |
1,970.1 |
|
| R3 |
2,025.0 |
2,006.4 |
1,959.3 |
|
| R2 |
1,985.8 |
1,985.8 |
1,955.7 |
|
| R1 |
1,967.2 |
1,967.2 |
1,952.1 |
1,976.5 |
| PP |
1,946.6 |
1,946.6 |
1,946.6 |
1,951.3 |
| S1 |
1,928.0 |
1,928.0 |
1,944.9 |
1,937.3 |
| S2 |
1,907.4 |
1,907.4 |
1,941.3 |
|
| S3 |
1,868.2 |
1,888.8 |
1,937.7 |
|
| S4 |
1,829.0 |
1,849.6 |
1,926.9 |
|
|
| 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 |
1,965.3 |
1,835.0 |
130.3 |
6.7% |
42.7 |
2.2% |
87% |
True |
False |
208,691 |
| 10 |
1,965.3 |
1,835.0 |
130.3 |
6.7% |
34.1 |
1.8% |
87% |
True |
False |
193,410 |
| 20 |
1,965.3 |
1,825.1 |
140.2 |
7.2% |
34.0 |
1.7% |
88% |
True |
False |
210,237 |
| 40 |
1,965.3 |
1,755.0 |
210.3 |
10.8% |
35.0 |
1.8% |
92% |
True |
False |
121,098 |
| 60 |
1,965.3 |
1,723.4 |
241.9 |
12.4% |
33.6 |
1.7% |
93% |
True |
False |
80,785 |
| 80 |
1,965.3 |
1,718.4 |
246.9 |
12.7% |
33.9 |
1.7% |
93% |
True |
False |
60,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.9 |
|
2.618 |
2,067.9 |
|
1.618 |
2,028.7 |
|
1.000 |
2,004.5 |
|
0.618 |
1,989.5 |
|
HIGH |
1,965.3 |
|
0.618 |
1,950.3 |
|
0.500 |
1,945.7 |
|
0.382 |
1,941.1 |
|
LOW |
1,926.1 |
|
0.618 |
1,901.9 |
|
1.000 |
1,886.9 |
|
1.618 |
1,862.7 |
|
2.618 |
1,823.5 |
|
4.250 |
1,759.5 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,947.6 |
1,936.8 |
| PP |
1,946.6 |
1,925.1 |
| S1 |
1,945.7 |
1,913.5 |
|