| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,927.3 |
1,948.8 |
21.5 |
1.1% |
1,903.2 |
| High |
1,965.3 |
1,967.0 |
1.7 |
0.1% |
1,919.6 |
| Low |
1,926.1 |
1,947.6 |
21.5 |
1.1% |
1,835.0 |
| Close |
1,948.5 |
1,963.9 |
15.4 |
0.8% |
1,878.0 |
| Range |
39.2 |
19.4 |
-19.8 |
-50.5% |
84.6 |
| ATR |
35.1 |
34.0 |
-1.1 |
-3.2% |
0.0 |
| Volume |
239,153 |
158,584 |
-80,569 |
-33.7% |
766,463 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,017.7 |
2,010.2 |
1,974.6 |
|
| R3 |
1,998.3 |
1,990.8 |
1,969.2 |
|
| R2 |
1,978.9 |
1,978.9 |
1,967.5 |
|
| R1 |
1,971.4 |
1,971.4 |
1,965.7 |
1,975.2 |
| PP |
1,959.5 |
1,959.5 |
1,959.5 |
1,961.4 |
| S1 |
1,952.0 |
1,952.0 |
1,962.1 |
1,955.8 |
| S2 |
1,940.1 |
1,940.1 |
1,960.3 |
|
| S3 |
1,920.7 |
1,932.6 |
1,958.6 |
|
| S4 |
1,901.3 |
1,913.2 |
1,953.2 |
|
|
| 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 |
1,967.0 |
1,847.1 |
119.9 |
6.1% |
36.2 |
1.8% |
97% |
True |
False |
189,760 |
| 10 |
1,967.0 |
1,835.0 |
132.0 |
6.7% |
33.5 |
1.7% |
98% |
True |
False |
192,505 |
| 20 |
1,967.0 |
1,825.1 |
141.9 |
7.2% |
33.3 |
1.7% |
98% |
True |
False |
200,536 |
| 40 |
1,967.0 |
1,755.0 |
212.0 |
10.8% |
34.6 |
1.8% |
99% |
True |
False |
125,051 |
| 60 |
1,967.0 |
1,723.4 |
243.6 |
12.4% |
33.6 |
1.7% |
99% |
True |
False |
83,426 |
| 80 |
1,967.0 |
1,718.4 |
248.6 |
12.7% |
33.3 |
1.7% |
99% |
True |
False |
62,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,049.5 |
|
2.618 |
2,017.8 |
|
1.618 |
1,998.4 |
|
1.000 |
1,986.4 |
|
0.618 |
1,979.0 |
|
HIGH |
1,967.0 |
|
0.618 |
1,959.6 |
|
0.500 |
1,957.3 |
|
0.382 |
1,955.0 |
|
LOW |
1,947.6 |
|
0.618 |
1,935.6 |
|
1.000 |
1,928.2 |
|
1.618 |
1,916.2 |
|
2.618 |
1,896.8 |
|
4.250 |
1,865.2 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,961.7 |
1,954.8 |
| PP |
1,959.5 |
1,945.6 |
| S1 |
1,957.3 |
1,936.5 |
|