Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,948.8 |
1,960.2 |
11.4 |
0.6% |
1,876.7 |
High |
1,967.0 |
1,964.7 |
-2.3 |
-0.1% |
1,967.0 |
Low |
1,947.6 |
1,932.0 |
-15.6 |
-0.8% |
1,861.6 |
Close |
1,963.9 |
1,944.2 |
-19.7 |
-1.0% |
1,944.2 |
Range |
19.4 |
32.7 |
13.3 |
68.6% |
105.4 |
ATR |
34.0 |
33.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
158,584 |
197,469 |
38,885 |
24.5% |
942,891 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.1 |
2,027.3 |
1,962.2 |
|
R3 |
2,012.4 |
1,994.6 |
1,953.2 |
|
R2 |
1,979.7 |
1,979.7 |
1,950.2 |
|
R1 |
1,961.9 |
1,961.9 |
1,947.2 |
1,954.5 |
PP |
1,947.0 |
1,947.0 |
1,947.0 |
1,943.2 |
S1 |
1,929.2 |
1,929.2 |
1,941.2 |
1,921.8 |
S2 |
1,914.3 |
1,914.3 |
1,938.2 |
|
S3 |
1,881.6 |
1,896.5 |
1,935.2 |
|
S4 |
1,848.9 |
1,863.8 |
1,926.2 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,240.5 |
2,197.7 |
2,002.2 |
|
R3 |
2,135.1 |
2,092.3 |
1,973.2 |
|
R2 |
2,029.7 |
2,029.7 |
1,963.5 |
|
R1 |
1,986.9 |
1,986.9 |
1,953.9 |
2,008.3 |
PP |
1,924.3 |
1,924.3 |
1,924.3 |
1,935.0 |
S1 |
1,881.5 |
1,881.5 |
1,934.5 |
1,902.9 |
S2 |
1,818.9 |
1,818.9 |
1,924.9 |
|
S3 |
1,713.5 |
1,776.1 |
1,915.2 |
|
S4 |
1,608.1 |
1,670.7 |
1,886.2 |
|
|
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 |
1,861.6 |
105.4 |
5.4% |
33.3 |
1.7% |
78% |
False |
False |
188,578 |
10 |
1,967.0 |
1,835.0 |
132.0 |
6.8% |
33.7 |
1.7% |
83% |
False |
False |
191,781 |
20 |
1,967.0 |
1,825.1 |
141.9 |
7.3% |
32.5 |
1.7% |
84% |
False |
False |
195,415 |
40 |
1,967.0 |
1,755.0 |
212.0 |
10.9% |
34.8 |
1.8% |
89% |
False |
False |
129,984 |
60 |
1,967.0 |
1,723.4 |
243.6 |
12.5% |
33.7 |
1.7% |
91% |
False |
False |
86,716 |
80 |
1,967.0 |
1,718.4 |
248.6 |
12.8% |
33.4 |
1.7% |
91% |
False |
False |
65,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,103.7 |
2.618 |
2,050.3 |
1.618 |
2,017.6 |
1.000 |
1,997.4 |
0.618 |
1,984.9 |
HIGH |
1,964.7 |
0.618 |
1,952.2 |
0.500 |
1,948.4 |
0.382 |
1,944.5 |
LOW |
1,932.0 |
0.618 |
1,911.8 |
1.000 |
1,899.3 |
1.618 |
1,879.1 |
2.618 |
1,846.4 |
4.250 |
1,793.0 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,948.4 |
1,946.6 |
PP |
1,947.0 |
1,945.8 |
S1 |
1,945.6 |
1,945.0 |
|