| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,960.2 |
1,943.1 |
-17.1 |
-0.9% |
1,876.7 |
| High |
1,964.7 |
1,973.2 |
8.5 |
0.4% |
1,967.0 |
| Low |
1,932.0 |
1,938.0 |
6.0 |
0.3% |
1,861.6 |
| Close |
1,944.2 |
1,965.3 |
21.1 |
1.1% |
1,944.2 |
| Range |
32.7 |
35.2 |
2.5 |
7.6% |
105.4 |
| ATR |
33.9 |
34.0 |
0.1 |
0.3% |
0.0 |
| Volume |
197,469 |
140,290 |
-57,179 |
-29.0% |
942,891 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.4 |
2,050.1 |
1,984.7 |
|
| R3 |
2,029.2 |
2,014.9 |
1,975.0 |
|
| R2 |
1,994.0 |
1,994.0 |
1,971.8 |
|
| R1 |
1,979.7 |
1,979.7 |
1,968.5 |
1,986.9 |
| PP |
1,958.8 |
1,958.8 |
1,958.8 |
1,962.4 |
| S1 |
1,944.5 |
1,944.5 |
1,962.1 |
1,951.7 |
| S2 |
1,923.6 |
1,923.6 |
1,958.8 |
|
| S3 |
1,888.4 |
1,909.3 |
1,955.6 |
|
| S4 |
1,853.2 |
1,874.1 |
1,945.9 |
|
|
| 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 |
1,973.2 |
1,906.0 |
67.2 |
3.4% |
30.4 |
1.5% |
88% |
True |
False |
182,127 |
| 10 |
1,973.2 |
1,835.0 |
138.2 |
7.0% |
35.1 |
1.8% |
94% |
True |
False |
184,964 |
| 20 |
1,973.2 |
1,825.1 |
148.1 |
7.5% |
32.4 |
1.6% |
95% |
True |
False |
189,819 |
| 40 |
1,973.2 |
1,755.0 |
218.2 |
11.1% |
34.6 |
1.8% |
96% |
True |
False |
133,482 |
| 60 |
1,973.2 |
1,723.4 |
249.8 |
12.7% |
33.9 |
1.7% |
97% |
True |
False |
89,053 |
| 80 |
1,973.2 |
1,718.4 |
254.8 |
13.0% |
33.1 |
1.7% |
97% |
True |
False |
66,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.8 |
|
2.618 |
2,065.4 |
|
1.618 |
2,030.2 |
|
1.000 |
2,008.4 |
|
0.618 |
1,995.0 |
|
HIGH |
1,973.2 |
|
0.618 |
1,959.8 |
|
0.500 |
1,955.6 |
|
0.382 |
1,951.4 |
|
LOW |
1,938.0 |
|
0.618 |
1,916.2 |
|
1.000 |
1,902.8 |
|
1.618 |
1,881.0 |
|
2.618 |
1,845.8 |
|
4.250 |
1,788.4 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,962.1 |
1,961.1 |
| PP |
1,958.8 |
1,956.8 |
| S1 |
1,955.6 |
1,952.6 |
|