| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,943.1 |
1,962.7 |
19.6 |
1.0% |
1,876.7 |
| High |
1,973.2 |
1,993.0 |
19.8 |
1.0% |
1,967.0 |
| Low |
1,938.0 |
1,957.7 |
19.7 |
1.0% |
1,861.6 |
| Close |
1,965.3 |
1,989.9 |
24.6 |
1.3% |
1,944.2 |
| Range |
35.2 |
35.3 |
0.1 |
0.3% |
105.4 |
| ATR |
34.0 |
34.1 |
0.1 |
0.3% |
0.0 |
| Volume |
140,290 |
169,427 |
29,137 |
20.8% |
942,891 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.1 |
2,073.3 |
2,009.3 |
|
| R3 |
2,050.8 |
2,038.0 |
1,999.6 |
|
| R2 |
2,015.5 |
2,015.5 |
1,996.4 |
|
| R1 |
2,002.7 |
2,002.7 |
1,993.1 |
2,009.1 |
| PP |
1,980.2 |
1,980.2 |
1,980.2 |
1,983.4 |
| S1 |
1,967.4 |
1,967.4 |
1,986.7 |
1,973.8 |
| S2 |
1,944.9 |
1,944.9 |
1,983.4 |
|
| S3 |
1,909.6 |
1,932.1 |
1,980.2 |
|
| S4 |
1,874.3 |
1,896.8 |
1,970.5 |
|
|
| 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 |
1,993.0 |
1,926.1 |
66.9 |
3.4% |
32.4 |
1.6% |
95% |
True |
False |
180,984 |
| 10 |
1,993.0 |
1,835.0 |
158.0 |
7.9% |
36.5 |
1.8% |
98% |
True |
False |
190,214 |
| 20 |
1,993.0 |
1,825.1 |
167.9 |
8.4% |
32.4 |
1.6% |
98% |
True |
False |
186,835 |
| 40 |
1,993.0 |
1,755.0 |
238.0 |
12.0% |
34.8 |
1.7% |
99% |
True |
False |
137,713 |
| 60 |
1,993.0 |
1,723.4 |
269.6 |
13.5% |
34.2 |
1.7% |
99% |
True |
False |
91,876 |
| 80 |
1,993.0 |
1,718.4 |
274.6 |
13.8% |
32.9 |
1.7% |
99% |
True |
False |
68,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.0 |
|
2.618 |
2,085.4 |
|
1.618 |
2,050.1 |
|
1.000 |
2,028.3 |
|
0.618 |
2,014.8 |
|
HIGH |
1,993.0 |
|
0.618 |
1,979.5 |
|
0.500 |
1,975.4 |
|
0.382 |
1,971.2 |
|
LOW |
1,957.7 |
|
0.618 |
1,935.9 |
|
1.000 |
1,922.4 |
|
1.618 |
1,900.6 |
|
2.618 |
1,865.3 |
|
4.250 |
1,807.7 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.1 |
1,980.8 |
| PP |
1,980.2 |
1,971.6 |
| S1 |
1,975.4 |
1,962.5 |
|