| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,962.7 |
1,988.0 |
25.3 |
1.3% |
1,876.7 |
| High |
1,993.0 |
2,005.9 |
12.9 |
0.6% |
1,967.0 |
| Low |
1,957.7 |
1,983.1 |
25.4 |
1.3% |
1,861.6 |
| Close |
1,989.9 |
1,997.3 |
7.4 |
0.4% |
1,944.2 |
| Range |
35.3 |
22.8 |
-12.5 |
-35.4% |
105.4 |
| ATR |
34.1 |
33.3 |
-0.8 |
-2.4% |
0.0 |
| Volume |
169,427 |
166,867 |
-2,560 |
-1.5% |
942,891 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,063.8 |
2,053.4 |
2,009.8 |
|
| R3 |
2,041.0 |
2,030.6 |
2,003.6 |
|
| R2 |
2,018.2 |
2,018.2 |
2,001.5 |
|
| R1 |
2,007.8 |
2,007.8 |
1,999.4 |
2,013.0 |
| PP |
1,995.4 |
1,995.4 |
1,995.4 |
1,998.1 |
| S1 |
1,985.0 |
1,985.0 |
1,995.2 |
1,990.2 |
| S2 |
1,972.6 |
1,972.6 |
1,993.1 |
|
| S3 |
1,949.8 |
1,962.2 |
1,991.0 |
|
| S4 |
1,927.0 |
1,939.4 |
1,984.8 |
|
|
| 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 |
2,005.9 |
1,932.0 |
73.9 |
3.7% |
29.1 |
1.5% |
88% |
True |
False |
166,527 |
| 10 |
2,005.9 |
1,835.0 |
170.9 |
8.6% |
35.9 |
1.8% |
95% |
True |
False |
187,609 |
| 20 |
2,005.9 |
1,825.1 |
180.8 |
9.1% |
32.2 |
1.6% |
95% |
True |
False |
186,442 |
| 40 |
2,005.9 |
1,755.0 |
250.9 |
12.6% |
34.6 |
1.7% |
97% |
True |
False |
141,879 |
| 60 |
2,005.9 |
1,723.4 |
282.5 |
14.1% |
34.1 |
1.7% |
97% |
True |
False |
94,657 |
| 80 |
2,005.9 |
1,723.4 |
282.5 |
14.1% |
32.6 |
1.6% |
97% |
True |
False |
71,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.8 |
|
2.618 |
2,065.6 |
|
1.618 |
2,042.8 |
|
1.000 |
2,028.7 |
|
0.618 |
2,020.0 |
|
HIGH |
2,005.9 |
|
0.618 |
1,997.2 |
|
0.500 |
1,994.5 |
|
0.382 |
1,991.8 |
|
LOW |
1,983.1 |
|
0.618 |
1,969.0 |
|
1.000 |
1,960.3 |
|
1.618 |
1,946.2 |
|
2.618 |
1,923.4 |
|
4.250 |
1,886.2 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,996.4 |
1,988.9 |
| PP |
1,995.4 |
1,980.4 |
| S1 |
1,994.5 |
1,972.0 |
|