| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,988.0 |
1,998.1 |
10.1 |
0.5% |
1,876.7 |
| High |
2,005.9 |
2,007.0 |
1.1 |
0.1% |
1,967.0 |
| Low |
1,983.1 |
1,971.1 |
-12.0 |
-0.6% |
1,861.6 |
| Close |
1,997.3 |
1,980.1 |
-17.2 |
-0.9% |
1,944.2 |
| Range |
22.8 |
35.9 |
13.1 |
57.5% |
105.4 |
| ATR |
33.3 |
33.4 |
0.2 |
0.6% |
0.0 |
| Volume |
166,867 |
168,024 |
1,157 |
0.7% |
942,891 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.8 |
2,072.8 |
1,999.8 |
|
| R3 |
2,057.9 |
2,036.9 |
1,990.0 |
|
| R2 |
2,022.0 |
2,022.0 |
1,986.7 |
|
| R1 |
2,001.0 |
2,001.0 |
1,983.4 |
1,993.6 |
| PP |
1,986.1 |
1,986.1 |
1,986.1 |
1,982.3 |
| S1 |
1,965.1 |
1,965.1 |
1,976.8 |
1,957.7 |
| S2 |
1,950.2 |
1,950.2 |
1,973.5 |
|
| S3 |
1,914.3 |
1,929.2 |
1,970.2 |
|
| S4 |
1,878.4 |
1,893.3 |
1,960.4 |
|
|
| 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 |
2,007.0 |
1,932.0 |
75.0 |
3.8% |
32.4 |
1.6% |
64% |
True |
False |
168,415 |
| 10 |
2,007.0 |
1,847.1 |
159.9 |
8.1% |
34.3 |
1.7% |
83% |
True |
False |
179,087 |
| 20 |
2,007.0 |
1,825.1 |
181.9 |
9.2% |
32.8 |
1.7% |
85% |
True |
False |
186,551 |
| 40 |
2,007.0 |
1,755.0 |
252.0 |
12.7% |
34.5 |
1.7% |
89% |
True |
False |
146,075 |
| 60 |
2,007.0 |
1,723.4 |
283.6 |
14.3% |
34.4 |
1.7% |
91% |
True |
False |
97,454 |
| 80 |
2,007.0 |
1,723.4 |
283.6 |
14.3% |
32.6 |
1.6% |
91% |
True |
False |
73,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.6 |
|
2.618 |
2,101.0 |
|
1.618 |
2,065.1 |
|
1.000 |
2,042.9 |
|
0.618 |
2,029.2 |
|
HIGH |
2,007.0 |
|
0.618 |
1,993.3 |
|
0.500 |
1,989.1 |
|
0.382 |
1,984.8 |
|
LOW |
1,971.1 |
|
0.618 |
1,948.9 |
|
1.000 |
1,935.2 |
|
1.618 |
1,913.0 |
|
2.618 |
1,877.1 |
|
4.250 |
1,818.5 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.1 |
1,982.4 |
| PP |
1,986.1 |
1,981.6 |
| S1 |
1,983.1 |
1,980.9 |
|