| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,998.1 |
1,981.1 |
-17.0 |
-0.9% |
1,943.1 |
| High |
2,007.0 |
1,995.9 |
-11.1 |
-0.6% |
2,007.0 |
| Low |
1,971.1 |
1,968.8 |
-2.3 |
-0.1% |
1,938.0 |
| Close |
1,980.1 |
1,971.7 |
-8.4 |
-0.4% |
1,971.7 |
| Range |
35.9 |
27.1 |
-8.8 |
-24.5% |
69.0 |
| ATR |
33.4 |
33.0 |
-0.5 |
-1.4% |
0.0 |
| Volume |
168,024 |
162,252 |
-5,772 |
-3.4% |
806,860 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.1 |
2,043.0 |
1,986.6 |
|
| R3 |
2,033.0 |
2,015.9 |
1,979.2 |
|
| R2 |
2,005.9 |
2,005.9 |
1,976.7 |
|
| R1 |
1,988.8 |
1,988.8 |
1,974.2 |
1,983.8 |
| PP |
1,978.8 |
1,978.8 |
1,978.8 |
1,976.3 |
| S1 |
1,961.7 |
1,961.7 |
1,969.2 |
1,956.7 |
| S2 |
1,951.7 |
1,951.7 |
1,966.7 |
|
| S3 |
1,924.6 |
1,934.6 |
1,964.2 |
|
| S4 |
1,897.5 |
1,907.5 |
1,956.8 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.2 |
2,144.5 |
2,009.7 |
|
| R3 |
2,110.2 |
2,075.5 |
1,990.7 |
|
| R2 |
2,041.2 |
2,041.2 |
1,984.4 |
|
| R1 |
2,006.5 |
2,006.5 |
1,978.0 |
2,023.9 |
| PP |
1,972.2 |
1,972.2 |
1,972.2 |
1,980.9 |
| S1 |
1,937.5 |
1,937.5 |
1,965.4 |
1,954.9 |
| S2 |
1,903.2 |
1,903.2 |
1,959.1 |
|
| S3 |
1,834.2 |
1,868.5 |
1,952.7 |
|
| S4 |
1,765.2 |
1,799.5 |
1,933.8 |
|
|
| 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 |
1,938.0 |
69.0 |
3.5% |
31.3 |
1.6% |
49% |
False |
False |
161,372 |
| 10 |
2,007.0 |
1,861.6 |
145.4 |
7.4% |
32.3 |
1.6% |
76% |
False |
False |
174,975 |
| 20 |
2,007.0 |
1,825.1 |
181.9 |
9.2% |
32.9 |
1.7% |
81% |
False |
False |
186,455 |
| 40 |
2,007.0 |
1,755.0 |
252.0 |
12.8% |
34.4 |
1.7% |
86% |
False |
False |
150,125 |
| 60 |
2,007.0 |
1,723.4 |
283.6 |
14.4% |
34.2 |
1.7% |
88% |
False |
False |
100,157 |
| 80 |
2,007.0 |
1,723.4 |
283.6 |
14.4% |
32.7 |
1.7% |
88% |
False |
False |
75,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.1 |
|
2.618 |
2,066.8 |
|
1.618 |
2,039.7 |
|
1.000 |
2,023.0 |
|
0.618 |
2,012.6 |
|
HIGH |
1,995.9 |
|
0.618 |
1,985.5 |
|
0.500 |
1,982.4 |
|
0.382 |
1,979.2 |
|
LOW |
1,968.8 |
|
0.618 |
1,952.1 |
|
1.000 |
1,941.7 |
|
1.618 |
1,925.0 |
|
2.618 |
1,897.9 |
|
4.250 |
1,853.6 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,982.4 |
1,987.9 |
| PP |
1,978.8 |
1,982.5 |
| S1 |
1,975.3 |
1,977.1 |
|