Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,981.1 |
1,971.2 |
-9.9 |
-0.5% |
1,943.1 |
High |
1,995.9 |
1,990.5 |
-5.4 |
-0.3% |
2,007.0 |
Low |
1,968.8 |
1,967.5 |
-1.3 |
-0.1% |
1,938.0 |
Close |
1,971.7 |
1,976.9 |
5.2 |
0.3% |
1,971.7 |
Range |
27.1 |
23.0 |
-4.1 |
-15.1% |
69.0 |
ATR |
33.0 |
32.3 |
-0.7 |
-2.2% |
0.0 |
Volume |
162,252 |
129,551 |
-32,701 |
-20.2% |
806,860 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,047.3 |
2,035.1 |
1,989.6 |
|
R3 |
2,024.3 |
2,012.1 |
1,983.2 |
|
R2 |
2,001.3 |
2,001.3 |
1,981.1 |
|
R1 |
1,989.1 |
1,989.1 |
1,979.0 |
1,995.2 |
PP |
1,978.3 |
1,978.3 |
1,978.3 |
1,981.4 |
S1 |
1,966.1 |
1,966.1 |
1,974.8 |
1,972.2 |
S2 |
1,955.3 |
1,955.3 |
1,972.7 |
|
S3 |
1,932.3 |
1,943.1 |
1,970.6 |
|
S4 |
1,909.3 |
1,920.1 |
1,964.3 |
|
|
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 |
1,957.7 |
49.3 |
2.5% |
28.8 |
1.5% |
39% |
False |
False |
159,224 |
10 |
2,007.0 |
1,906.0 |
101.0 |
5.1% |
29.6 |
1.5% |
70% |
False |
False |
170,675 |
20 |
2,007.0 |
1,825.1 |
181.9 |
9.2% |
32.2 |
1.6% |
83% |
False |
False |
179,831 |
40 |
2,007.0 |
1,755.0 |
252.0 |
12.7% |
34.1 |
1.7% |
88% |
False |
False |
153,357 |
60 |
2,007.0 |
1,723.4 |
283.6 |
14.3% |
34.2 |
1.7% |
89% |
False |
False |
102,313 |
80 |
2,007.0 |
1,723.4 |
283.6 |
14.3% |
32.8 |
1.7% |
89% |
False |
False |
76,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,088.3 |
2.618 |
2,050.7 |
1.618 |
2,027.7 |
1.000 |
2,013.5 |
0.618 |
2,004.7 |
HIGH |
1,990.5 |
0.618 |
1,981.7 |
0.500 |
1,979.0 |
0.382 |
1,976.3 |
LOW |
1,967.5 |
0.618 |
1,953.3 |
1.000 |
1,944.5 |
1.618 |
1,930.3 |
2.618 |
1,907.3 |
4.250 |
1,869.8 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,979.0 |
1,987.3 |
PP |
1,978.3 |
1,983.8 |
S1 |
1,977.6 |
1,980.4 |
|