| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,971.2 |
1,977.3 |
6.1 |
0.3% |
1,943.1 |
| High |
1,990.5 |
1,989.9 |
-0.6 |
0.0% |
2,007.0 |
| Low |
1,967.5 |
1,970.7 |
3.2 |
0.2% |
1,938.0 |
| Close |
1,976.9 |
1,977.2 |
0.3 |
0.0% |
1,971.7 |
| Range |
23.0 |
19.2 |
-3.8 |
-16.5% |
69.0 |
| ATR |
32.3 |
31.3 |
-0.9 |
-2.9% |
0.0 |
| Volume |
129,551 |
141,009 |
11,458 |
8.8% |
806,860 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.9 |
2,026.2 |
1,987.8 |
|
| R3 |
2,017.7 |
2,007.0 |
1,982.5 |
|
| R2 |
1,998.5 |
1,998.5 |
1,980.7 |
|
| R1 |
1,987.8 |
1,987.8 |
1,979.0 |
1,983.6 |
| PP |
1,979.3 |
1,979.3 |
1,979.3 |
1,977.1 |
| S1 |
1,968.6 |
1,968.6 |
1,975.4 |
1,964.4 |
| S2 |
1,960.1 |
1,960.1 |
1,973.7 |
|
| S3 |
1,940.9 |
1,949.4 |
1,971.9 |
|
| S4 |
1,921.7 |
1,930.2 |
1,966.6 |
|
|
| 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 |
1,967.5 |
39.5 |
2.0% |
25.6 |
1.3% |
25% |
False |
False |
153,540 |
| 10 |
2,007.0 |
1,926.1 |
80.9 |
4.1% |
29.0 |
1.5% |
63% |
False |
False |
167,262 |
| 20 |
2,007.0 |
1,834.1 |
172.9 |
8.7% |
31.5 |
1.6% |
83% |
False |
False |
176,947 |
| 40 |
2,007.0 |
1,755.0 |
252.0 |
12.7% |
33.8 |
1.7% |
88% |
False |
False |
156,868 |
| 60 |
2,007.0 |
1,723.4 |
283.6 |
14.3% |
34.0 |
1.7% |
89% |
False |
False |
104,661 |
| 80 |
2,007.0 |
1,723.4 |
283.6 |
14.3% |
32.7 |
1.7% |
89% |
False |
False |
78,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.5 |
|
2.618 |
2,040.2 |
|
1.618 |
2,021.0 |
|
1.000 |
2,009.1 |
|
0.618 |
2,001.8 |
|
HIGH |
1,989.9 |
|
0.618 |
1,982.6 |
|
0.500 |
1,980.3 |
|
0.382 |
1,978.0 |
|
LOW |
1,970.7 |
|
0.618 |
1,958.8 |
|
1.000 |
1,951.5 |
|
1.618 |
1,939.6 |
|
2.618 |
1,920.4 |
|
4.250 |
1,889.1 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,980.3 |
1,981.7 |
| PP |
1,979.3 |
1,980.2 |
| S1 |
1,978.2 |
1,978.7 |
|