| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,977.3 |
1,980.2 |
2.9 |
0.1% |
1,943.1 |
| High |
1,989.9 |
1,999.5 |
9.6 |
0.5% |
2,007.0 |
| Low |
1,970.7 |
1,972.3 |
1.6 |
0.1% |
1,938.0 |
| Close |
1,977.2 |
1,991.9 |
14.7 |
0.7% |
1,971.7 |
| Range |
19.2 |
27.2 |
8.0 |
41.7% |
69.0 |
| ATR |
31.3 |
31.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
141,009 |
169,516 |
28,507 |
20.2% |
806,860 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.5 |
2,057.9 |
2,006.9 |
|
| R3 |
2,042.3 |
2,030.7 |
1,999.4 |
|
| R2 |
2,015.1 |
2,015.1 |
1,996.9 |
|
| R1 |
2,003.5 |
2,003.5 |
1,994.4 |
2,009.3 |
| PP |
1,987.9 |
1,987.9 |
1,987.9 |
1,990.8 |
| S1 |
1,976.3 |
1,976.3 |
1,989.4 |
1,982.1 |
| S2 |
1,960.7 |
1,960.7 |
1,986.9 |
|
| S3 |
1,933.5 |
1,949.1 |
1,984.4 |
|
| S4 |
1,906.3 |
1,921.9 |
1,976.9 |
|
|
| 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% |
26.5 |
1.3% |
62% |
False |
False |
154,070 |
| 10 |
2,007.0 |
1,932.0 |
75.0 |
3.8% |
27.8 |
1.4% |
80% |
False |
False |
160,298 |
| 20 |
2,007.0 |
1,835.0 |
172.0 |
8.6% |
30.9 |
1.6% |
91% |
False |
False |
176,854 |
| 40 |
2,007.0 |
1,755.0 |
252.0 |
12.7% |
33.8 |
1.7% |
94% |
False |
False |
161,093 |
| 60 |
2,007.0 |
1,723.4 |
283.6 |
14.2% |
33.8 |
1.7% |
95% |
False |
False |
107,485 |
| 80 |
2,007.0 |
1,723.4 |
283.6 |
14.2% |
32.6 |
1.6% |
95% |
False |
False |
80,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.1 |
|
2.618 |
2,070.7 |
|
1.618 |
2,043.5 |
|
1.000 |
2,026.7 |
|
0.618 |
2,016.3 |
|
HIGH |
1,999.5 |
|
0.618 |
1,989.1 |
|
0.500 |
1,985.9 |
|
0.382 |
1,982.7 |
|
LOW |
1,972.3 |
|
0.618 |
1,955.5 |
|
1.000 |
1,945.1 |
|
1.618 |
1,928.3 |
|
2.618 |
1,901.1 |
|
4.250 |
1,856.7 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.9 |
1,989.1 |
| PP |
1,987.9 |
1,986.3 |
| S1 |
1,985.9 |
1,983.5 |
|