Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,266.0 |
7,258.5 |
-7.5 |
-0.1% |
7,557.0 |
High |
7,302.5 |
7,291.0 |
-11.5 |
-0.2% |
7,570.5 |
Low |
7,223.0 |
7,232.0 |
9.0 |
0.1% |
7,223.5 |
Close |
7,269.0 |
7,272.0 |
3.0 |
0.0% |
7,249.0 |
Range |
79.5 |
59.0 |
-20.5 |
-25.8% |
347.0 |
ATR |
73.7 |
72.6 |
-1.0 |
-1.4% |
0.0 |
Volume |
91,740 |
85,982 |
-5,758 |
-6.3% |
445,886 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,442.0 |
7,416.0 |
7,304.5 |
|
R3 |
7,383.0 |
7,357.0 |
7,288.0 |
|
R2 |
7,324.0 |
7,324.0 |
7,283.0 |
|
R1 |
7,298.0 |
7,298.0 |
7,277.5 |
7,311.0 |
PP |
7,265.0 |
7,265.0 |
7,265.0 |
7,271.5 |
S1 |
7,239.0 |
7,239.0 |
7,266.5 |
7,252.0 |
S2 |
7,206.0 |
7,206.0 |
7,261.0 |
|
S3 |
7,147.0 |
7,180.0 |
7,256.0 |
|
S4 |
7,088.0 |
7,121.0 |
7,239.5 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,388.5 |
8,166.0 |
7,440.0 |
|
R3 |
8,041.5 |
7,819.0 |
7,344.5 |
|
R2 |
7,694.5 |
7,694.5 |
7,312.5 |
|
R1 |
7,472.0 |
7,472.0 |
7,281.0 |
7,410.0 |
PP |
7,347.5 |
7,347.5 |
7,347.5 |
7,316.5 |
S1 |
7,125.0 |
7,125.0 |
7,217.0 |
7,063.0 |
S2 |
7,000.5 |
7,000.5 |
7,185.5 |
|
S3 |
6,653.5 |
6,778.0 |
7,153.5 |
|
S4 |
6,306.5 |
6,431.0 |
7,058.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,527.5 |
7,223.0 |
304.5 |
4.2% |
93.5 |
1.3% |
16% |
False |
False |
102,748 |
10 |
7,570.5 |
7,223.0 |
347.5 |
4.8% |
73.5 |
1.0% |
14% |
False |
False |
86,246 |
20 |
7,703.5 |
7,223.0 |
480.5 |
6.6% |
70.5 |
1.0% |
10% |
False |
False |
93,639 |
40 |
7,814.0 |
7,223.0 |
591.0 |
8.1% |
64.0 |
0.9% |
8% |
False |
False |
65,908 |
60 |
7,944.0 |
7,223.0 |
721.0 |
9.9% |
52.5 |
0.7% |
7% |
False |
False |
43,974 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.9% |
43.0 |
0.6% |
7% |
False |
False |
32,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,542.0 |
2.618 |
7,445.5 |
1.618 |
7,386.5 |
1.000 |
7,350.0 |
0.618 |
7,327.5 |
HIGH |
7,291.0 |
0.618 |
7,268.5 |
0.500 |
7,261.5 |
0.382 |
7,254.5 |
LOW |
7,232.0 |
0.618 |
7,195.5 |
1.000 |
7,173.0 |
1.618 |
7,136.5 |
2.618 |
7,077.5 |
4.250 |
6,981.0 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,268.5 |
7,269.0 |
PP |
7,265.0 |
7,266.0 |
S1 |
7,261.5 |
7,263.0 |
|