Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,258.5 |
7,287.0 |
28.5 |
0.4% |
7,557.0 |
High |
7,291.0 |
7,421.5 |
130.5 |
1.8% |
7,570.5 |
Low |
7,232.0 |
7,285.0 |
53.0 |
0.7% |
7,223.5 |
Close |
7,272.0 |
7,416.5 |
144.5 |
2.0% |
7,249.0 |
Range |
59.0 |
136.5 |
77.5 |
131.4% |
347.0 |
ATR |
72.6 |
78.1 |
5.5 |
7.6% |
0.0 |
Volume |
85,982 |
105,109 |
19,127 |
22.2% |
445,886 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,784.0 |
7,736.5 |
7,491.5 |
|
R3 |
7,647.5 |
7,600.0 |
7,454.0 |
|
R2 |
7,511.0 |
7,511.0 |
7,441.5 |
|
R1 |
7,463.5 |
7,463.5 |
7,429.0 |
7,487.0 |
PP |
7,374.5 |
7,374.5 |
7,374.5 |
7,386.0 |
S1 |
7,327.0 |
7,327.0 |
7,404.0 |
7,351.0 |
S2 |
7,238.0 |
7,238.0 |
7,391.5 |
|
S3 |
7,101.5 |
7,190.5 |
7,379.0 |
|
S4 |
6,965.0 |
7,054.0 |
7,341.5 |
|
|
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 |
7,438.5 |
7,223.0 |
215.5 |
2.9% |
102.5 |
1.4% |
90% |
False |
False |
104,748 |
10 |
7,570.5 |
7,223.0 |
347.5 |
4.7% |
82.5 |
1.1% |
56% |
False |
False |
88,932 |
20 |
7,703.5 |
7,223.0 |
480.5 |
6.5% |
74.0 |
1.0% |
40% |
False |
False |
88,969 |
40 |
7,814.0 |
7,223.0 |
591.0 |
8.0% |
65.5 |
0.9% |
33% |
False |
False |
68,523 |
60 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
55.0 |
0.7% |
27% |
False |
False |
45,725 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
44.5 |
0.6% |
27% |
False |
False |
34,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,001.5 |
2.618 |
7,779.0 |
1.618 |
7,642.5 |
1.000 |
7,558.0 |
0.618 |
7,506.0 |
HIGH |
7,421.5 |
0.618 |
7,369.5 |
0.500 |
7,353.0 |
0.382 |
7,337.0 |
LOW |
7,285.0 |
0.618 |
7,200.5 |
1.000 |
7,148.5 |
1.618 |
7,064.0 |
2.618 |
6,927.5 |
4.250 |
6,705.0 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,395.5 |
7,385.0 |
PP |
7,374.5 |
7,353.5 |
S1 |
7,353.0 |
7,322.0 |
|