Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,431.5 |
7,406.5 |
-25.0 |
-0.3% |
7,266.0 |
High |
7,478.5 |
7,435.5 |
-43.0 |
-0.6% |
7,478.5 |
Low |
7,413.0 |
7,390.0 |
-23.0 |
-0.3% |
7,223.0 |
Close |
7,438.0 |
7,409.5 |
-28.5 |
-0.4% |
7,438.0 |
Range |
65.5 |
45.5 |
-20.0 |
-30.5% |
255.5 |
ATR |
75.4 |
73.4 |
-2.0 |
-2.6% |
0.0 |
Volume |
71,072 |
74,915 |
3,843 |
5.4% |
428,130 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,548.0 |
7,524.5 |
7,434.5 |
|
R3 |
7,502.5 |
7,479.0 |
7,422.0 |
|
R2 |
7,457.0 |
7,457.0 |
7,418.0 |
|
R1 |
7,433.5 |
7,433.5 |
7,413.5 |
7,445.0 |
PP |
7,411.5 |
7,411.5 |
7,411.5 |
7,417.5 |
S1 |
7,388.0 |
7,388.0 |
7,405.5 |
7,400.0 |
S2 |
7,366.0 |
7,366.0 |
7,401.0 |
|
S3 |
7,320.5 |
7,342.5 |
7,397.0 |
|
S4 |
7,275.0 |
7,297.0 |
7,384.5 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,146.5 |
8,047.5 |
7,578.5 |
|
R3 |
7,891.0 |
7,792.0 |
7,508.5 |
|
R2 |
7,635.5 |
7,635.5 |
7,485.0 |
|
R1 |
7,536.5 |
7,536.5 |
7,461.5 |
7,586.0 |
PP |
7,380.0 |
7,380.0 |
7,380.0 |
7,404.5 |
S1 |
7,281.0 |
7,281.0 |
7,414.5 |
7,330.5 |
S2 |
7,124.5 |
7,124.5 |
7,391.0 |
|
S3 |
6,869.0 |
7,025.5 |
7,367.5 |
|
S4 |
6,613.5 |
6,770.0 |
7,297.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,478.5 |
7,232.0 |
246.5 |
3.3% |
71.5 |
1.0% |
72% |
False |
False |
82,261 |
10 |
7,553.5 |
7,223.0 |
330.5 |
4.5% |
80.0 |
1.1% |
56% |
False |
False |
88,163 |
20 |
7,621.5 |
7,223.0 |
398.5 |
5.4% |
73.0 |
1.0% |
47% |
False |
False |
84,991 |
40 |
7,814.0 |
7,223.0 |
591.0 |
8.0% |
67.5 |
0.9% |
32% |
False |
False |
74,026 |
60 |
7,922.5 |
7,223.0 |
699.5 |
9.4% |
56.5 |
0.8% |
27% |
False |
False |
49,395 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.7% |
46.0 |
0.6% |
26% |
False |
False |
37,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,629.0 |
2.618 |
7,554.5 |
1.618 |
7,509.0 |
1.000 |
7,481.0 |
0.618 |
7,463.5 |
HIGH |
7,435.5 |
0.618 |
7,418.0 |
0.500 |
7,413.0 |
0.382 |
7,407.5 |
LOW |
7,390.0 |
0.618 |
7,362.0 |
1.000 |
7,344.5 |
1.618 |
7,316.5 |
2.618 |
7,271.0 |
4.250 |
7,196.5 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,413.0 |
7,434.0 |
PP |
7,411.5 |
7,426.0 |
S1 |
7,410.5 |
7,418.0 |
|