| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
7,404.5 |
7,452.0 |
47.5 |
0.6% |
7,266.0 |
| High |
7,460.0 |
7,622.5 |
162.5 |
2.2% |
7,478.5 |
| Low |
7,394.0 |
7,448.5 |
54.5 |
0.7% |
7,223.0 |
| Close |
7,454.0 |
7,594.5 |
140.5 |
1.9% |
7,438.0 |
| Range |
66.0 |
174.0 |
108.0 |
163.6% |
255.5 |
| ATR |
72.9 |
80.1 |
7.2 |
9.9% |
0.0 |
| Volume |
83,013 |
133,970 |
50,957 |
61.4% |
428,130 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,077.0 |
8,010.0 |
7,690.0 |
|
| R3 |
7,903.0 |
7,836.0 |
7,642.5 |
|
| R2 |
7,729.0 |
7,729.0 |
7,626.5 |
|
| R1 |
7,662.0 |
7,662.0 |
7,610.5 |
7,695.5 |
| PP |
7,555.0 |
7,555.0 |
7,555.0 |
7,572.0 |
| S1 |
7,488.0 |
7,488.0 |
7,578.5 |
7,521.5 |
| S2 |
7,381.0 |
7,381.0 |
7,562.5 |
|
| S3 |
7,207.0 |
7,314.0 |
7,546.5 |
|
| S4 |
7,033.0 |
7,140.0 |
7,499.0 |
|
|
| 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 |
7,622.5 |
7,390.0 |
232.5 |
3.1% |
80.5 |
1.1% |
88% |
True |
False |
87,439 |
| 10 |
7,622.5 |
7,223.0 |
399.5 |
5.3% |
91.5 |
1.2% |
93% |
True |
False |
96,093 |
| 20 |
7,622.5 |
7,223.0 |
399.5 |
5.3% |
79.5 |
1.0% |
93% |
True |
False |
87,765 |
| 40 |
7,722.5 |
7,223.0 |
499.5 |
6.6% |
72.0 |
1.0% |
74% |
False |
False |
79,449 |
| 60 |
7,899.0 |
7,223.0 |
676.0 |
8.9% |
60.0 |
0.8% |
55% |
False |
False |
53,011 |
| 80 |
7,944.0 |
7,223.0 |
721.0 |
9.5% |
48.0 |
0.6% |
52% |
False |
False |
39,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,362.0 |
|
2.618 |
8,078.0 |
|
1.618 |
7,904.0 |
|
1.000 |
7,796.5 |
|
0.618 |
7,730.0 |
|
HIGH |
7,622.5 |
|
0.618 |
7,556.0 |
|
0.500 |
7,535.5 |
|
0.382 |
7,515.0 |
|
LOW |
7,448.5 |
|
0.618 |
7,341.0 |
|
1.000 |
7,274.5 |
|
1.618 |
7,167.0 |
|
2.618 |
6,993.0 |
|
4.250 |
6,709.0 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,575.0 |
7,565.0 |
| PP |
7,555.0 |
7,535.5 |
| S1 |
7,535.5 |
7,506.0 |
|