Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,452.0 |
7,565.0 |
113.0 |
1.5% |
7,266.0 |
High |
7,622.5 |
7,655.5 |
33.0 |
0.4% |
7,478.5 |
Low |
7,448.5 |
7,565.0 |
116.5 |
1.6% |
7,223.0 |
Close |
7,594.5 |
7,644.0 |
49.5 |
0.7% |
7,438.0 |
Range |
174.0 |
90.5 |
-83.5 |
-48.0% |
255.5 |
ATR |
80.1 |
80.9 |
0.7 |
0.9% |
0.0 |
Volume |
133,970 |
105,786 |
-28,184 |
-21.0% |
428,130 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,893.0 |
7,859.0 |
7,694.0 |
|
R3 |
7,802.5 |
7,768.5 |
7,669.0 |
|
R2 |
7,712.0 |
7,712.0 |
7,660.5 |
|
R1 |
7,678.0 |
7,678.0 |
7,652.5 |
7,695.0 |
PP |
7,621.5 |
7,621.5 |
7,621.5 |
7,630.0 |
S1 |
7,587.5 |
7,587.5 |
7,635.5 |
7,604.5 |
S2 |
7,531.0 |
7,531.0 |
7,627.5 |
|
S3 |
7,440.5 |
7,497.0 |
7,619.0 |
|
S4 |
7,350.0 |
7,406.5 |
7,594.0 |
|
|
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 |
7,655.5 |
7,390.0 |
265.5 |
3.5% |
88.5 |
1.2% |
96% |
True |
False |
93,751 |
10 |
7,655.5 |
7,223.0 |
432.5 |
5.7% |
83.0 |
1.1% |
97% |
True |
False |
93,602 |
20 |
7,655.5 |
7,223.0 |
432.5 |
5.7% |
79.5 |
1.0% |
97% |
True |
False |
87,539 |
40 |
7,703.5 |
7,223.0 |
480.5 |
6.3% |
71.5 |
0.9% |
88% |
False |
False |
82,090 |
60 |
7,899.0 |
7,223.0 |
676.0 |
8.8% |
61.5 |
0.8% |
62% |
False |
False |
54,774 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
49.0 |
0.6% |
58% |
False |
False |
41,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,040.0 |
2.618 |
7,892.5 |
1.618 |
7,802.0 |
1.000 |
7,746.0 |
0.618 |
7,711.5 |
HIGH |
7,655.5 |
0.618 |
7,621.0 |
0.500 |
7,610.0 |
0.382 |
7,599.5 |
LOW |
7,565.0 |
0.618 |
7,509.0 |
1.000 |
7,474.5 |
1.618 |
7,418.5 |
2.618 |
7,328.0 |
4.250 |
7,180.5 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,633.0 |
7,604.0 |
PP |
7,621.5 |
7,564.5 |
S1 |
7,610.0 |
7,525.0 |
|