Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,565.0 |
7,642.0 |
77.0 |
1.0% |
7,406.5 |
High |
7,655.5 |
7,667.0 |
11.5 |
0.2% |
7,667.0 |
Low |
7,565.0 |
7,629.0 |
64.0 |
0.8% |
7,390.0 |
Close |
7,644.0 |
7,652.5 |
8.5 |
0.1% |
7,652.5 |
Range |
90.5 |
38.0 |
-52.5 |
-58.0% |
277.0 |
ATR |
80.9 |
77.8 |
-3.1 |
-3.8% |
0.0 |
Volume |
105,786 |
82,640 |
-23,146 |
-21.9% |
480,324 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,763.5 |
7,746.0 |
7,673.5 |
|
R3 |
7,725.5 |
7,708.0 |
7,663.0 |
|
R2 |
7,687.5 |
7,687.5 |
7,659.5 |
|
R1 |
7,670.0 |
7,670.0 |
7,656.0 |
7,679.0 |
PP |
7,649.5 |
7,649.5 |
7,649.5 |
7,654.0 |
S1 |
7,632.0 |
7,632.0 |
7,649.0 |
7,641.0 |
S2 |
7,611.5 |
7,611.5 |
7,645.5 |
|
S3 |
7,573.5 |
7,594.0 |
7,642.0 |
|
S4 |
7,535.5 |
7,556.0 |
7,631.5 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,401.0 |
8,303.5 |
7,805.0 |
|
R3 |
8,124.0 |
8,026.5 |
7,728.5 |
|
R2 |
7,847.0 |
7,847.0 |
7,703.5 |
|
R1 |
7,749.5 |
7,749.5 |
7,678.0 |
7,798.0 |
PP |
7,570.0 |
7,570.0 |
7,570.0 |
7,594.0 |
S1 |
7,472.5 |
7,472.5 |
7,627.0 |
7,521.0 |
S2 |
7,293.0 |
7,293.0 |
7,601.5 |
|
S3 |
7,016.0 |
7,195.5 |
7,576.5 |
|
S4 |
6,739.0 |
6,918.5 |
7,500.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,667.0 |
7,390.0 |
277.0 |
3.6% |
83.0 |
1.1% |
95% |
True |
False |
96,064 |
10 |
7,667.0 |
7,223.0 |
444.0 |
5.8% |
80.5 |
1.1% |
97% |
True |
False |
90,845 |
20 |
7,667.0 |
7,223.0 |
444.0 |
5.8% |
77.5 |
1.0% |
97% |
True |
False |
87,481 |
40 |
7,703.5 |
7,223.0 |
480.5 |
6.3% |
71.5 |
0.9% |
89% |
False |
False |
84,154 |
60 |
7,899.0 |
7,223.0 |
676.0 |
8.8% |
61.5 |
0.8% |
64% |
False |
False |
56,151 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
49.5 |
0.6% |
60% |
False |
False |
42,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,828.5 |
2.618 |
7,766.5 |
1.618 |
7,728.5 |
1.000 |
7,705.0 |
0.618 |
7,690.5 |
HIGH |
7,667.0 |
0.618 |
7,652.5 |
0.500 |
7,648.0 |
0.382 |
7,643.5 |
LOW |
7,629.0 |
0.618 |
7,605.5 |
1.000 |
7,591.0 |
1.618 |
7,567.5 |
2.618 |
7,529.5 |
4.250 |
7,467.5 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,651.0 |
7,621.0 |
PP |
7,649.5 |
7,589.5 |
S1 |
7,648.0 |
7,558.0 |
|