| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
7,642.0 |
7,657.0 |
15.0 |
0.2% |
7,406.5 |
| High |
7,667.0 |
7,680.5 |
13.5 |
0.2% |
7,667.0 |
| Low |
7,629.0 |
7,611.0 |
-18.0 |
-0.2% |
7,390.0 |
| Close |
7,652.5 |
7,676.5 |
24.0 |
0.3% |
7,652.5 |
| Range |
38.0 |
69.5 |
31.5 |
82.9% |
277.0 |
| ATR |
77.8 |
77.2 |
-0.6 |
-0.8% |
0.0 |
| Volume |
82,640 |
75,899 |
-6,741 |
-8.2% |
480,324 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,864.5 |
7,840.0 |
7,714.5 |
|
| R3 |
7,795.0 |
7,770.5 |
7,695.5 |
|
| R2 |
7,725.5 |
7,725.5 |
7,689.0 |
|
| R1 |
7,701.0 |
7,701.0 |
7,683.0 |
7,713.0 |
| PP |
7,656.0 |
7,656.0 |
7,656.0 |
7,662.0 |
| S1 |
7,631.5 |
7,631.5 |
7,670.0 |
7,644.0 |
| S2 |
7,586.5 |
7,586.5 |
7,664.0 |
|
| S3 |
7,517.0 |
7,562.0 |
7,657.5 |
|
| S4 |
7,447.5 |
7,492.5 |
7,638.5 |
|
|
| 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 |
7,680.5 |
7,394.0 |
286.5 |
3.7% |
87.5 |
1.1% |
99% |
True |
False |
96,261 |
| 10 |
7,680.5 |
7,232.0 |
448.5 |
5.8% |
79.5 |
1.0% |
99% |
True |
False |
89,261 |
| 20 |
7,680.5 |
7,223.0 |
457.5 |
6.0% |
77.0 |
1.0% |
99% |
True |
False |
87,235 |
| 40 |
7,703.5 |
7,223.0 |
480.5 |
6.3% |
71.5 |
0.9% |
94% |
False |
False |
86,050 |
| 60 |
7,899.0 |
7,223.0 |
676.0 |
8.8% |
61.0 |
0.8% |
67% |
False |
False |
57,415 |
| 80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
50.5 |
0.7% |
63% |
False |
False |
43,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,976.0 |
|
2.618 |
7,862.5 |
|
1.618 |
7,793.0 |
|
1.000 |
7,750.0 |
|
0.618 |
7,723.5 |
|
HIGH |
7,680.5 |
|
0.618 |
7,654.0 |
|
0.500 |
7,646.0 |
|
0.382 |
7,637.5 |
|
LOW |
7,611.0 |
|
0.618 |
7,568.0 |
|
1.000 |
7,541.5 |
|
1.618 |
7,498.5 |
|
2.618 |
7,429.0 |
|
4.250 |
7,315.5 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,666.0 |
7,658.5 |
| PP |
7,656.0 |
7,640.5 |
| S1 |
7,646.0 |
7,623.0 |
|