Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,671.0 |
7,668.5 |
-2.5 |
0.0% |
7,406.5 |
High |
7,692.0 |
7,692.5 |
0.5 |
0.0% |
7,667.0 |
Low |
7,661.0 |
7,617.0 |
-44.0 |
-0.6% |
7,390.0 |
Close |
7,683.5 |
7,663.5 |
-20.0 |
-0.3% |
7,652.5 |
Range |
31.0 |
75.5 |
44.5 |
143.5% |
277.0 |
ATR |
73.9 |
74.0 |
0.1 |
0.2% |
0.0 |
Volume |
68,200 |
84,019 |
15,819 |
23.2% |
480,324 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,884.0 |
7,849.5 |
7,705.0 |
|
R3 |
7,808.5 |
7,774.0 |
7,684.5 |
|
R2 |
7,733.0 |
7,733.0 |
7,677.5 |
|
R1 |
7,698.5 |
7,698.5 |
7,670.5 |
7,678.0 |
PP |
7,657.5 |
7,657.5 |
7,657.5 |
7,647.5 |
S1 |
7,623.0 |
7,623.0 |
7,656.5 |
7,602.5 |
S2 |
7,582.0 |
7,582.0 |
7,649.5 |
|
S3 |
7,506.5 |
7,547.5 |
7,642.5 |
|
S4 |
7,431.0 |
7,472.0 |
7,622.0 |
|
|
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 |
7,692.5 |
7,565.0 |
127.5 |
1.7% |
61.0 |
0.8% |
77% |
True |
False |
83,308 |
10 |
7,692.5 |
7,390.0 |
302.5 |
3.9% |
70.5 |
0.9% |
90% |
True |
False |
85,374 |
20 |
7,692.5 |
7,223.0 |
469.5 |
6.1% |
76.5 |
1.0% |
94% |
True |
False |
87,153 |
40 |
7,703.5 |
7,223.0 |
480.5 |
6.3% |
70.0 |
0.9% |
92% |
False |
False |
89,776 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.7% |
61.0 |
0.8% |
75% |
False |
False |
59,952 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
51.5 |
0.7% |
61% |
False |
False |
44,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,013.5 |
2.618 |
7,890.0 |
1.618 |
7,814.5 |
1.000 |
7,768.0 |
0.618 |
7,739.0 |
HIGH |
7,692.5 |
0.618 |
7,663.5 |
0.500 |
7,655.0 |
0.382 |
7,646.0 |
LOW |
7,617.0 |
0.618 |
7,570.5 |
1.000 |
7,541.5 |
1.618 |
7,495.0 |
2.618 |
7,419.5 |
4.250 |
7,296.0 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,660.5 |
7,659.5 |
PP |
7,657.5 |
7,655.5 |
S1 |
7,655.0 |
7,652.0 |
|