Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,668.5 |
7,666.0 |
-2.5 |
0.0% |
7,406.5 |
High |
7,692.5 |
7,699.0 |
6.5 |
0.1% |
7,667.0 |
Low |
7,617.0 |
7,644.5 |
27.5 |
0.4% |
7,390.0 |
Close |
7,663.5 |
7,692.5 |
29.0 |
0.4% |
7,652.5 |
Range |
75.5 |
54.5 |
-21.0 |
-27.8% |
277.0 |
ATR |
74.0 |
72.6 |
-1.4 |
-1.9% |
0.0 |
Volume |
84,019 |
95,546 |
11,527 |
13.7% |
480,324 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,842.0 |
7,822.0 |
7,722.5 |
|
R3 |
7,787.5 |
7,767.5 |
7,707.5 |
|
R2 |
7,733.0 |
7,733.0 |
7,702.5 |
|
R1 |
7,713.0 |
7,713.0 |
7,697.5 |
7,723.0 |
PP |
7,678.5 |
7,678.5 |
7,678.5 |
7,684.0 |
S1 |
7,658.5 |
7,658.5 |
7,687.5 |
7,668.5 |
S2 |
7,624.0 |
7,624.0 |
7,682.5 |
|
S3 |
7,569.5 |
7,604.0 |
7,677.5 |
|
S4 |
7,515.0 |
7,549.5 |
7,662.5 |
|
|
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 |
7,699.0 |
7,611.0 |
88.0 |
1.1% |
53.5 |
0.7% |
93% |
True |
False |
81,260 |
10 |
7,699.0 |
7,390.0 |
309.0 |
4.0% |
71.0 |
0.9% |
98% |
True |
False |
87,506 |
20 |
7,699.0 |
7,223.0 |
476.0 |
6.2% |
76.0 |
1.0% |
99% |
True |
False |
88,362 |
40 |
7,703.5 |
7,223.0 |
480.5 |
6.2% |
70.0 |
0.9% |
98% |
False |
False |
91,942 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.7% |
61.0 |
0.8% |
79% |
False |
False |
61,544 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
51.5 |
0.7% |
65% |
False |
False |
46,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,930.5 |
2.618 |
7,841.5 |
1.618 |
7,787.0 |
1.000 |
7,753.5 |
0.618 |
7,732.5 |
HIGH |
7,699.0 |
0.618 |
7,678.0 |
0.500 |
7,672.0 |
0.382 |
7,665.5 |
LOW |
7,644.5 |
0.618 |
7,611.0 |
1.000 |
7,590.0 |
1.618 |
7,556.5 |
2.618 |
7,502.0 |
4.250 |
7,413.0 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,685.5 |
7,681.0 |
PP |
7,678.5 |
7,669.5 |
S1 |
7,672.0 |
7,658.0 |
|