Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
7,666.0 |
7,651.5 |
-14.5 |
-0.2% |
7,657.0 |
High |
7,699.0 |
7,705.5 |
6.5 |
0.1% |
7,705.5 |
Low |
7,644.5 |
7,635.0 |
-9.5 |
-0.1% |
7,611.0 |
Close |
7,692.5 |
7,684.5 |
-8.0 |
-0.1% |
7,684.5 |
Range |
54.5 |
70.5 |
16.0 |
29.4% |
94.5 |
ATR |
72.6 |
72.5 |
-0.2 |
-0.2% |
0.0 |
Volume |
95,546 |
84,372 |
-11,174 |
-11.7% |
408,036 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,886.5 |
7,856.0 |
7,723.5 |
|
R3 |
7,816.0 |
7,785.5 |
7,704.0 |
|
R2 |
7,745.5 |
7,745.5 |
7,697.5 |
|
R1 |
7,715.0 |
7,715.0 |
7,691.0 |
7,730.0 |
PP |
7,675.0 |
7,675.0 |
7,675.0 |
7,682.5 |
S1 |
7,644.5 |
7,644.5 |
7,678.0 |
7,660.0 |
S2 |
7,604.5 |
7,604.5 |
7,671.5 |
|
S3 |
7,534.0 |
7,574.0 |
7,665.0 |
|
S4 |
7,463.5 |
7,503.5 |
7,645.5 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,950.5 |
7,912.0 |
7,736.5 |
|
R3 |
7,856.0 |
7,817.5 |
7,710.5 |
|
R2 |
7,761.5 |
7,761.5 |
7,702.0 |
|
R1 |
7,723.0 |
7,723.0 |
7,693.0 |
7,742.0 |
PP |
7,667.0 |
7,667.0 |
7,667.0 |
7,676.5 |
S1 |
7,628.5 |
7,628.5 |
7,676.0 |
7,648.0 |
S2 |
7,572.5 |
7,572.5 |
7,667.0 |
|
S3 |
7,478.0 |
7,534.0 |
7,658.5 |
|
S4 |
7,383.5 |
7,439.5 |
7,632.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,705.5 |
7,611.0 |
94.5 |
1.2% |
60.0 |
0.8% |
78% |
True |
False |
81,607 |
10 |
7,705.5 |
7,390.0 |
315.5 |
4.1% |
71.5 |
0.9% |
93% |
True |
False |
88,836 |
20 |
7,705.5 |
7,223.0 |
482.5 |
6.3% |
76.0 |
1.0% |
96% |
True |
False |
88,118 |
40 |
7,705.5 |
7,223.0 |
482.5 |
6.3% |
70.0 |
0.9% |
96% |
True |
False |
93,944 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.7% |
61.5 |
0.8% |
78% |
False |
False |
62,950 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
52.5 |
0.7% |
64% |
False |
False |
47,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,005.0 |
2.618 |
7,890.0 |
1.618 |
7,819.5 |
1.000 |
7,776.0 |
0.618 |
7,749.0 |
HIGH |
7,705.5 |
0.618 |
7,678.5 |
0.500 |
7,670.0 |
0.382 |
7,662.0 |
LOW |
7,635.0 |
0.618 |
7,591.5 |
1.000 |
7,564.5 |
1.618 |
7,521.0 |
2.618 |
7,450.5 |
4.250 |
7,335.5 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
7,680.0 |
7,677.0 |
PP |
7,675.0 |
7,669.0 |
S1 |
7,670.0 |
7,661.0 |
|