Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,969.0 |
1,969.3 |
0.3 |
0.0% |
1,965.5 |
High |
1,971.1 |
1,983.2 |
12.1 |
0.6% |
1,981.4 |
Low |
1,956.6 |
1,968.6 |
12.0 |
0.6% |
1,947.2 |
Close |
1,969.7 |
1,975.8 |
6.1 |
0.3% |
1,971.2 |
Range |
14.5 |
14.6 |
0.1 |
0.7% |
34.2 |
ATR |
22.7 |
22.1 |
-0.6 |
-2.6% |
0.0 |
Volume |
53,151 |
40,888 |
-12,263 |
-23.1% |
62,833 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.7 |
2,012.3 |
1,983.8 |
|
R3 |
2,005.1 |
1,997.7 |
1,979.8 |
|
R2 |
1,990.5 |
1,990.5 |
1,978.5 |
|
R1 |
1,983.1 |
1,983.1 |
1,977.1 |
1,986.8 |
PP |
1,975.9 |
1,975.9 |
1,975.9 |
1,977.7 |
S1 |
1,968.5 |
1,968.5 |
1,974.5 |
1,972.2 |
S2 |
1,961.3 |
1,961.3 |
1,973.1 |
|
S3 |
1,946.7 |
1,953.9 |
1,971.8 |
|
S4 |
1,932.1 |
1,939.3 |
1,967.8 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,069.2 |
2,054.4 |
1,990.0 |
|
R3 |
2,035.0 |
2,020.2 |
1,980.6 |
|
R2 |
2,000.8 |
2,000.8 |
1,977.5 |
|
R1 |
1,986.0 |
1,986.0 |
1,974.3 |
1,993.4 |
PP |
1,966.6 |
1,966.6 |
1,966.6 |
1,970.3 |
S1 |
1,951.8 |
1,951.8 |
1,968.1 |
1,959.2 |
S2 |
1,932.4 |
1,932.4 |
1,964.9 |
|
S3 |
1,898.2 |
1,917.6 |
1,961.8 |
|
S4 |
1,864.0 |
1,883.4 |
1,952.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,983.2 |
1,947.2 |
36.0 |
1.8% |
20.1 |
1.0% |
79% |
True |
False |
29,189 |
10 |
1,983.2 |
1,939.2 |
44.0 |
2.2% |
19.9 |
1.0% |
83% |
True |
False |
19,178 |
20 |
2,024.5 |
1,939.2 |
85.3 |
4.3% |
21.8 |
1.1% |
43% |
False |
False |
12,156 |
40 |
2,084.4 |
1,939.2 |
145.2 |
7.3% |
23.2 |
1.2% |
25% |
False |
False |
7,380 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
25.2 |
1.3% |
19% |
False |
False |
5,663 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
26.9 |
1.4% |
19% |
False |
False |
4,733 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
25.9 |
1.3% |
37% |
False |
False |
3,963 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
25.7 |
1.3% |
37% |
False |
False |
3,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.3 |
2.618 |
2,021.4 |
1.618 |
2,006.8 |
1.000 |
1,997.8 |
0.618 |
1,992.2 |
HIGH |
1,983.2 |
0.618 |
1,977.6 |
0.500 |
1,975.9 |
0.382 |
1,974.2 |
LOW |
1,968.6 |
0.618 |
1,959.6 |
1.000 |
1,954.0 |
1.618 |
1,945.0 |
2.618 |
1,930.4 |
4.250 |
1,906.6 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,975.9 |
1,973.5 |
PP |
1,975.9 |
1,971.1 |
S1 |
1,975.8 |
1,968.8 |
|