Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,969.3 |
1,976.2 |
6.9 |
0.4% |
1,965.5 |
High |
1,983.2 |
2,003.7 |
20.5 |
1.0% |
1,981.4 |
Low |
1,968.6 |
1,976.2 |
7.6 |
0.4% |
1,947.2 |
Close |
1,975.8 |
2,000.4 |
24.6 |
1.2% |
1,971.2 |
Range |
14.6 |
27.5 |
12.9 |
88.4% |
34.2 |
ATR |
22.1 |
22.6 |
0.4 |
1.9% |
0.0 |
Volume |
40,888 |
44,240 |
3,352 |
8.2% |
62,833 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.9 |
2,065.7 |
2,015.5 |
|
R3 |
2,048.4 |
2,038.2 |
2,008.0 |
|
R2 |
2,020.9 |
2,020.9 |
2,005.4 |
|
R1 |
2,010.7 |
2,010.7 |
2,002.9 |
2,015.8 |
PP |
1,993.4 |
1,993.4 |
1,993.4 |
1,996.0 |
S1 |
1,983.2 |
1,983.2 |
1,997.9 |
1,988.3 |
S2 |
1,965.9 |
1,965.9 |
1,995.4 |
|
S3 |
1,938.4 |
1,955.7 |
1,992.8 |
|
S4 |
1,910.9 |
1,928.2 |
1,985.3 |
|
|
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 |
2,003.7 |
1,947.2 |
56.5 |
2.8% |
21.5 |
1.1% |
94% |
True |
False |
35,255 |
10 |
2,003.7 |
1,939.2 |
64.5 |
3.2% |
20.7 |
1.0% |
95% |
True |
False |
22,820 |
20 |
2,024.5 |
1,939.2 |
85.3 |
4.3% |
22.2 |
1.1% |
72% |
False |
False |
14,158 |
40 |
2,084.4 |
1,939.2 |
145.2 |
7.3% |
23.4 |
1.2% |
42% |
False |
False |
8,444 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.8 |
1.2% |
32% |
False |
False |
6,360 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
26.9 |
1.3% |
32% |
False |
False |
5,270 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.9 |
1.3% |
47% |
False |
False |
4,393 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.7 |
1.3% |
47% |
False |
False |
3,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,120.6 |
2.618 |
2,075.7 |
1.618 |
2,048.2 |
1.000 |
2,031.2 |
0.618 |
2,020.7 |
HIGH |
2,003.7 |
0.618 |
1,993.2 |
0.500 |
1,990.0 |
0.382 |
1,986.7 |
LOW |
1,976.2 |
0.618 |
1,959.2 |
1.000 |
1,948.7 |
1.618 |
1,931.7 |
2.618 |
1,904.2 |
4.250 |
1,859.3 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,996.9 |
1,993.7 |
PP |
1,993.4 |
1,986.9 |
S1 |
1,990.0 |
1,980.2 |
|