| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2,000.9 |
2,003.6 |
2.7 |
0.1% |
1,969.0 |
| High |
2,006.8 |
2,006.0 |
-0.8 |
0.0% |
2,006.8 |
| Low |
1,995.5 |
1,993.4 |
-2.1 |
-0.1% |
1,956.6 |
| Close |
2,002.5 |
2,003.0 |
0.5 |
0.0% |
2,003.0 |
| Range |
11.3 |
12.6 |
1.3 |
11.5% |
50.2 |
| ATR |
21.8 |
21.1 |
-0.7 |
-3.0% |
0.0 |
| Volume |
51,410 |
67,806 |
16,396 |
31.9% |
257,495 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.6 |
2,033.4 |
2,009.9 |
|
| R3 |
2,026.0 |
2,020.8 |
2,006.5 |
|
| R2 |
2,013.4 |
2,013.4 |
2,005.3 |
|
| R1 |
2,008.2 |
2,008.2 |
2,004.2 |
2,004.5 |
| PP |
2,000.8 |
2,000.8 |
2,000.8 |
1,999.0 |
| S1 |
1,995.6 |
1,995.6 |
2,001.8 |
1,991.9 |
| S2 |
1,988.2 |
1,988.2 |
2,000.7 |
|
| S3 |
1,975.6 |
1,983.0 |
1,999.5 |
|
| S4 |
1,963.0 |
1,970.4 |
1,996.1 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.4 |
2,121.4 |
2,030.6 |
|
| R3 |
2,089.2 |
2,071.2 |
2,016.8 |
|
| R2 |
2,039.0 |
2,039.0 |
2,012.2 |
|
| R1 |
2,021.0 |
2,021.0 |
2,007.6 |
2,030.0 |
| PP |
1,988.8 |
1,988.8 |
1,988.8 |
1,993.3 |
| S1 |
1,970.8 |
1,970.8 |
1,998.4 |
1,979.8 |
| S2 |
1,938.6 |
1,938.6 |
1,993.8 |
|
| S3 |
1,888.4 |
1,920.6 |
1,989.2 |
|
| S4 |
1,838.2 |
1,870.4 |
1,975.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.8 |
1,956.6 |
50.2 |
2.5% |
16.1 |
0.8% |
92% |
False |
False |
51,499 |
| 10 |
2,006.8 |
1,946.7 |
60.1 |
3.0% |
19.6 |
1.0% |
94% |
False |
False |
32,719 |
| 20 |
2,019.1 |
1,939.2 |
79.9 |
4.0% |
20.8 |
1.0% |
80% |
False |
False |
19,640 |
| 40 |
2,052.9 |
1,939.2 |
113.7 |
5.7% |
22.7 |
1.1% |
56% |
False |
False |
11,321 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.3 |
1.2% |
33% |
False |
False |
8,323 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
25.9 |
1.3% |
33% |
False |
False |
6,711 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.7 |
1.3% |
48% |
False |
False |
5,581 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.5 |
1.3% |
48% |
False |
False |
4,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,059.6 |
|
2.618 |
2,039.0 |
|
1.618 |
2,026.4 |
|
1.000 |
2,018.6 |
|
0.618 |
2,013.8 |
|
HIGH |
2,006.0 |
|
0.618 |
2,001.2 |
|
0.500 |
1,999.7 |
|
0.382 |
1,998.2 |
|
LOW |
1,993.4 |
|
0.618 |
1,985.6 |
|
1.000 |
1,980.8 |
|
1.618 |
1,973.0 |
|
2.618 |
1,960.4 |
|
4.250 |
1,939.9 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.9 |
1,999.2 |
| PP |
2,000.8 |
1,995.3 |
| S1 |
1,999.7 |
1,991.5 |
|