Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
2,003.6 |
1,998.2 |
-5.4 |
-0.3% |
1,969.0 |
High |
2,006.0 |
2,002.1 |
-3.9 |
-0.2% |
2,006.8 |
Low |
1,993.4 |
1,987.9 |
-5.5 |
-0.3% |
1,956.6 |
Close |
2,003.0 |
1,995.1 |
-7.9 |
-0.4% |
2,003.0 |
Range |
12.6 |
14.2 |
1.6 |
12.7% |
50.2 |
ATR |
21.1 |
20.7 |
-0.4 |
-2.0% |
0.0 |
Volume |
67,806 |
35,145 |
-32,661 |
-48.2% |
257,495 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.6 |
2,030.6 |
2,002.9 |
|
R3 |
2,023.4 |
2,016.4 |
1,999.0 |
|
R2 |
2,009.2 |
2,009.2 |
1,997.7 |
|
R1 |
2,002.2 |
2,002.2 |
1,996.4 |
1,998.6 |
PP |
1,995.0 |
1,995.0 |
1,995.0 |
1,993.3 |
S1 |
1,988.0 |
1,988.0 |
1,993.8 |
1,984.4 |
S2 |
1,980.8 |
1,980.8 |
1,992.5 |
|
S3 |
1,966.6 |
1,973.8 |
1,991.2 |
|
S4 |
1,952.4 |
1,959.6 |
1,987.3 |
|
|
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 |
1,968.6 |
38.2 |
1.9% |
16.0 |
0.8% |
69% |
False |
False |
47,897 |
10 |
2,006.8 |
1,947.2 |
59.6 |
3.0% |
18.8 |
0.9% |
80% |
False |
False |
35,547 |
20 |
2,019.1 |
1,939.2 |
79.9 |
4.0% |
19.6 |
1.0% |
70% |
False |
False |
21,232 |
40 |
2,043.6 |
1,939.2 |
104.4 |
5.2% |
22.6 |
1.1% |
54% |
False |
False |
12,141 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.0 |
1.2% |
29% |
False |
False |
8,890 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
25.5 |
1.3% |
29% |
False |
False |
7,131 |
100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.7 |
1.3% |
45% |
False |
False |
5,930 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.4 |
1.3% |
45% |
False |
False |
5,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,062.5 |
2.618 |
2,039.3 |
1.618 |
2,025.1 |
1.000 |
2,016.3 |
0.618 |
2,010.9 |
HIGH |
2,002.1 |
0.618 |
1,996.7 |
0.500 |
1,995.0 |
0.382 |
1,993.3 |
LOW |
1,987.9 |
0.618 |
1,979.1 |
1.000 |
1,973.7 |
1.618 |
1,964.9 |
2.618 |
1,950.7 |
4.250 |
1,927.6 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,995.1 |
1,997.4 |
PP |
1,995.0 |
1,996.6 |
S1 |
1,995.0 |
1,995.9 |
|