| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,998.2 |
1,997.3 |
-0.9 |
0.0% |
1,969.0 |
| High |
2,002.1 |
2,027.0 |
24.9 |
1.2% |
2,006.8 |
| Low |
1,987.9 |
1,997.0 |
9.1 |
0.5% |
1,956.6 |
| Close |
1,995.1 |
2,019.6 |
24.5 |
1.2% |
2,003.0 |
| Range |
14.2 |
30.0 |
15.8 |
111.3% |
50.2 |
| ATR |
20.7 |
21.5 |
0.8 |
3.9% |
0.0 |
| Volume |
35,145 |
49,124 |
13,979 |
39.8% |
257,495 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.5 |
2,092.1 |
2,036.1 |
|
| R3 |
2,074.5 |
2,062.1 |
2,027.9 |
|
| R2 |
2,044.5 |
2,044.5 |
2,025.1 |
|
| R1 |
2,032.1 |
2,032.1 |
2,022.4 |
2,038.3 |
| PP |
2,014.5 |
2,014.5 |
2,014.5 |
2,017.7 |
| S1 |
2,002.1 |
2,002.1 |
2,016.9 |
2,008.3 |
| S2 |
1,984.5 |
1,984.5 |
2,014.1 |
|
| S3 |
1,954.5 |
1,972.1 |
2,011.4 |
|
| S4 |
1,924.5 |
1,942.1 |
2,003.1 |
|
|
| 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 |
2,027.0 |
1,976.2 |
50.8 |
2.5% |
19.1 |
0.9% |
85% |
True |
False |
49,545 |
| 10 |
2,027.0 |
1,947.2 |
79.8 |
4.0% |
19.6 |
1.0% |
91% |
True |
False |
39,367 |
| 20 |
2,027.0 |
1,939.2 |
87.8 |
4.3% |
20.4 |
1.0% |
92% |
True |
False |
23,614 |
| 40 |
2,043.2 |
1,939.2 |
104.0 |
5.1% |
22.6 |
1.1% |
77% |
False |
False |
13,307 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.4% |
24.1 |
1.2% |
42% |
False |
False |
9,694 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.4% |
25.3 |
1.3% |
42% |
False |
False |
7,733 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.8 |
1.3% |
55% |
False |
False |
6,413 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.5 |
1.3% |
55% |
False |
False |
5,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.5 |
|
2.618 |
2,105.5 |
|
1.618 |
2,075.5 |
|
1.000 |
2,057.0 |
|
0.618 |
2,045.5 |
|
HIGH |
2,027.0 |
|
0.618 |
2,015.5 |
|
0.500 |
2,012.0 |
|
0.382 |
2,008.5 |
|
LOW |
1,997.0 |
|
0.618 |
1,978.5 |
|
1.000 |
1,967.0 |
|
1.618 |
1,948.5 |
|
2.618 |
1,918.5 |
|
4.250 |
1,869.5 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.1 |
2,015.6 |
| PP |
2,014.5 |
2,011.5 |
| S1 |
2,012.0 |
2,007.5 |
|