| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,997.3 |
2,021.6 |
24.3 |
1.2% |
1,969.0 |
| High |
2,027.0 |
2,023.2 |
-3.8 |
-0.2% |
2,006.8 |
| Low |
1,997.0 |
2,012.4 |
15.4 |
0.8% |
1,956.6 |
| Close |
2,019.6 |
2,019.6 |
0.0 |
0.0% |
2,003.0 |
| Range |
30.0 |
10.8 |
-19.2 |
-64.0% |
50.2 |
| ATR |
21.5 |
20.7 |
-0.8 |
-3.6% |
0.0 |
| Volume |
49,124 |
29,877 |
-19,247 |
-39.2% |
257,495 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.8 |
2,046.0 |
2,025.5 |
|
| R3 |
2,040.0 |
2,035.2 |
2,022.6 |
|
| R2 |
2,029.2 |
2,029.2 |
2,021.6 |
|
| R1 |
2,024.4 |
2,024.4 |
2,020.6 |
2,021.4 |
| PP |
2,018.4 |
2,018.4 |
2,018.4 |
2,016.9 |
| S1 |
2,013.6 |
2,013.6 |
2,018.6 |
2,010.6 |
| S2 |
2,007.6 |
2,007.6 |
2,017.6 |
|
| S3 |
1,996.8 |
2,002.8 |
2,016.6 |
|
| S4 |
1,986.0 |
1,992.0 |
2,013.7 |
|
|
| 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 |
1,987.9 |
39.1 |
1.9% |
15.8 |
0.8% |
81% |
False |
False |
46,672 |
| 10 |
2,027.0 |
1,947.2 |
79.8 |
4.0% |
18.6 |
0.9% |
91% |
False |
False |
40,963 |
| 20 |
2,027.0 |
1,939.2 |
87.8 |
4.3% |
19.4 |
1.0% |
92% |
False |
False |
24,831 |
| 40 |
2,043.2 |
1,939.2 |
104.0 |
5.1% |
22.1 |
1.1% |
77% |
False |
False |
14,003 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.4% |
23.8 |
1.2% |
42% |
False |
False |
10,178 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.4% |
25.0 |
1.2% |
42% |
False |
False |
8,086 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.8 |
1.3% |
55% |
False |
False |
6,710 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.4 |
1.3% |
55% |
False |
False |
5,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.1 |
|
2.618 |
2,051.5 |
|
1.618 |
2,040.7 |
|
1.000 |
2,034.0 |
|
0.618 |
2,029.9 |
|
HIGH |
2,023.2 |
|
0.618 |
2,019.1 |
|
0.500 |
2,017.8 |
|
0.382 |
2,016.5 |
|
LOW |
2,012.4 |
|
0.618 |
2,005.7 |
|
1.000 |
2,001.6 |
|
1.618 |
1,994.9 |
|
2.618 |
1,984.1 |
|
4.250 |
1,966.5 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.0 |
2,015.6 |
| PP |
2,018.4 |
2,011.5 |
| S1 |
2,017.8 |
2,007.5 |
|