| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2,021.6 |
2,019.0 |
-2.6 |
-0.1% |
1,969.0 |
| High |
2,023.2 |
2,028.6 |
5.4 |
0.3% |
2,006.8 |
| Low |
2,012.4 |
2,006.5 |
-5.9 |
-0.3% |
1,956.6 |
| Close |
2,019.6 |
2,009.8 |
-9.8 |
-0.5% |
2,003.0 |
| Range |
10.8 |
22.1 |
11.3 |
104.6% |
50.2 |
| ATR |
20.7 |
20.8 |
0.1 |
0.5% |
0.0 |
| Volume |
29,877 |
35,085 |
5,208 |
17.4% |
257,495 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.3 |
2,067.6 |
2,022.0 |
|
| R3 |
2,059.2 |
2,045.5 |
2,015.9 |
|
| R2 |
2,037.1 |
2,037.1 |
2,013.9 |
|
| R1 |
2,023.4 |
2,023.4 |
2,011.8 |
2,019.2 |
| PP |
2,015.0 |
2,015.0 |
2,015.0 |
2,012.9 |
| S1 |
2,001.3 |
2,001.3 |
2,007.8 |
1,997.1 |
| S2 |
1,992.9 |
1,992.9 |
2,005.7 |
|
| S3 |
1,970.8 |
1,979.2 |
2,003.7 |
|
| S4 |
1,948.7 |
1,957.1 |
1,997.6 |
|
|
| 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 |
2,028.6 |
1,987.9 |
40.7 |
2.0% |
17.9 |
0.9% |
54% |
True |
False |
43,407 |
| 10 |
2,028.6 |
1,954.3 |
74.3 |
3.7% |
18.3 |
0.9% |
75% |
True |
False |
42,540 |
| 20 |
2,028.6 |
1,939.2 |
89.4 |
4.4% |
19.5 |
1.0% |
79% |
True |
False |
26,280 |
| 40 |
2,043.2 |
1,939.2 |
104.0 |
5.2% |
22.3 |
1.1% |
68% |
False |
False |
14,831 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.9 |
1.2% |
37% |
False |
False |
10,741 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
25.0 |
1.2% |
37% |
False |
False |
8,503 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.8 |
1.3% |
51% |
False |
False |
7,057 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.4 |
1.3% |
51% |
False |
False |
5,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.5 |
|
2.618 |
2,086.5 |
|
1.618 |
2,064.4 |
|
1.000 |
2,050.7 |
|
0.618 |
2,042.3 |
|
HIGH |
2,028.6 |
|
0.618 |
2,020.2 |
|
0.500 |
2,017.6 |
|
0.382 |
2,014.9 |
|
LOW |
2,006.5 |
|
0.618 |
1,992.8 |
|
1.000 |
1,984.4 |
|
1.618 |
1,970.7 |
|
2.618 |
1,948.6 |
|
4.250 |
1,912.6 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.6 |
2,012.8 |
| PP |
2,015.0 |
2,011.8 |
| S1 |
2,012.4 |
2,010.8 |
|