| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2,010.9 |
2,002.4 |
-8.5 |
-0.4% |
1,998.2 |
| High |
2,014.6 |
2,008.2 |
-6.4 |
-0.3% |
2,028.6 |
| Low |
1,997.7 |
1,993.9 |
-3.8 |
-0.2% |
1,987.9 |
| Close |
2,005.3 |
2,001.0 |
-4.3 |
-0.2% |
2,005.3 |
| Range |
16.9 |
14.3 |
-2.6 |
-15.4% |
40.7 |
| ATR |
20.5 |
20.1 |
-0.4 |
-2.2% |
0.0 |
| Volume |
34,620 |
77,987 |
43,367 |
125.3% |
183,851 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.9 |
2,036.8 |
2,008.9 |
|
| R3 |
2,029.6 |
2,022.5 |
2,004.9 |
|
| R2 |
2,015.3 |
2,015.3 |
2,003.6 |
|
| R1 |
2,008.2 |
2,008.2 |
2,002.3 |
2,004.6 |
| PP |
2,001.0 |
2,001.0 |
2,001.0 |
1,999.3 |
| S1 |
1,993.9 |
1,993.9 |
1,999.7 |
1,990.3 |
| S2 |
1,986.7 |
1,986.7 |
1,998.4 |
|
| S3 |
1,972.4 |
1,979.6 |
1,997.1 |
|
| S4 |
1,958.1 |
1,965.3 |
1,993.1 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.4 |
2,108.0 |
2,027.7 |
|
| R3 |
2,088.7 |
2,067.3 |
2,016.5 |
|
| R2 |
2,048.0 |
2,048.0 |
2,012.8 |
|
| R1 |
2,026.6 |
2,026.6 |
2,009.0 |
2,037.3 |
| PP |
2,007.3 |
2,007.3 |
2,007.3 |
2,012.6 |
| S1 |
1,985.9 |
1,985.9 |
2,001.6 |
1,996.6 |
| S2 |
1,966.6 |
1,966.6 |
1,997.8 |
|
| S3 |
1,925.9 |
1,945.2 |
1,994.1 |
|
| S4 |
1,885.2 |
1,904.5 |
1,982.9 |
|
|
| 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 |
1,993.9 |
34.7 |
1.7% |
18.8 |
0.9% |
20% |
False |
True |
45,338 |
| 10 |
2,028.6 |
1,968.6 |
60.0 |
3.0% |
17.4 |
0.9% |
54% |
False |
False |
46,618 |
| 20 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
18.5 |
0.9% |
69% |
False |
False |
31,235 |
| 40 |
2,039.0 |
1,939.2 |
99.8 |
5.0% |
21.8 |
1.1% |
62% |
False |
False |
17,532 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.5 |
1.2% |
32% |
False |
False |
12,578 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.6 |
1.2% |
32% |
False |
False |
9,883 |
| 100 |
2,129.7 |
1,885.2 |
244.5 |
12.2% |
25.8 |
1.3% |
47% |
False |
False |
8,176 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.4 |
1.3% |
48% |
False |
False |
6,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.0 |
|
2.618 |
2,045.6 |
|
1.618 |
2,031.3 |
|
1.000 |
2,022.5 |
|
0.618 |
2,017.0 |
|
HIGH |
2,008.2 |
|
0.618 |
2,002.7 |
|
0.500 |
2,001.1 |
|
0.382 |
1,999.4 |
|
LOW |
1,993.9 |
|
0.618 |
1,985.1 |
|
1.000 |
1,979.6 |
|
1.618 |
1,970.8 |
|
2.618 |
1,956.5 |
|
4.250 |
1,933.1 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.1 |
2,011.3 |
| PP |
2,001.0 |
2,007.8 |
| S1 |
2,001.0 |
2,004.4 |
|