Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
2,002.4 |
1,995.7 |
-6.7 |
-0.3% |
1,998.2 |
High |
2,008.2 |
2,006.2 |
-2.0 |
-0.1% |
2,028.6 |
Low |
1,993.9 |
1,990.6 |
-3.3 |
-0.2% |
1,987.9 |
Close |
2,001.0 |
2,002.8 |
1.8 |
0.1% |
2,005.3 |
Range |
14.3 |
15.6 |
1.3 |
9.1% |
40.7 |
ATR |
20.1 |
19.8 |
-0.3 |
-1.6% |
0.0 |
Volume |
77,987 |
82,443 |
4,456 |
5.7% |
183,851 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.7 |
2,040.3 |
2,011.4 |
|
R3 |
2,031.1 |
2,024.7 |
2,007.1 |
|
R2 |
2,015.5 |
2,015.5 |
2,005.7 |
|
R1 |
2,009.1 |
2,009.1 |
2,004.2 |
2,012.3 |
PP |
1,999.9 |
1,999.9 |
1,999.9 |
2,001.5 |
S1 |
1,993.5 |
1,993.5 |
2,001.4 |
1,996.7 |
S2 |
1,984.3 |
1,984.3 |
1,999.9 |
|
S3 |
1,968.7 |
1,977.9 |
1,998.5 |
|
S4 |
1,953.1 |
1,962.3 |
1,994.2 |
|
|
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 |
1,990.6 |
38.0 |
1.9% |
15.9 |
0.8% |
32% |
False |
True |
52,002 |
10 |
2,028.6 |
1,976.2 |
52.4 |
2.6% |
17.5 |
0.9% |
51% |
False |
False |
50,773 |
20 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
18.7 |
0.9% |
71% |
False |
False |
34,976 |
40 |
2,039.0 |
1,939.2 |
99.8 |
5.0% |
21.6 |
1.1% |
64% |
False |
False |
19,511 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.3 |
1.2% |
33% |
False |
False |
13,930 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.6 |
1.2% |
33% |
False |
False |
10,909 |
100 |
2,129.7 |
1,885.2 |
244.5 |
12.2% |
25.8 |
1.3% |
48% |
False |
False |
8,995 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.3 |
1.3% |
48% |
False |
False |
7,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.5 |
2.618 |
2,047.0 |
1.618 |
2,031.4 |
1.000 |
2,021.8 |
0.618 |
2,015.8 |
HIGH |
2,006.2 |
0.618 |
2,000.2 |
0.500 |
1,998.4 |
0.382 |
1,996.6 |
LOW |
1,990.6 |
0.618 |
1,981.0 |
1.000 |
1,975.0 |
1.618 |
1,965.4 |
2.618 |
1,949.8 |
4.250 |
1,924.3 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
2,001.3 |
2,002.7 |
PP |
1,999.9 |
2,002.7 |
S1 |
1,998.4 |
2,002.6 |
|