Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
2,005.0 |
2,012.6 |
7.6 |
0.4% |
1,998.2 |
High |
2,019.3 |
2,022.1 |
2.8 |
0.1% |
2,028.6 |
Low |
2,002.1 |
1,981.2 |
-20.9 |
-1.0% |
1,987.9 |
Close |
2,009.5 |
1,985.2 |
-24.3 |
-1.2% |
2,005.3 |
Range |
17.2 |
40.9 |
23.7 |
137.8% |
40.7 |
ATR |
19.6 |
21.1 |
1.5 |
7.8% |
0.0 |
Volume |
104,370 |
189,848 |
85,478 |
81.9% |
183,851 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,118.9 |
2,092.9 |
2,007.7 |
|
R3 |
2,078.0 |
2,052.0 |
1,996.4 |
|
R2 |
2,037.1 |
2,037.1 |
1,992.7 |
|
R1 |
2,011.1 |
2,011.1 |
1,988.9 |
2,003.7 |
PP |
1,996.2 |
1,996.2 |
1,996.2 |
1,992.4 |
S1 |
1,970.2 |
1,970.2 |
1,981.5 |
1,962.8 |
S2 |
1,955.3 |
1,955.3 |
1,977.7 |
|
S3 |
1,914.4 |
1,929.3 |
1,974.0 |
|
S4 |
1,873.5 |
1,888.4 |
1,962.7 |
|
|
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 |
2,022.1 |
1,981.2 |
40.9 |
2.1% |
21.0 |
1.1% |
10% |
True |
True |
97,853 |
10 |
2,028.6 |
1,981.2 |
47.4 |
2.4% |
19.5 |
1.0% |
8% |
False |
True |
70,630 |
20 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
19.9 |
1.0% |
51% |
False |
False |
48,839 |
40 |
2,039.0 |
1,939.2 |
99.8 |
5.0% |
21.7 |
1.1% |
46% |
False |
False |
26,752 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
23.5 |
1.2% |
24% |
False |
False |
18,799 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
24.7 |
1.2% |
24% |
False |
False |
14,551 |
100 |
2,129.7 |
1,885.2 |
244.5 |
12.3% |
26.1 |
1.3% |
41% |
False |
False |
11,923 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
25.1 |
1.3% |
41% |
False |
False |
10,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,195.9 |
2.618 |
2,129.2 |
1.618 |
2,088.3 |
1.000 |
2,063.0 |
0.618 |
2,047.4 |
HIGH |
2,022.1 |
0.618 |
2,006.5 |
0.500 |
2,001.7 |
0.382 |
1,996.8 |
LOW |
1,981.2 |
0.618 |
1,955.9 |
1.000 |
1,940.3 |
1.618 |
1,915.0 |
2.618 |
1,874.1 |
4.250 |
1,807.4 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
2,001.7 |
2,001.7 |
PP |
1,996.2 |
1,996.2 |
S1 |
1,990.7 |
1,990.7 |
|