Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,300.0 |
4,314.0 |
14.0 |
0.3% |
4,468.0 |
High |
4,313.0 |
4,349.0 |
36.0 |
0.8% |
4,472.0 |
Low |
4,284.0 |
4,312.0 |
28.0 |
0.7% |
4,250.0 |
Close |
4,306.0 |
4,338.0 |
32.0 |
0.7% |
4,286.0 |
Range |
29.0 |
37.0 |
8.0 |
27.6% |
222.0 |
ATR |
41.8 |
41.9 |
0.1 |
0.2% |
0.0 |
Volume |
12 |
203 |
191 |
1,591.7% |
2,412 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,444.0 |
4,428.0 |
4,358.4 |
|
R3 |
4,407.0 |
4,391.0 |
4,348.2 |
|
R2 |
4,370.0 |
4,370.0 |
4,344.8 |
|
R1 |
4,354.0 |
4,354.0 |
4,341.4 |
4,362.0 |
PP |
4,333.0 |
4,333.0 |
4,333.0 |
4,337.0 |
S1 |
4,317.0 |
4,317.0 |
4,334.6 |
4,325.0 |
S2 |
4,296.0 |
4,296.0 |
4,331.2 |
|
S3 |
4,259.0 |
4,280.0 |
4,327.8 |
|
S4 |
4,222.0 |
4,243.0 |
4,317.7 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,002.0 |
4,866.0 |
4,408.1 |
|
R3 |
4,780.0 |
4,644.0 |
4,347.1 |
|
R2 |
4,558.0 |
4,558.0 |
4,326.7 |
|
R1 |
4,422.0 |
4,422.0 |
4,306.4 |
4,379.0 |
PP |
4,336.0 |
4,336.0 |
4,336.0 |
4,314.5 |
S1 |
4,200.0 |
4,200.0 |
4,265.7 |
4,157.0 |
S2 |
4,114.0 |
4,114.0 |
4,245.3 |
|
S3 |
3,892.0 |
3,978.0 |
4,225.0 |
|
S4 |
3,670.0 |
3,756.0 |
4,163.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,435.0 |
4,250.0 |
185.0 |
4.3% |
54.8 |
1.3% |
48% |
False |
False |
513 |
10 |
4,472.0 |
4,250.0 |
222.0 |
5.1% |
36.0 |
0.8% |
40% |
False |
False |
1,306 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.1% |
30.6 |
0.7% |
40% |
False |
False |
1,191 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.1% |
22.0 |
0.5% |
40% |
False |
False |
818 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.1% |
15.8 |
0.4% |
40% |
False |
False |
634 |
80 |
4,472.0 |
4,041.0 |
431.0 |
9.9% |
11.8 |
0.3% |
69% |
False |
False |
787 |
100 |
4,472.0 |
3,996.0 |
476.0 |
11.0% |
9.5 |
0.2% |
72% |
False |
False |
762 |
120 |
4,472.0 |
3,996.0 |
476.0 |
11.0% |
7.9 |
0.2% |
72% |
False |
False |
729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,506.3 |
2.618 |
4,445.9 |
1.618 |
4,408.9 |
1.000 |
4,386.0 |
0.618 |
4,371.9 |
HIGH |
4,349.0 |
0.618 |
4,334.9 |
0.500 |
4,330.5 |
0.382 |
4,326.1 |
LOW |
4,312.0 |
0.618 |
4,289.1 |
1.000 |
4,275.0 |
1.618 |
4,252.1 |
2.618 |
4,215.1 |
4.250 |
4,154.8 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,335.5 |
4,325.2 |
PP |
4,333.0 |
4,312.3 |
S1 |
4,330.5 |
4,299.5 |
|