Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,314.0 |
4,368.0 |
54.0 |
1.3% |
4,468.0 |
High |
4,349.0 |
4,419.0 |
70.0 |
1.6% |
4,472.0 |
Low |
4,312.0 |
4,367.0 |
55.0 |
1.3% |
4,250.0 |
Close |
4,338.0 |
4,415.0 |
77.0 |
1.8% |
4,286.0 |
Range |
37.0 |
52.0 |
15.0 |
40.5% |
222.0 |
ATR |
41.9 |
44.7 |
2.8 |
6.7% |
0.0 |
Volume |
203 |
2,266 |
2,063 |
1,016.3% |
2,412 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,556.3 |
4,537.7 |
4,443.6 |
|
R3 |
4,504.3 |
4,485.7 |
4,429.3 |
|
R2 |
4,452.3 |
4,452.3 |
4,424.5 |
|
R1 |
4,433.7 |
4,433.7 |
4,419.8 |
4,443.0 |
PP |
4,400.3 |
4,400.3 |
4,400.3 |
4,405.0 |
S1 |
4,381.7 |
4,381.7 |
4,410.2 |
4,391.0 |
S2 |
4,348.3 |
4,348.3 |
4,405.5 |
|
S3 |
4,296.3 |
4,329.7 |
4,400.7 |
|
S4 |
4,244.3 |
4,277.7 |
4,386.4 |
|
|
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 |
4,419.0 |
4,250.0 |
169.0 |
3.8% |
58.2 |
1.3% |
98% |
True |
False |
959 |
10 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
39.8 |
0.9% |
74% |
False |
False |
917 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
33.2 |
0.8% |
74% |
False |
False |
1,304 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
23.1 |
0.5% |
74% |
False |
False |
874 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
16.6 |
0.4% |
74% |
False |
False |
671 |
80 |
4,472.0 |
4,094.0 |
378.0 |
8.6% |
12.5 |
0.3% |
85% |
False |
False |
815 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
10.0 |
0.2% |
88% |
False |
False |
785 |
120 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
8.3 |
0.2% |
88% |
False |
False |
748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,640.0 |
2.618 |
4,555.1 |
1.618 |
4,503.1 |
1.000 |
4,471.0 |
0.618 |
4,451.1 |
HIGH |
4,419.0 |
0.618 |
4,399.1 |
0.500 |
4,393.0 |
0.382 |
4,386.9 |
LOW |
4,367.0 |
0.618 |
4,334.9 |
1.000 |
4,315.0 |
1.618 |
4,282.9 |
2.618 |
4,230.9 |
4.250 |
4,146.0 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,407.7 |
4,393.8 |
PP |
4,400.3 |
4,372.7 |
S1 |
4,393.0 |
4,351.5 |
|