Trading Metrics calculated at close of trading on 13-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,368.0 |
4,420.0 |
52.0 |
1.2% |
4,468.0 |
High |
4,419.0 |
4,456.0 |
37.0 |
0.8% |
4,472.0 |
Low |
4,367.0 |
4,418.0 |
51.0 |
1.2% |
4,250.0 |
Close |
4,415.0 |
4,446.0 |
31.0 |
0.7% |
4,286.0 |
Range |
52.0 |
38.0 |
-14.0 |
-26.9% |
222.0 |
ATR |
44.7 |
44.4 |
-0.3 |
-0.6% |
0.0 |
Volume |
2,266 |
423 |
-1,843 |
-81.3% |
2,412 |
|
Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.0 |
4,538.0 |
4,466.9 |
|
R3 |
4,516.0 |
4,500.0 |
4,456.5 |
|
R2 |
4,478.0 |
4,478.0 |
4,453.0 |
|
R1 |
4,462.0 |
4,462.0 |
4,449.5 |
4,470.0 |
PP |
4,440.0 |
4,440.0 |
4,440.0 |
4,444.0 |
S1 |
4,424.0 |
4,424.0 |
4,442.5 |
4,432.0 |
S2 |
4,402.0 |
4,402.0 |
4,439.0 |
|
S3 |
4,364.0 |
4,386.0 |
4,435.6 |
|
S4 |
4,326.0 |
4,348.0 |
4,425.1 |
|
|
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 |
4,456.0 |
4,250.0 |
206.0 |
4.6% |
43.0 |
1.0% |
95% |
True |
False |
623 |
10 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
41.1 |
0.9% |
88% |
False |
False |
533 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
34.3 |
0.8% |
88% |
False |
False |
1,025 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
24.1 |
0.5% |
88% |
False |
False |
885 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
17.3 |
0.4% |
88% |
False |
False |
653 |
80 |
4,472.0 |
4,108.0 |
364.0 |
8.2% |
13.0 |
0.3% |
93% |
False |
False |
813 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.7% |
10.4 |
0.2% |
95% |
False |
False |
767 |
120 |
4,472.0 |
3,996.0 |
476.0 |
10.7% |
8.6 |
0.2% |
95% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.5 |
2.618 |
4,555.5 |
1.618 |
4,517.5 |
1.000 |
4,494.0 |
0.618 |
4,479.5 |
HIGH |
4,456.0 |
0.618 |
4,441.5 |
0.500 |
4,437.0 |
0.382 |
4,432.5 |
LOW |
4,418.0 |
0.618 |
4,394.5 |
1.000 |
4,380.0 |
1.618 |
4,356.5 |
2.618 |
4,318.5 |
4.250 |
4,256.5 |
|
|
Fisher Pivots for day following 13-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,443.0 |
4,425.3 |
PP |
4,440.0 |
4,404.7 |
S1 |
4,437.0 |
4,384.0 |
|