Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,420.0 |
4,443.0 |
23.0 |
0.5% |
4,300.0 |
High |
4,456.0 |
4,457.0 |
1.0 |
0.0% |
4,457.0 |
Low |
4,418.0 |
4,440.0 |
22.0 |
0.5% |
4,284.0 |
Close |
4,446.0 |
4,454.0 |
8.0 |
0.2% |
4,454.0 |
Range |
38.0 |
17.0 |
-21.0 |
-55.3% |
173.0 |
ATR |
44.4 |
42.5 |
-2.0 |
-4.4% |
0.0 |
Volume |
423 |
158 |
-265 |
-62.6% |
3,062 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,501.3 |
4,494.7 |
4,463.4 |
|
R3 |
4,484.3 |
4,477.7 |
4,458.7 |
|
R2 |
4,467.3 |
4,467.3 |
4,457.1 |
|
R1 |
4,460.7 |
4,460.7 |
4,455.6 |
4,464.0 |
PP |
4,450.3 |
4,450.3 |
4,450.3 |
4,452.0 |
S1 |
4,443.7 |
4,443.7 |
4,452.4 |
4,447.0 |
S2 |
4,433.3 |
4,433.3 |
4,450.9 |
|
S3 |
4,416.3 |
4,426.7 |
4,449.3 |
|
S4 |
4,399.3 |
4,409.7 |
4,444.7 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,917.3 |
4,858.7 |
4,549.2 |
|
R3 |
4,744.3 |
4,685.7 |
4,501.6 |
|
R2 |
4,571.3 |
4,571.3 |
4,485.7 |
|
R1 |
4,512.7 |
4,512.7 |
4,469.9 |
4,542.0 |
PP |
4,398.3 |
4,398.3 |
4,398.3 |
4,413.0 |
S1 |
4,339.7 |
4,339.7 |
4,438.1 |
4,369.0 |
S2 |
4,225.3 |
4,225.3 |
4,422.3 |
|
S3 |
4,052.3 |
4,166.7 |
4,406.4 |
|
S4 |
3,879.3 |
3,993.7 |
4,358.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,457.0 |
4,284.0 |
173.0 |
3.9% |
34.6 |
0.8% |
98% |
True |
False |
612 |
10 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
40.5 |
0.9% |
92% |
False |
False |
547 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
32.9 |
0.7% |
92% |
False |
False |
905 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
24.5 |
0.5% |
92% |
False |
False |
889 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
17.6 |
0.4% |
92% |
False |
False |
631 |
80 |
4,472.0 |
4,108.0 |
364.0 |
8.2% |
13.2 |
0.3% |
95% |
False |
False |
814 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.7% |
10.5 |
0.2% |
96% |
False |
False |
764 |
120 |
4,472.0 |
3,996.0 |
476.0 |
10.7% |
8.8 |
0.2% |
96% |
False |
False |
753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.3 |
2.618 |
4,501.5 |
1.618 |
4,484.5 |
1.000 |
4,474.0 |
0.618 |
4,467.5 |
HIGH |
4,457.0 |
0.618 |
4,450.5 |
0.500 |
4,448.5 |
0.382 |
4,446.5 |
LOW |
4,440.0 |
0.618 |
4,429.5 |
1.000 |
4,423.0 |
1.618 |
4,412.5 |
2.618 |
4,395.5 |
4.250 |
4,367.8 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,452.2 |
4,440.0 |
PP |
4,450.3 |
4,426.0 |
S1 |
4,448.5 |
4,412.0 |
|