Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,443.0 |
4,420.0 |
-23.0 |
-0.5% |
4,300.0 |
High |
4,457.0 |
4,420.0 |
-37.0 |
-0.8% |
4,457.0 |
Low |
4,440.0 |
4,392.0 |
-48.0 |
-1.1% |
4,284.0 |
Close |
4,454.0 |
4,406.0 |
-48.0 |
-1.1% |
4,454.0 |
Range |
17.0 |
28.0 |
11.0 |
64.7% |
173.0 |
ATR |
42.5 |
43.9 |
1.4 |
3.3% |
0.0 |
Volume |
158 |
13 |
-145 |
-91.8% |
3,062 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,490.0 |
4,476.0 |
4,421.4 |
|
R3 |
4,462.0 |
4,448.0 |
4,413.7 |
|
R2 |
4,434.0 |
4,434.0 |
4,411.1 |
|
R1 |
4,420.0 |
4,420.0 |
4,408.6 |
4,413.0 |
PP |
4,406.0 |
4,406.0 |
4,406.0 |
4,402.5 |
S1 |
4,392.0 |
4,392.0 |
4,403.4 |
4,385.0 |
S2 |
4,378.0 |
4,378.0 |
4,400.9 |
|
S3 |
4,350.0 |
4,364.0 |
4,398.3 |
|
S4 |
4,322.0 |
4,336.0 |
4,390.6 |
|
|
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 |
4,312.0 |
145.0 |
3.3% |
34.4 |
0.8% |
65% |
False |
False |
612 |
10 |
4,457.0 |
4,250.0 |
207.0 |
4.7% |
41.5 |
0.9% |
75% |
False |
False |
543 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
33.4 |
0.8% |
70% |
False |
False |
905 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
25.2 |
0.6% |
70% |
False |
False |
889 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
18.0 |
0.4% |
70% |
False |
False |
631 |
80 |
4,472.0 |
4,108.0 |
364.0 |
8.3% |
13.5 |
0.3% |
82% |
False |
False |
804 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
10.8 |
0.2% |
86% |
False |
False |
764 |
120 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
9.0 |
0.2% |
86% |
False |
False |
753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,539.0 |
2.618 |
4,493.3 |
1.618 |
4,465.3 |
1.000 |
4,448.0 |
0.618 |
4,437.3 |
HIGH |
4,420.0 |
0.618 |
4,409.3 |
0.500 |
4,406.0 |
0.382 |
4,402.7 |
LOW |
4,392.0 |
0.618 |
4,374.7 |
1.000 |
4,364.0 |
1.618 |
4,346.7 |
2.618 |
4,318.7 |
4.250 |
4,273.0 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,406.0 |
4,424.5 |
PP |
4,406.0 |
4,418.3 |
S1 |
4,406.0 |
4,412.2 |
|