Trading Metrics calculated at close of trading on 18-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,420.0 |
4,407.0 |
-13.0 |
-0.3% |
4,300.0 |
High |
4,420.0 |
4,430.0 |
10.0 |
0.2% |
4,457.0 |
Low |
4,392.0 |
4,399.0 |
7.0 |
0.2% |
4,284.0 |
Close |
4,406.0 |
4,424.0 |
18.0 |
0.4% |
4,454.0 |
Range |
28.0 |
31.0 |
3.0 |
10.7% |
173.0 |
ATR |
43.9 |
42.9 |
-0.9 |
-2.1% |
0.0 |
Volume |
13 |
288 |
275 |
2,115.4% |
3,062 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,510.7 |
4,498.3 |
4,441.1 |
|
R3 |
4,479.7 |
4,467.3 |
4,432.5 |
|
R2 |
4,448.7 |
4,448.7 |
4,429.7 |
|
R1 |
4,436.3 |
4,436.3 |
4,426.8 |
4,442.5 |
PP |
4,417.7 |
4,417.7 |
4,417.7 |
4,420.8 |
S1 |
4,405.3 |
4,405.3 |
4,421.2 |
4,411.5 |
S2 |
4,386.7 |
4,386.7 |
4,418.3 |
|
S3 |
4,355.7 |
4,374.3 |
4,415.5 |
|
S4 |
4,324.7 |
4,343.3 |
4,407.0 |
|
|
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 |
4,367.0 |
90.0 |
2.0% |
33.2 |
0.8% |
63% |
False |
False |
629 |
10 |
4,457.0 |
4,250.0 |
207.0 |
4.7% |
44.0 |
1.0% |
84% |
False |
False |
571 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
33.9 |
0.8% |
78% |
False |
False |
918 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
25.9 |
0.6% |
78% |
False |
False |
896 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
18.5 |
0.4% |
78% |
False |
False |
636 |
80 |
4,472.0 |
4,108.0 |
364.0 |
8.2% |
13.9 |
0.3% |
87% |
False |
False |
743 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
11.1 |
0.3% |
90% |
False |
False |
767 |
120 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
9.3 |
0.2% |
90% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,561.8 |
2.618 |
4,511.2 |
1.618 |
4,480.2 |
1.000 |
4,461.0 |
0.618 |
4,449.2 |
HIGH |
4,430.0 |
0.618 |
4,418.2 |
0.500 |
4,414.5 |
0.382 |
4,410.8 |
LOW |
4,399.0 |
0.618 |
4,379.8 |
1.000 |
4,368.0 |
1.618 |
4,348.8 |
2.618 |
4,317.8 |
4.250 |
4,267.3 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,420.8 |
4,424.5 |
PP |
4,417.7 |
4,424.3 |
S1 |
4,414.5 |
4,424.2 |
|