Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,437.0 |
4,395.0 |
-42.0 |
-0.9% |
4,300.0 |
High |
4,453.0 |
4,423.0 |
-30.0 |
-0.7% |
4,457.0 |
Low |
4,416.0 |
4,395.0 |
-21.0 |
-0.5% |
4,284.0 |
Close |
4,416.0 |
4,423.0 |
7.0 |
0.2% |
4,454.0 |
Range |
37.0 |
28.0 |
-9.0 |
-24.3% |
173.0 |
ATR |
42.5 |
41.5 |
-1.0 |
-2.4% |
0.0 |
Volume |
16 |
31 |
15 |
93.8% |
3,062 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,497.7 |
4,488.3 |
4,438.4 |
|
R3 |
4,469.7 |
4,460.3 |
4,430.7 |
|
R2 |
4,441.7 |
4,441.7 |
4,428.1 |
|
R1 |
4,432.3 |
4,432.3 |
4,425.6 |
4,437.0 |
PP |
4,413.7 |
4,413.7 |
4,413.7 |
4,416.0 |
S1 |
4,404.3 |
4,404.3 |
4,420.4 |
4,409.0 |
S2 |
4,385.7 |
4,385.7 |
4,417.9 |
|
S3 |
4,357.7 |
4,376.3 |
4,415.3 |
|
S4 |
4,329.7 |
4,348.3 |
4,407.6 |
|
|
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 |
4,392.0 |
65.0 |
1.5% |
28.2 |
0.6% |
48% |
False |
False |
101 |
10 |
4,457.0 |
4,250.0 |
207.0 |
4.7% |
35.6 |
0.8% |
84% |
False |
False |
362 |
20 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
34.0 |
0.8% |
78% |
False |
False |
916 |
40 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
26.9 |
0.6% |
78% |
False |
False |
897 |
60 |
4,472.0 |
4,250.0 |
222.0 |
5.0% |
19.6 |
0.4% |
78% |
False |
False |
637 |
80 |
4,472.0 |
4,157.0 |
315.0 |
7.1% |
14.7 |
0.3% |
84% |
False |
False |
730 |
100 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
11.8 |
0.3% |
90% |
False |
False |
767 |
120 |
4,472.0 |
3,996.0 |
476.0 |
10.8% |
9.8 |
0.2% |
90% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,542.0 |
2.618 |
4,496.3 |
1.618 |
4,468.3 |
1.000 |
4,451.0 |
0.618 |
4,440.3 |
HIGH |
4,423.0 |
0.618 |
4,412.3 |
0.500 |
4,409.0 |
0.382 |
4,405.7 |
LOW |
4,395.0 |
0.618 |
4,377.7 |
1.000 |
4,367.0 |
1.618 |
4,349.7 |
2.618 |
4,321.7 |
4.250 |
4,276.0 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,418.3 |
4,424.0 |
PP |
4,413.7 |
4,423.7 |
S1 |
4,409.0 |
4,423.3 |
|