Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,427.0 |
4,480.0 |
53.0 |
1.2% |
4,423.0 |
High |
4,507.0 |
4,524.0 |
17.0 |
0.4% |
4,524.0 |
Low |
4,427.0 |
4,480.0 |
53.0 |
1.2% |
4,362.0 |
Close |
4,498.0 |
4,524.0 |
26.0 |
0.6% |
4,524.0 |
Range |
80.0 |
44.0 |
-36.0 |
-45.0% |
162.0 |
ATR |
45.7 |
45.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
14 |
39 |
25 |
178.6% |
1,111 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,641.3 |
4,626.7 |
4,548.2 |
|
R3 |
4,597.3 |
4,582.7 |
4,536.1 |
|
R2 |
4,553.3 |
4,553.3 |
4,532.1 |
|
R1 |
4,538.7 |
4,538.7 |
4,528.0 |
4,546.0 |
PP |
4,509.3 |
4,509.3 |
4,509.3 |
4,513.0 |
S1 |
4,494.7 |
4,494.7 |
4,520.0 |
4,502.0 |
S2 |
4,465.3 |
4,465.3 |
4,515.9 |
|
S3 |
4,421.3 |
4,450.7 |
4,511.9 |
|
S4 |
4,377.3 |
4,406.7 |
4,499.8 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.0 |
4,902.0 |
4,613.1 |
|
R3 |
4,794.0 |
4,740.0 |
4,568.6 |
|
R2 |
4,632.0 |
4,632.0 |
4,553.7 |
|
R1 |
4,578.0 |
4,578.0 |
4,538.9 |
4,605.0 |
PP |
4,470.0 |
4,470.0 |
4,470.0 |
4,483.5 |
S1 |
4,416.0 |
4,416.0 |
4,509.2 |
4,443.0 |
S2 |
4,308.0 |
4,308.0 |
4,494.3 |
|
S3 |
4,146.0 |
4,254.0 |
4,479.5 |
|
S4 |
3,984.0 |
4,092.0 |
4,434.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,524.0 |
4,362.0 |
162.0 |
3.6% |
41.6 |
0.9% |
100% |
True |
False |
222 |
10 |
4,524.0 |
4,362.0 |
162.0 |
3.6% |
35.9 |
0.8% |
100% |
True |
False |
148 |
20 |
4,524.0 |
4,250.0 |
274.0 |
6.1% |
38.2 |
0.8% |
100% |
True |
False |
348 |
40 |
4,524.0 |
4,250.0 |
274.0 |
6.1% |
28.5 |
0.6% |
100% |
True |
False |
925 |
60 |
4,524.0 |
4,250.0 |
274.0 |
6.1% |
22.8 |
0.5% |
100% |
True |
False |
618 |
80 |
4,524.0 |
4,250.0 |
274.0 |
6.1% |
17.7 |
0.4% |
100% |
True |
False |
645 |
100 |
4,524.0 |
3,996.0 |
528.0 |
11.7% |
14.1 |
0.3% |
100% |
True |
False |
778 |
120 |
4,524.0 |
3,996.0 |
528.0 |
11.7% |
11.8 |
0.3% |
100% |
True |
False |
746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,711.0 |
2.618 |
4,639.2 |
1.618 |
4,595.2 |
1.000 |
4,568.0 |
0.618 |
4,551.2 |
HIGH |
4,524.0 |
0.618 |
4,507.2 |
0.500 |
4,502.0 |
0.382 |
4,496.8 |
LOW |
4,480.0 |
0.618 |
4,452.8 |
1.000 |
4,436.0 |
1.618 |
4,408.8 |
2.618 |
4,364.8 |
4.250 |
4,293.0 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,516.7 |
4,497.0 |
PP |
4,509.3 |
4,470.0 |
S1 |
4,502.0 |
4,443.0 |
|