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 |
4,561.25 |
4,587.25 |
26.00 |
0.6% |
4,485.25 |
High |
4,600.25 |
4,609.50 |
9.25 |
0.2% |
4,609.50 |
Low |
4,560.75 |
4,580.25 |
19.50 |
0.4% |
4,459.25 |
Close |
4,592.25 |
4,586.25 |
-6.00 |
-0.1% |
4,586.25 |
Range |
39.50 |
29.25 |
-10.25 |
-25.9% |
150.25 |
ATR |
43.74 |
42.70 |
-1.03 |
-2.4% |
0.00 |
Volume |
2,386 |
1,805 |
-581 |
-24.4% |
9,130 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,679.75 |
4,662.25 |
4,602.25 |
|
R3 |
4,650.50 |
4,633.00 |
4,594.25 |
|
R2 |
4,621.25 |
4,621.25 |
4,591.50 |
|
R1 |
4,603.75 |
4,603.75 |
4,589.00 |
4,598.00 |
PP |
4,592.00 |
4,592.00 |
4,592.00 |
4,589.00 |
S1 |
4,574.50 |
4,574.50 |
4,583.50 |
4,568.50 |
S2 |
4,562.75 |
4,562.75 |
4,581.00 |
|
S3 |
4,533.50 |
4,545.25 |
4,578.25 |
|
S4 |
4,504.25 |
4,516.00 |
4,570.25 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,002.50 |
4,944.50 |
4,669.00 |
|
R3 |
4,852.25 |
4,794.25 |
4,627.50 |
|
R2 |
4,702.00 |
4,702.00 |
4,613.75 |
|
R1 |
4,644.00 |
4,644.00 |
4,600.00 |
4,673.00 |
PP |
4,551.75 |
4,551.75 |
4,551.75 |
4,566.00 |
S1 |
4,493.75 |
4,493.75 |
4,572.50 |
4,522.75 |
S2 |
4,401.50 |
4,401.50 |
4,558.75 |
|
S3 |
4,251.25 |
4,343.50 |
4,545.00 |
|
S4 |
4,101.00 |
4,193.25 |
4,503.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,609.50 |
4,459.25 |
150.25 |
3.3% |
39.50 |
0.9% |
85% |
True |
False |
1,826 |
10 |
4,609.50 |
4,459.25 |
150.25 |
3.3% |
41.25 |
0.9% |
85% |
True |
False |
1,819 |
20 |
4,609.50 |
4,414.50 |
195.00 |
4.3% |
42.75 |
0.9% |
88% |
True |
False |
1,785 |
40 |
4,609.50 |
4,194.75 |
414.75 |
9.0% |
44.50 |
1.0% |
94% |
True |
False |
1,351 |
60 |
4,609.50 |
4,131.00 |
478.50 |
10.4% |
44.25 |
1.0% |
95% |
True |
False |
982 |
80 |
4,609.50 |
4,000.50 |
609.00 |
13.3% |
44.00 |
1.0% |
96% |
True |
False |
773 |
100 |
4,609.50 |
3,916.00 |
693.50 |
15.1% |
44.75 |
1.0% |
97% |
True |
False |
636 |
120 |
4,609.50 |
3,916.00 |
693.50 |
15.1% |
44.00 |
1.0% |
97% |
True |
False |
540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,733.75 |
2.618 |
4,686.00 |
1.618 |
4,656.75 |
1.000 |
4,638.75 |
0.618 |
4,627.50 |
HIGH |
4,609.50 |
0.618 |
4,598.25 |
0.500 |
4,595.00 |
0.382 |
4,591.50 |
LOW |
4,580.25 |
0.618 |
4,562.25 |
1.000 |
4,551.00 |
1.618 |
4,533.00 |
2.618 |
4,503.75 |
4.250 |
4,456.00 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,595.00 |
4,579.00 |
PP |
4,592.00 |
4,571.50 |
S1 |
4,589.00 |
4,564.00 |
|