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 |
4,587.25 |
4,582.75 |
-4.50 |
-0.1% |
4,485.25 |
High |
4,609.50 |
4,615.50 |
6.00 |
0.1% |
4,609.50 |
Low |
4,580.25 |
4,577.50 |
-2.75 |
-0.1% |
4,459.25 |
Close |
4,586.25 |
4,603.25 |
17.00 |
0.4% |
4,586.25 |
Range |
29.25 |
38.00 |
8.75 |
29.9% |
150.25 |
ATR |
42.70 |
42.37 |
-0.34 |
-0.8% |
0.00 |
Volume |
1,805 |
1,213 |
-592 |
-32.8% |
9,130 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,712.75 |
4,696.00 |
4,624.25 |
|
R3 |
4,674.75 |
4,658.00 |
4,613.75 |
|
R2 |
4,636.75 |
4,636.75 |
4,610.25 |
|
R1 |
4,620.00 |
4,620.00 |
4,606.75 |
4,628.50 |
PP |
4,598.75 |
4,598.75 |
4,598.75 |
4,603.00 |
S1 |
4,582.00 |
4,582.00 |
4,599.75 |
4,590.50 |
S2 |
4,560.75 |
4,560.75 |
4,596.25 |
|
S3 |
4,522.75 |
4,544.00 |
4,592.75 |
|
S4 |
4,484.75 |
4,506.00 |
4,582.25 |
|
|
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 |
4,615.50 |
4,487.25 |
128.25 |
2.8% |
39.75 |
0.9% |
90% |
True |
False |
1,869 |
10 |
4,615.50 |
4,459.25 |
156.25 |
3.4% |
38.50 |
0.8% |
92% |
True |
False |
1,693 |
20 |
4,615.50 |
4,414.50 |
201.00 |
4.4% |
40.00 |
0.9% |
94% |
True |
False |
1,768 |
40 |
4,615.50 |
4,194.75 |
420.75 |
9.1% |
44.00 |
1.0% |
97% |
True |
False |
1,371 |
60 |
4,615.50 |
4,131.00 |
484.50 |
10.5% |
44.50 |
1.0% |
97% |
True |
False |
1,001 |
80 |
4,615.50 |
4,000.50 |
615.00 |
13.4% |
43.25 |
0.9% |
98% |
True |
False |
788 |
100 |
4,615.50 |
3,916.00 |
699.50 |
15.2% |
45.25 |
1.0% |
98% |
True |
False |
646 |
120 |
4,615.50 |
3,916.00 |
699.50 |
15.2% |
44.00 |
1.0% |
98% |
True |
False |
549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,777.00 |
2.618 |
4,715.00 |
1.618 |
4,677.00 |
1.000 |
4,653.50 |
0.618 |
4,639.00 |
HIGH |
4,615.50 |
0.618 |
4,601.00 |
0.500 |
4,596.50 |
0.382 |
4,592.00 |
LOW |
4,577.50 |
0.618 |
4,554.00 |
1.000 |
4,539.50 |
1.618 |
4,516.00 |
2.618 |
4,478.00 |
4.250 |
4,416.00 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,601.00 |
4,598.25 |
PP |
4,598.75 |
4,593.25 |
S1 |
4,596.50 |
4,588.00 |
|