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 |
4,582.75 |
4,599.25 |
16.50 |
0.4% |
4,485.25 |
High |
4,615.50 |
4,644.00 |
28.50 |
0.6% |
4,609.50 |
Low |
4,577.50 |
4,594.50 |
17.00 |
0.4% |
4,459.25 |
Close |
4,603.25 |
4,637.75 |
34.50 |
0.7% |
4,586.25 |
Range |
38.00 |
49.50 |
11.50 |
30.3% |
150.25 |
ATR |
42.37 |
42.88 |
0.51 |
1.2% |
0.00 |
Volume |
1,213 |
1,062 |
-151 |
-12.4% |
9,130 |
|
Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,774.00 |
4,755.25 |
4,665.00 |
|
R3 |
4,724.50 |
4,705.75 |
4,651.25 |
|
R2 |
4,675.00 |
4,675.00 |
4,646.75 |
|
R1 |
4,656.25 |
4,656.25 |
4,642.25 |
4,665.50 |
PP |
4,625.50 |
4,625.50 |
4,625.50 |
4,630.00 |
S1 |
4,606.75 |
4,606.75 |
4,633.25 |
4,616.00 |
S2 |
4,576.00 |
4,576.00 |
4,628.75 |
|
S3 |
4,526.50 |
4,557.25 |
4,624.25 |
|
S4 |
4,477.00 |
4,507.75 |
4,610.50 |
|
|
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 |
4,644.00 |
4,518.75 |
125.25 |
2.7% |
41.75 |
0.9% |
95% |
True |
False |
1,829 |
10 |
4,644.00 |
4,459.25 |
184.75 |
4.0% |
42.00 |
0.9% |
97% |
True |
False |
1,721 |
20 |
4,644.00 |
4,414.50 |
229.50 |
4.9% |
40.50 |
0.9% |
97% |
True |
False |
1,686 |
40 |
4,644.00 |
4,194.75 |
449.25 |
9.7% |
43.75 |
0.9% |
99% |
True |
False |
1,392 |
60 |
4,644.00 |
4,131.00 |
513.00 |
11.1% |
45.00 |
1.0% |
99% |
True |
False |
1,017 |
80 |
4,644.00 |
4,000.50 |
643.50 |
13.9% |
42.75 |
0.9% |
99% |
True |
False |
796 |
100 |
4,644.00 |
3,916.00 |
728.00 |
15.7% |
45.50 |
1.0% |
99% |
True |
False |
655 |
120 |
4,644.00 |
3,916.00 |
728.00 |
15.7% |
44.00 |
0.9% |
99% |
True |
False |
557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,854.50 |
2.618 |
4,773.50 |
1.618 |
4,724.00 |
1.000 |
4,693.50 |
0.618 |
4,674.50 |
HIGH |
4,644.00 |
0.618 |
4,625.00 |
0.500 |
4,619.25 |
0.382 |
4,613.50 |
LOW |
4,594.50 |
0.618 |
4,564.00 |
1.000 |
4,545.00 |
1.618 |
4,514.50 |
2.618 |
4,465.00 |
4.250 |
4,384.00 |
|
|
Fisher Pivots for day following 18-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,631.50 |
4,628.75 |
PP |
4,625.50 |
4,619.75 |
S1 |
4,619.25 |
4,610.75 |
|