Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,599.25 |
4,635.00 |
35.75 |
0.8% |
4,485.25 |
High |
4,644.00 |
4,659.50 |
15.50 |
0.3% |
4,609.50 |
Low |
4,594.50 |
4,633.00 |
38.50 |
0.8% |
4,459.25 |
Close |
4,637.75 |
4,647.50 |
9.75 |
0.2% |
4,586.25 |
Range |
49.50 |
26.50 |
-23.00 |
-46.5% |
150.25 |
ATR |
42.88 |
41.71 |
-1.17 |
-2.7% |
0.00 |
Volume |
1,062 |
1,379 |
317 |
29.8% |
9,130 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.25 |
4,713.25 |
4,662.00 |
|
R3 |
4,699.75 |
4,686.75 |
4,654.75 |
|
R2 |
4,673.25 |
4,673.25 |
4,652.25 |
|
R1 |
4,660.25 |
4,660.25 |
4,650.00 |
4,666.75 |
PP |
4,646.75 |
4,646.75 |
4,646.75 |
4,650.00 |
S1 |
4,633.75 |
4,633.75 |
4,645.00 |
4,640.25 |
S2 |
4,620.25 |
4,620.25 |
4,642.75 |
|
S3 |
4,593.75 |
4,607.25 |
4,640.25 |
|
S4 |
4,567.25 |
4,580.75 |
4,633.00 |
|
|
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 |
4,659.50 |
4,560.75 |
98.75 |
2.1% |
36.50 |
0.8% |
88% |
True |
False |
1,569 |
10 |
4,659.50 |
4,459.25 |
200.25 |
4.3% |
42.00 |
0.9% |
94% |
True |
False |
1,711 |
20 |
4,659.50 |
4,414.50 |
245.00 |
5.3% |
39.25 |
0.8% |
95% |
True |
False |
1,686 |
40 |
4,659.50 |
4,194.75 |
464.75 |
10.0% |
43.50 |
0.9% |
97% |
True |
False |
1,412 |
60 |
4,659.50 |
4,131.00 |
528.50 |
11.4% |
45.00 |
1.0% |
98% |
True |
False |
1,040 |
80 |
4,659.50 |
4,049.00 |
610.50 |
13.1% |
42.25 |
0.9% |
98% |
True |
False |
809 |
100 |
4,659.50 |
3,916.00 |
743.50 |
16.0% |
45.50 |
1.0% |
98% |
True |
False |
669 |
120 |
4,659.50 |
3,916.00 |
743.50 |
16.0% |
44.25 |
1.0% |
98% |
True |
False |
566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.00 |
2.618 |
4,729.00 |
1.618 |
4,702.50 |
1.000 |
4,686.00 |
0.618 |
4,676.00 |
HIGH |
4,659.50 |
0.618 |
4,649.50 |
0.500 |
4,646.25 |
0.382 |
4,643.00 |
LOW |
4,633.00 |
0.618 |
4,616.50 |
1.000 |
4,606.50 |
1.618 |
4,590.00 |
2.618 |
4,563.50 |
4.250 |
4,520.50 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,647.00 |
4,637.75 |
PP |
4,646.75 |
4,628.25 |
S1 |
4,646.25 |
4,618.50 |
|