Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,635.00 |
4,640.00 |
5.00 |
0.1% |
4,485.25 |
High |
4,659.50 |
4,644.00 |
-15.50 |
-0.3% |
4,609.50 |
Low |
4,633.00 |
4,607.75 |
-25.25 |
-0.5% |
4,459.25 |
Close |
4,647.50 |
4,615.50 |
-32.00 |
-0.7% |
4,586.25 |
Range |
26.50 |
36.25 |
9.75 |
36.8% |
150.25 |
ATR |
41.71 |
41.57 |
-0.14 |
-0.3% |
0.00 |
Volume |
1,379 |
1,861 |
482 |
35.0% |
9,130 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,731.25 |
4,709.50 |
4,635.50 |
|
R3 |
4,695.00 |
4,673.25 |
4,625.50 |
|
R2 |
4,658.75 |
4,658.75 |
4,622.25 |
|
R1 |
4,637.00 |
4,637.00 |
4,618.75 |
4,629.75 |
PP |
4,622.50 |
4,622.50 |
4,622.50 |
4,618.75 |
S1 |
4,600.75 |
4,600.75 |
4,612.25 |
4,593.50 |
S2 |
4,586.25 |
4,586.25 |
4,608.75 |
|
S3 |
4,550.00 |
4,564.50 |
4,605.50 |
|
S4 |
4,513.75 |
4,528.25 |
4,595.50 |
|
|
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 |
4,659.50 |
4,577.50 |
82.00 |
1.8% |
36.00 |
0.8% |
46% |
False |
False |
1,464 |
10 |
4,659.50 |
4,459.25 |
200.25 |
4.3% |
39.25 |
0.9% |
78% |
False |
False |
1,635 |
20 |
4,659.50 |
4,414.50 |
245.00 |
5.3% |
39.25 |
0.9% |
82% |
False |
False |
1,697 |
40 |
4,659.50 |
4,194.75 |
464.75 |
10.1% |
43.75 |
0.9% |
91% |
False |
False |
1,447 |
60 |
4,659.50 |
4,131.00 |
528.50 |
11.5% |
45.25 |
1.0% |
92% |
False |
False |
1,069 |
80 |
4,659.50 |
4,049.00 |
610.50 |
13.2% |
42.50 |
0.9% |
93% |
False |
False |
833 |
100 |
4,659.50 |
3,916.00 |
743.50 |
16.1% |
45.50 |
1.0% |
94% |
False |
False |
687 |
120 |
4,659.50 |
3,916.00 |
743.50 |
16.1% |
44.25 |
1.0% |
94% |
False |
False |
579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,798.00 |
2.618 |
4,739.00 |
1.618 |
4,702.75 |
1.000 |
4,680.25 |
0.618 |
4,666.50 |
HIGH |
4,644.00 |
0.618 |
4,630.25 |
0.500 |
4,626.00 |
0.382 |
4,621.50 |
LOW |
4,607.75 |
0.618 |
4,585.25 |
1.000 |
4,571.50 |
1.618 |
4,549.00 |
2.618 |
4,512.75 |
4.250 |
4,453.75 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,626.00 |
4,627.00 |
PP |
4,622.50 |
4,623.25 |
S1 |
4,619.00 |
4,619.25 |
|