Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,640.00 |
4,617.00 |
-23.00 |
-0.5% |
4,582.75 |
High |
4,644.00 |
4,639.75 |
-4.25 |
-0.1% |
4,659.50 |
Low |
4,607.75 |
4,612.50 |
4.75 |
0.1% |
4,577.50 |
Close |
4,615.50 |
4,615.00 |
-0.50 |
0.0% |
4,615.00 |
Range |
36.25 |
27.25 |
-9.00 |
-24.8% |
82.00 |
ATR |
41.57 |
40.54 |
-1.02 |
-2.5% |
0.00 |
Volume |
1,861 |
2,514 |
653 |
35.1% |
8,029 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,704.25 |
4,686.75 |
4,630.00 |
|
R3 |
4,677.00 |
4,659.50 |
4,622.50 |
|
R2 |
4,649.75 |
4,649.75 |
4,620.00 |
|
R1 |
4,632.25 |
4,632.25 |
4,617.50 |
4,627.50 |
PP |
4,622.50 |
4,622.50 |
4,622.50 |
4,620.00 |
S1 |
4,605.00 |
4,605.00 |
4,612.50 |
4,600.00 |
S2 |
4,595.25 |
4,595.25 |
4,610.00 |
|
S3 |
4,568.00 |
4,577.75 |
4,607.50 |
|
S4 |
4,540.75 |
4,550.50 |
4,600.00 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,863.25 |
4,821.25 |
4,660.00 |
|
R3 |
4,781.25 |
4,739.25 |
4,637.50 |
|
R2 |
4,699.25 |
4,699.25 |
4,630.00 |
|
R1 |
4,657.25 |
4,657.25 |
4,622.50 |
4,678.25 |
PP |
4,617.25 |
4,617.25 |
4,617.25 |
4,628.00 |
S1 |
4,575.25 |
4,575.25 |
4,607.50 |
4,596.25 |
S2 |
4,535.25 |
4,535.25 |
4,600.00 |
|
S3 |
4,453.25 |
4,493.25 |
4,592.50 |
|
S4 |
4,371.25 |
4,411.25 |
4,570.00 |
|
|
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% |
35.50 |
0.8% |
46% |
False |
False |
1,605 |
10 |
4,659.50 |
4,459.25 |
200.25 |
4.3% |
37.50 |
0.8% |
78% |
False |
False |
1,715 |
20 |
4,659.50 |
4,414.50 |
245.00 |
5.3% |
39.00 |
0.8% |
82% |
False |
False |
1,753 |
40 |
4,659.50 |
4,194.75 |
464.75 |
10.1% |
42.75 |
0.9% |
90% |
False |
False |
1,496 |
60 |
4,659.50 |
4,131.00 |
528.50 |
11.5% |
44.75 |
1.0% |
92% |
False |
False |
1,107 |
80 |
4,659.50 |
4,118.50 |
541.00 |
11.7% |
42.25 |
0.9% |
92% |
False |
False |
864 |
100 |
4,659.50 |
3,916.00 |
743.50 |
16.1% |
45.50 |
1.0% |
94% |
False |
False |
711 |
120 |
4,659.50 |
3,916.00 |
743.50 |
16.1% |
44.25 |
1.0% |
94% |
False |
False |
599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,755.50 |
2.618 |
4,711.00 |
1.618 |
4,683.75 |
1.000 |
4,667.00 |
0.618 |
4,656.50 |
HIGH |
4,639.75 |
0.618 |
4,629.25 |
0.500 |
4,626.00 |
0.382 |
4,623.00 |
LOW |
4,612.50 |
0.618 |
4,595.75 |
1.000 |
4,585.25 |
1.618 |
4,568.50 |
2.618 |
4,541.25 |
4.250 |
4,496.75 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,626.00 |
4,633.50 |
PP |
4,622.50 |
4,627.50 |
S1 |
4,618.75 |
4,621.25 |
|