Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,617.00 |
4,616.00 |
-1.00 |
0.0% |
4,582.75 |
High |
4,639.75 |
4,642.25 |
2.50 |
0.1% |
4,659.50 |
Low |
4,612.50 |
4,611.00 |
-1.50 |
0.0% |
4,577.50 |
Close |
4,615.00 |
4,634.00 |
19.00 |
0.4% |
4,615.00 |
Range |
27.25 |
31.25 |
4.00 |
14.7% |
82.00 |
ATR |
40.54 |
39.88 |
-0.66 |
-1.6% |
0.00 |
Volume |
2,514 |
4,924 |
2,410 |
95.9% |
8,029 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.75 |
4,709.75 |
4,651.25 |
|
R3 |
4,691.50 |
4,678.50 |
4,642.50 |
|
R2 |
4,660.25 |
4,660.25 |
4,639.75 |
|
R1 |
4,647.25 |
4,647.25 |
4,636.75 |
4,653.75 |
PP |
4,629.00 |
4,629.00 |
4,629.00 |
4,632.50 |
S1 |
4,616.00 |
4,616.00 |
4,631.25 |
4,622.50 |
S2 |
4,597.75 |
4,597.75 |
4,628.25 |
|
S3 |
4,566.50 |
4,584.75 |
4,625.50 |
|
S4 |
4,535.25 |
4,553.50 |
4,616.75 |
|
|
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 |
4,594.50 |
65.00 |
1.4% |
34.25 |
0.7% |
61% |
False |
False |
2,348 |
10 |
4,659.50 |
4,487.25 |
172.25 |
3.7% |
37.00 |
0.8% |
85% |
False |
False |
2,108 |
20 |
4,659.50 |
4,414.50 |
245.00 |
5.3% |
38.25 |
0.8% |
90% |
False |
False |
1,935 |
40 |
4,659.50 |
4,218.75 |
440.75 |
9.5% |
42.25 |
0.9% |
94% |
False |
False |
1,611 |
60 |
4,659.50 |
4,131.00 |
528.50 |
11.4% |
44.50 |
1.0% |
95% |
False |
False |
1,187 |
80 |
4,659.50 |
4,118.50 |
541.00 |
11.7% |
42.75 |
0.9% |
95% |
False |
False |
925 |
100 |
4,659.50 |
3,916.00 |
743.50 |
16.0% |
45.75 |
1.0% |
97% |
False |
False |
760 |
120 |
4,659.50 |
3,916.00 |
743.50 |
16.0% |
43.75 |
0.9% |
97% |
False |
False |
640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,775.00 |
2.618 |
4,724.00 |
1.618 |
4,692.75 |
1.000 |
4,673.50 |
0.618 |
4,661.50 |
HIGH |
4,642.25 |
0.618 |
4,630.25 |
0.500 |
4,626.50 |
0.382 |
4,623.00 |
LOW |
4,611.00 |
0.618 |
4,591.75 |
1.000 |
4,579.75 |
1.618 |
4,560.50 |
2.618 |
4,529.25 |
4.250 |
4,478.25 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,631.50 |
4,631.25 |
PP |
4,629.00 |
4,628.50 |
S1 |
4,626.50 |
4,626.00 |
|