Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,616.00 |
4,636.75 |
20.75 |
0.4% |
4,582.75 |
High |
4,642.25 |
4,659.50 |
17.25 |
0.4% |
4,659.50 |
Low |
4,611.00 |
4,630.00 |
19.00 |
0.4% |
4,577.50 |
Close |
4,634.00 |
4,646.75 |
12.75 |
0.3% |
4,615.00 |
Range |
31.25 |
29.50 |
-1.75 |
-5.6% |
82.00 |
ATR |
39.88 |
39.14 |
-0.74 |
-1.9% |
0.00 |
Volume |
4,924 |
2,107 |
-2,817 |
-57.2% |
8,029 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,734.00 |
4,719.75 |
4,663.00 |
|
R3 |
4,704.50 |
4,690.25 |
4,654.75 |
|
R2 |
4,675.00 |
4,675.00 |
4,652.25 |
|
R1 |
4,660.75 |
4,660.75 |
4,649.50 |
4,668.00 |
PP |
4,645.50 |
4,645.50 |
4,645.50 |
4,649.00 |
S1 |
4,631.25 |
4,631.25 |
4,644.00 |
4,638.50 |
S2 |
4,616.00 |
4,616.00 |
4,641.25 |
|
S3 |
4,586.50 |
4,601.75 |
4,638.75 |
|
S4 |
4,557.00 |
4,572.25 |
4,630.50 |
|
|
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 |
4,607.75 |
51.75 |
1.1% |
30.25 |
0.6% |
75% |
True |
False |
2,557 |
10 |
4,659.50 |
4,518.75 |
140.75 |
3.0% |
36.00 |
0.8% |
91% |
True |
False |
2,193 |
20 |
4,659.50 |
4,417.75 |
241.75 |
5.2% |
38.00 |
0.8% |
95% |
True |
False |
1,939 |
40 |
4,659.50 |
4,227.25 |
432.25 |
9.3% |
42.00 |
0.9% |
97% |
True |
False |
1,640 |
60 |
4,659.50 |
4,131.00 |
528.50 |
11.4% |
43.75 |
0.9% |
98% |
True |
False |
1,217 |
80 |
4,659.50 |
4,131.00 |
528.50 |
11.4% |
42.50 |
0.9% |
98% |
True |
False |
949 |
100 |
4,659.50 |
3,916.00 |
743.50 |
16.0% |
45.50 |
1.0% |
98% |
True |
False |
780 |
120 |
4,659.50 |
3,916.00 |
743.50 |
16.0% |
43.50 |
0.9% |
98% |
True |
False |
658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,785.00 |
2.618 |
4,736.75 |
1.618 |
4,707.25 |
1.000 |
4,689.00 |
0.618 |
4,677.75 |
HIGH |
4,659.50 |
0.618 |
4,648.25 |
0.500 |
4,644.75 |
0.382 |
4,641.25 |
LOW |
4,630.00 |
0.618 |
4,611.75 |
1.000 |
4,600.50 |
1.618 |
4,582.25 |
2.618 |
4,552.75 |
4.250 |
4,504.50 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,646.00 |
4,643.00 |
PP |
4,645.50 |
4,639.00 |
S1 |
4,644.75 |
4,635.25 |
|