Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,636.75 |
4,655.00 |
18.25 |
0.4% |
4,582.75 |
High |
4,659.50 |
4,661.50 |
2.00 |
0.0% |
4,659.50 |
Low |
4,630.00 |
4,625.50 |
-4.50 |
-0.1% |
4,577.50 |
Close |
4,646.75 |
4,646.25 |
-0.50 |
0.0% |
4,615.00 |
Range |
29.50 |
36.00 |
6.50 |
22.0% |
82.00 |
ATR |
39.14 |
38.91 |
-0.22 |
-0.6% |
0.00 |
Volume |
2,107 |
3,686 |
1,579 |
74.9% |
8,029 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.50 |
4,735.25 |
4,666.00 |
|
R3 |
4,716.50 |
4,699.25 |
4,656.25 |
|
R2 |
4,680.50 |
4,680.50 |
4,652.75 |
|
R1 |
4,663.25 |
4,663.25 |
4,649.50 |
4,654.00 |
PP |
4,644.50 |
4,644.50 |
4,644.50 |
4,639.75 |
S1 |
4,627.25 |
4,627.25 |
4,643.00 |
4,618.00 |
S2 |
4,608.50 |
4,608.50 |
4,639.75 |
|
S3 |
4,572.50 |
4,591.25 |
4,636.25 |
|
S4 |
4,536.50 |
4,555.25 |
4,626.50 |
|
|
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 |
4,661.50 |
4,607.75 |
53.75 |
1.2% |
32.00 |
0.7% |
72% |
True |
False |
3,018 |
10 |
4,661.50 |
4,560.75 |
100.75 |
2.2% |
34.25 |
0.7% |
85% |
True |
False |
2,293 |
20 |
4,661.50 |
4,446.75 |
214.75 |
4.6% |
37.25 |
0.8% |
93% |
True |
False |
2,048 |
40 |
4,661.50 |
4,259.00 |
402.50 |
8.7% |
41.00 |
0.9% |
96% |
True |
False |
1,727 |
60 |
4,661.50 |
4,131.00 |
530.50 |
11.4% |
43.25 |
0.9% |
97% |
True |
False |
1,272 |
80 |
4,661.50 |
4,131.00 |
530.50 |
11.4% |
42.25 |
0.9% |
97% |
True |
False |
995 |
100 |
4,661.50 |
3,916.00 |
745.50 |
16.0% |
45.25 |
1.0% |
98% |
True |
False |
813 |
120 |
4,661.50 |
3,916.00 |
745.50 |
16.0% |
43.75 |
0.9% |
98% |
True |
False |
688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,814.50 |
2.618 |
4,755.75 |
1.618 |
4,719.75 |
1.000 |
4,697.50 |
0.618 |
4,683.75 |
HIGH |
4,661.50 |
0.618 |
4,647.75 |
0.500 |
4,643.50 |
0.382 |
4,639.25 |
LOW |
4,625.50 |
0.618 |
4,603.25 |
1.000 |
4,589.50 |
1.618 |
4,567.25 |
2.618 |
4,531.25 |
4.250 |
4,472.50 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,645.25 |
4,643.00 |
PP |
4,644.50 |
4,639.50 |
S1 |
4,643.50 |
4,636.25 |
|