Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,655.00 |
4,646.25 |
-8.75 |
-0.2% |
4,582.75 |
High |
4,661.50 |
4,685.50 |
24.00 |
0.5% |
4,659.50 |
Low |
4,625.50 |
4,605.00 |
-20.50 |
-0.4% |
4,577.50 |
Close |
4,646.25 |
4,615.25 |
-31.00 |
-0.7% |
4,615.00 |
Range |
36.00 |
80.50 |
44.50 |
123.6% |
82.00 |
ATR |
38.91 |
41.88 |
2.97 |
7.6% |
0.00 |
Volume |
3,686 |
3,623 |
-63 |
-1.7% |
8,029 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,876.75 |
4,826.50 |
4,659.50 |
|
R3 |
4,796.25 |
4,746.00 |
4,637.50 |
|
R2 |
4,715.75 |
4,715.75 |
4,630.00 |
|
R1 |
4,665.50 |
4,665.50 |
4,622.75 |
4,650.50 |
PP |
4,635.25 |
4,635.25 |
4,635.25 |
4,627.75 |
S1 |
4,585.00 |
4,585.00 |
4,607.75 |
4,570.00 |
S2 |
4,554.75 |
4,554.75 |
4,600.50 |
|
S3 |
4,474.25 |
4,504.50 |
4,593.00 |
|
S4 |
4,393.75 |
4,424.00 |
4,571.00 |
|
|
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 |
4,685.50 |
4,605.00 |
80.50 |
1.7% |
41.00 |
0.9% |
13% |
True |
True |
3,370 |
10 |
4,685.50 |
4,577.50 |
108.00 |
2.3% |
38.50 |
0.8% |
35% |
True |
False |
2,417 |
20 |
4,685.50 |
4,458.00 |
227.50 |
4.9% |
39.75 |
0.9% |
69% |
True |
False |
2,136 |
40 |
4,685.50 |
4,259.00 |
426.50 |
9.2% |
42.00 |
0.9% |
84% |
True |
False |
1,815 |
60 |
4,685.50 |
4,131.00 |
554.50 |
12.0% |
44.25 |
1.0% |
87% |
True |
False |
1,331 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.0% |
43.00 |
0.9% |
87% |
True |
False |
1,040 |
100 |
4,685.50 |
3,916.00 |
769.50 |
16.7% |
45.75 |
1.0% |
91% |
True |
False |
847 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.7% |
44.25 |
1.0% |
91% |
True |
False |
719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,027.50 |
2.618 |
4,896.25 |
1.618 |
4,815.75 |
1.000 |
4,766.00 |
0.618 |
4,735.25 |
HIGH |
4,685.50 |
0.618 |
4,654.75 |
0.500 |
4,645.25 |
0.382 |
4,635.75 |
LOW |
4,605.00 |
0.618 |
4,555.25 |
1.000 |
4,524.50 |
1.618 |
4,474.75 |
2.618 |
4,394.25 |
4.250 |
4,263.00 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,645.25 |
4,645.25 |
PP |
4,635.25 |
4,635.25 |
S1 |
4,625.25 |
4,625.25 |
|