Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,646.25 |
4,619.00 |
-27.25 |
-0.6% |
4,616.00 |
High |
4,685.50 |
4,667.50 |
-18.00 |
-0.4% |
4,685.50 |
Low |
4,605.00 |
4,609.75 |
4.75 |
0.1% |
4,605.00 |
Close |
4,615.25 |
4,658.00 |
42.75 |
0.9% |
4,658.00 |
Range |
80.50 |
57.75 |
-22.75 |
-28.3% |
80.50 |
ATR |
41.88 |
43.02 |
1.13 |
2.7% |
0.00 |
Volume |
3,623 |
2,050 |
-1,573 |
-43.4% |
16,390 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,818.25 |
4,796.00 |
4,689.75 |
|
R3 |
4,760.50 |
4,738.25 |
4,674.00 |
|
R2 |
4,702.75 |
4,702.75 |
4,668.50 |
|
R1 |
4,680.50 |
4,680.50 |
4,663.25 |
4,691.50 |
PP |
4,645.00 |
4,645.00 |
4,645.00 |
4,650.75 |
S1 |
4,622.75 |
4,622.75 |
4,652.75 |
4,634.00 |
S2 |
4,587.25 |
4,587.25 |
4,647.50 |
|
S3 |
4,529.50 |
4,565.00 |
4,642.00 |
|
S4 |
4,471.75 |
4,507.25 |
4,626.25 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,891.00 |
4,855.00 |
4,702.25 |
|
R3 |
4,810.50 |
4,774.50 |
4,680.25 |
|
R2 |
4,730.00 |
4,730.00 |
4,672.75 |
|
R1 |
4,694.00 |
4,694.00 |
4,665.50 |
4,712.00 |
PP |
4,649.50 |
4,649.50 |
4,649.50 |
4,658.50 |
S1 |
4,613.50 |
4,613.50 |
4,650.50 |
4,631.50 |
S2 |
4,569.00 |
4,569.00 |
4,643.25 |
|
S3 |
4,488.50 |
4,533.00 |
4,635.75 |
|
S4 |
4,408.00 |
4,452.50 |
4,613.75 |
|
|
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% |
47.00 |
1.0% |
66% |
False |
False |
3,278 |
10 |
4,685.50 |
4,577.50 |
108.00 |
2.3% |
41.25 |
0.9% |
75% |
False |
False |
2,441 |
20 |
4,685.50 |
4,459.25 |
226.25 |
4.9% |
41.25 |
0.9% |
88% |
False |
False |
2,130 |
40 |
4,685.50 |
4,261.50 |
424.00 |
9.1% |
42.25 |
0.9% |
94% |
False |
False |
1,796 |
60 |
4,685.50 |
4,131.00 |
554.50 |
11.9% |
43.75 |
0.9% |
95% |
False |
False |
1,358 |
80 |
4,685.50 |
4,131.00 |
554.50 |
11.9% |
43.00 |
0.9% |
95% |
False |
False |
1,053 |
100 |
4,685.50 |
3,916.00 |
769.50 |
16.5% |
45.75 |
1.0% |
96% |
False |
False |
866 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.5% |
44.75 |
1.0% |
96% |
False |
False |
736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,913.00 |
2.618 |
4,818.75 |
1.618 |
4,761.00 |
1.000 |
4,725.25 |
0.618 |
4,703.25 |
HIGH |
4,667.50 |
0.618 |
4,645.50 |
0.500 |
4,638.50 |
0.382 |
4,631.75 |
LOW |
4,609.75 |
0.618 |
4,574.00 |
1.000 |
4,552.00 |
1.618 |
4,516.25 |
2.618 |
4,458.50 |
4.250 |
4,364.25 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,651.50 |
4,653.75 |
PP |
4,645.00 |
4,649.50 |
S1 |
4,638.50 |
4,645.25 |
|