| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,381.25 |
15,373.75 |
-7.50 |
0.0% |
15,513.50 |
| High |
15,405.75 |
15,467.50 |
61.75 |
0.4% |
15,625.50 |
| Low |
15,256.50 |
15,301.50 |
45.00 |
0.3% |
15,305.75 |
| Close |
15,377.75 |
15,447.75 |
70.00 |
0.5% |
15,375.25 |
| Range |
149.25 |
166.00 |
16.75 |
11.2% |
319.75 |
| ATR |
215.21 |
211.70 |
-3.52 |
-1.6% |
0.00 |
| Volume |
1,458 |
1,105 |
-353 |
-24.2% |
4,387 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,903.50 |
15,841.75 |
15,539.00 |
|
| R3 |
15,737.50 |
15,675.75 |
15,493.50 |
|
| R2 |
15,571.50 |
15,571.50 |
15,478.25 |
|
| R1 |
15,509.75 |
15,509.75 |
15,463.00 |
15,540.50 |
| PP |
15,405.50 |
15,405.50 |
15,405.50 |
15,421.00 |
| S1 |
15,343.75 |
15,343.75 |
15,432.50 |
15,374.50 |
| S2 |
15,239.50 |
15,239.50 |
15,417.25 |
|
| S3 |
15,073.50 |
15,177.75 |
15,402.00 |
|
| S4 |
14,907.50 |
15,011.75 |
15,356.50 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,394.75 |
16,204.75 |
15,551.00 |
|
| R3 |
16,075.00 |
15,885.00 |
15,463.25 |
|
| R2 |
15,755.25 |
15,755.25 |
15,433.75 |
|
| R1 |
15,565.25 |
15,565.25 |
15,404.50 |
15,500.50 |
| PP |
15,435.50 |
15,435.50 |
15,435.50 |
15,403.00 |
| S1 |
15,245.50 |
15,245.50 |
15,346.00 |
15,180.50 |
| S2 |
15,115.75 |
15,115.75 |
15,316.75 |
|
| S3 |
14,796.00 |
14,925.75 |
15,287.25 |
|
| S4 |
14,476.25 |
14,606.00 |
15,199.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,625.50 |
15,256.50 |
369.00 |
2.4% |
185.00 |
1.2% |
52% |
False |
False |
1,208 |
| 10 |
15,625.50 |
15,050.00 |
575.50 |
3.7% |
192.50 |
1.2% |
69% |
False |
False |
1,335 |
| 20 |
15,668.00 |
14,922.75 |
745.25 |
4.8% |
224.75 |
1.5% |
70% |
False |
False |
1,220 |
| 40 |
15,668.00 |
13,609.00 |
2,059.00 |
13.3% |
214.50 |
1.4% |
89% |
False |
False |
663 |
| 60 |
15,668.00 |
13,083.00 |
2,585.00 |
16.7% |
186.00 |
1.2% |
91% |
False |
False |
445 |
| 80 |
15,668.00 |
12,777.00 |
2,891.00 |
18.7% |
167.00 |
1.1% |
92% |
False |
False |
334 |
| 100 |
15,668.00 |
12,150.00 |
3,518.00 |
22.8% |
146.25 |
0.9% |
94% |
False |
False |
268 |
| 120 |
15,668.00 |
11,712.00 |
3,956.00 |
25.6% |
140.25 |
0.9% |
94% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,173.00 |
|
2.618 |
15,902.00 |
|
1.618 |
15,736.00 |
|
1.000 |
15,633.50 |
|
0.618 |
15,570.00 |
|
HIGH |
15,467.50 |
|
0.618 |
15,404.00 |
|
0.500 |
15,384.50 |
|
0.382 |
15,365.00 |
|
LOW |
15,301.50 |
|
0.618 |
15,199.00 |
|
1.000 |
15,135.50 |
|
1.618 |
15,033.00 |
|
2.618 |
14,867.00 |
|
4.250 |
14,596.00 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,426.75 |
15,433.50 |
| PP |
15,405.50 |
15,419.00 |
| S1 |
15,384.50 |
15,404.50 |
|