| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,373.75 |
15,447.00 |
73.25 |
0.5% |
15,513.50 |
| High |
15,467.50 |
15,701.25 |
233.75 |
1.5% |
15,625.50 |
| Low |
15,301.50 |
15,445.25 |
143.75 |
0.9% |
15,305.75 |
| Close |
15,447.75 |
15,634.50 |
186.75 |
1.2% |
15,375.25 |
| Range |
166.00 |
256.00 |
90.00 |
54.2% |
319.75 |
| ATR |
211.70 |
214.86 |
3.16 |
1.5% |
0.00 |
| Volume |
1,105 |
1,766 |
661 |
59.8% |
4,387 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,361.75 |
16,254.00 |
15,775.25 |
|
| R3 |
16,105.75 |
15,998.00 |
15,705.00 |
|
| R2 |
15,849.75 |
15,849.75 |
15,681.50 |
|
| R1 |
15,742.00 |
15,742.00 |
15,658.00 |
15,796.00 |
| PP |
15,593.75 |
15,593.75 |
15,593.75 |
15,620.50 |
| S1 |
15,486.00 |
15,486.00 |
15,611.00 |
15,540.00 |
| S2 |
15,337.75 |
15,337.75 |
15,587.50 |
|
| S3 |
15,081.75 |
15,230.00 |
15,564.00 |
|
| S4 |
14,825.75 |
14,974.00 |
15,493.75 |
|
|
| 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 |
15,701.25 |
15,256.50 |
444.75 |
2.8% |
201.50 |
1.3% |
85% |
True |
False |
1,352 |
| 10 |
15,701.25 |
15,212.75 |
488.50 |
3.1% |
190.00 |
1.2% |
86% |
True |
False |
1,406 |
| 20 |
15,701.25 |
15,041.50 |
659.75 |
4.2% |
224.00 |
1.4% |
90% |
True |
False |
1,288 |
| 40 |
15,701.25 |
13,650.50 |
2,050.75 |
13.1% |
217.25 |
1.4% |
97% |
True |
False |
707 |
| 60 |
15,701.25 |
13,083.00 |
2,618.25 |
16.7% |
188.50 |
1.2% |
97% |
True |
False |
475 |
| 80 |
15,701.25 |
12,777.00 |
2,924.25 |
18.7% |
168.25 |
1.1% |
98% |
True |
False |
356 |
| 100 |
15,701.25 |
12,150.00 |
3,551.25 |
22.7% |
148.75 |
1.0% |
98% |
True |
False |
286 |
| 120 |
15,701.25 |
12,034.00 |
3,667.25 |
23.5% |
142.50 |
0.9% |
98% |
True |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,789.25 |
|
2.618 |
16,371.50 |
|
1.618 |
16,115.50 |
|
1.000 |
15,957.25 |
|
0.618 |
15,859.50 |
|
HIGH |
15,701.25 |
|
0.618 |
15,603.50 |
|
0.500 |
15,573.25 |
|
0.382 |
15,543.00 |
|
LOW |
15,445.25 |
|
0.618 |
15,287.00 |
|
1.000 |
15,189.25 |
|
1.618 |
15,031.00 |
|
2.618 |
14,775.00 |
|
4.250 |
14,357.25 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,614.00 |
15,582.50 |
| PP |
15,593.75 |
15,530.75 |
| S1 |
15,573.25 |
15,479.00 |
|