| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,447.00 |
15,641.25 |
194.25 |
1.3% |
15,513.50 |
| High |
15,701.25 |
15,934.50 |
233.25 |
1.5% |
15,625.50 |
| Low |
15,445.25 |
15,641.25 |
196.00 |
1.3% |
15,305.75 |
| Close |
15,634.50 |
15,906.50 |
272.00 |
1.7% |
15,375.25 |
| Range |
256.00 |
293.25 |
37.25 |
14.6% |
319.75 |
| ATR |
214.86 |
220.94 |
6.08 |
2.8% |
0.00 |
| Volume |
1,766 |
1,875 |
109 |
6.2% |
4,387 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,707.25 |
16,600.00 |
16,067.75 |
|
| R3 |
16,414.00 |
16,306.75 |
15,987.25 |
|
| R2 |
16,120.75 |
16,120.75 |
15,960.25 |
|
| R1 |
16,013.50 |
16,013.50 |
15,933.50 |
16,067.00 |
| PP |
15,827.50 |
15,827.50 |
15,827.50 |
15,854.25 |
| S1 |
15,720.25 |
15,720.25 |
15,879.50 |
15,774.00 |
| S2 |
15,534.25 |
15,534.25 |
15,852.75 |
|
| S3 |
15,241.00 |
15,427.00 |
15,825.75 |
|
| S4 |
14,947.75 |
15,133.75 |
15,745.25 |
|
|
| 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 |
15,934.50 |
15,256.50 |
678.00 |
4.3% |
209.50 |
1.3% |
96% |
True |
False |
1,474 |
| 10 |
15,934.50 |
15,222.25 |
712.25 |
4.5% |
199.75 |
1.3% |
96% |
True |
False |
1,501 |
| 20 |
15,934.50 |
15,041.50 |
893.00 |
5.6% |
230.00 |
1.4% |
97% |
True |
False |
1,364 |
| 40 |
15,934.50 |
13,730.50 |
2,204.00 |
13.9% |
221.75 |
1.4% |
99% |
True |
False |
753 |
| 60 |
15,934.50 |
13,083.00 |
2,851.50 |
17.9% |
191.75 |
1.2% |
99% |
True |
False |
506 |
| 80 |
15,934.50 |
12,885.00 |
3,049.50 |
19.2% |
170.00 |
1.1% |
99% |
True |
False |
380 |
| 100 |
15,934.50 |
12,150.00 |
3,784.50 |
23.8% |
151.75 |
1.0% |
99% |
True |
False |
304 |
| 120 |
15,934.50 |
12,061.75 |
3,872.75 |
24.3% |
144.75 |
0.9% |
99% |
True |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,180.75 |
|
2.618 |
16,702.25 |
|
1.618 |
16,409.00 |
|
1.000 |
16,227.75 |
|
0.618 |
16,115.75 |
|
HIGH |
15,934.50 |
|
0.618 |
15,822.50 |
|
0.500 |
15,788.00 |
|
0.382 |
15,753.25 |
|
LOW |
15,641.25 |
|
0.618 |
15,460.00 |
|
1.000 |
15,348.00 |
|
1.618 |
15,166.75 |
|
2.618 |
14,873.50 |
|
4.250 |
14,395.00 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,867.00 |
15,810.25 |
| PP |
15,827.50 |
15,714.25 |
| S1 |
15,788.00 |
15,618.00 |
|