| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,641.25 |
15,898.50 |
257.25 |
1.6% |
15,381.25 |
| High |
15,934.50 |
16,054.00 |
119.50 |
0.7% |
16,054.00 |
| Low |
15,641.25 |
15,865.25 |
224.00 |
1.4% |
15,256.50 |
| Close |
15,906.50 |
15,891.25 |
-15.25 |
-0.1% |
15,891.25 |
| Range |
293.25 |
188.75 |
-104.50 |
-35.6% |
797.50 |
| ATR |
220.94 |
218.64 |
-2.30 |
-1.0% |
0.00 |
| Volume |
1,875 |
1,306 |
-569 |
-30.3% |
7,510 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,503.00 |
16,386.00 |
15,995.00 |
|
| R3 |
16,314.25 |
16,197.25 |
15,943.25 |
|
| R2 |
16,125.50 |
16,125.50 |
15,925.75 |
|
| R1 |
16,008.50 |
16,008.50 |
15,908.50 |
15,972.50 |
| PP |
15,936.75 |
15,936.75 |
15,936.75 |
15,919.00 |
| S1 |
15,819.75 |
15,819.75 |
15,874.00 |
15,784.00 |
| S2 |
15,748.00 |
15,748.00 |
15,856.75 |
|
| S3 |
15,559.25 |
15,631.00 |
15,839.25 |
|
| S4 |
15,370.50 |
15,442.25 |
15,787.50 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,126.50 |
17,806.25 |
16,330.00 |
|
| R3 |
17,329.00 |
17,008.75 |
16,110.50 |
|
| R2 |
16,531.50 |
16,531.50 |
16,037.50 |
|
| R1 |
16,211.25 |
16,211.25 |
15,964.25 |
16,371.50 |
| PP |
15,734.00 |
15,734.00 |
15,734.00 |
15,814.00 |
| S1 |
15,413.75 |
15,413.75 |
15,818.25 |
15,574.00 |
| S2 |
14,936.50 |
14,936.50 |
15,745.00 |
|
| S3 |
14,139.00 |
14,616.25 |
15,672.00 |
|
| S4 |
13,341.50 |
13,818.75 |
15,452.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,054.00 |
15,256.50 |
797.50 |
5.0% |
210.75 |
1.3% |
80% |
True |
False |
1,502 |
| 10 |
16,054.00 |
15,256.50 |
797.50 |
5.0% |
202.00 |
1.3% |
80% |
True |
False |
1,551 |
| 20 |
16,054.00 |
15,041.50 |
1,012.50 |
6.4% |
226.00 |
1.4% |
84% |
True |
False |
1,413 |
| 40 |
16,054.00 |
13,779.00 |
2,275.00 |
14.3% |
224.00 |
1.4% |
93% |
True |
False |
786 |
| 60 |
16,054.00 |
13,083.00 |
2,971.00 |
18.7% |
192.75 |
1.2% |
95% |
True |
False |
528 |
| 80 |
16,054.00 |
12,885.00 |
3,169.00 |
19.9% |
171.00 |
1.1% |
95% |
True |
False |
396 |
| 100 |
16,054.00 |
12,150.00 |
3,904.00 |
24.6% |
151.25 |
1.0% |
96% |
True |
False |
317 |
| 120 |
16,054.00 |
12,061.75 |
3,992.25 |
25.1% |
146.50 |
0.9% |
96% |
True |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,856.25 |
|
2.618 |
16,548.25 |
|
1.618 |
16,359.50 |
|
1.000 |
16,242.75 |
|
0.618 |
16,170.75 |
|
HIGH |
16,054.00 |
|
0.618 |
15,982.00 |
|
0.500 |
15,959.50 |
|
0.382 |
15,937.25 |
|
LOW |
15,865.25 |
|
0.618 |
15,748.50 |
|
1.000 |
15,676.50 |
|
1.618 |
15,559.75 |
|
2.618 |
15,371.00 |
|
4.250 |
15,063.00 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,959.50 |
15,844.00 |
| PP |
15,936.75 |
15,796.75 |
| S1 |
15,914.00 |
15,749.50 |
|