| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,898.50 |
15,886.25 |
-12.25 |
-0.1% |
15,381.25 |
| High |
16,054.00 |
16,078.25 |
24.25 |
0.2% |
16,054.00 |
| Low |
15,865.25 |
15,862.00 |
-3.25 |
0.0% |
15,256.50 |
| Close |
15,891.25 |
16,037.75 |
146.50 |
0.9% |
15,891.25 |
| Range |
188.75 |
216.25 |
27.50 |
14.6% |
797.50 |
| ATR |
218.64 |
218.47 |
-0.17 |
-0.1% |
0.00 |
| Volume |
1,306 |
1,145 |
-161 |
-12.3% |
7,510 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,641.50 |
16,555.75 |
16,156.75 |
|
| R3 |
16,425.25 |
16,339.50 |
16,097.25 |
|
| R2 |
16,209.00 |
16,209.00 |
16,077.50 |
|
| R1 |
16,123.25 |
16,123.25 |
16,057.50 |
16,166.00 |
| PP |
15,992.75 |
15,992.75 |
15,992.75 |
16,014.00 |
| S1 |
15,907.00 |
15,907.00 |
16,018.00 |
15,950.00 |
| S2 |
15,776.50 |
15,776.50 |
15,998.00 |
|
| S3 |
15,560.25 |
15,690.75 |
15,978.25 |
|
| S4 |
15,344.00 |
15,474.50 |
15,918.75 |
|
|
| 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 |
16,078.25 |
15,301.50 |
776.75 |
4.8% |
224.00 |
1.4% |
95% |
True |
False |
1,439 |
| 10 |
16,078.25 |
15,256.50 |
821.75 |
5.1% |
196.00 |
1.2% |
95% |
True |
False |
1,304 |
| 20 |
16,078.25 |
15,041.50 |
1,036.75 |
6.5% |
218.25 |
1.4% |
96% |
True |
False |
1,413 |
| 40 |
16,078.25 |
13,888.50 |
2,189.75 |
13.7% |
225.00 |
1.4% |
98% |
True |
False |
814 |
| 60 |
16,078.25 |
13,083.00 |
2,995.25 |
18.7% |
194.75 |
1.2% |
99% |
True |
False |
547 |
| 80 |
16,078.25 |
12,885.00 |
3,193.25 |
19.9% |
169.50 |
1.1% |
99% |
True |
False |
410 |
| 100 |
16,078.25 |
12,150.00 |
3,928.25 |
24.5% |
153.50 |
1.0% |
99% |
True |
False |
329 |
| 120 |
16,078.25 |
12,061.75 |
4,016.50 |
25.0% |
148.25 |
0.9% |
99% |
True |
False |
274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,997.25 |
|
2.618 |
16,644.50 |
|
1.618 |
16,428.25 |
|
1.000 |
16,294.50 |
|
0.618 |
16,212.00 |
|
HIGH |
16,078.25 |
|
0.618 |
15,995.75 |
|
0.500 |
15,970.00 |
|
0.382 |
15,944.50 |
|
LOW |
15,862.00 |
|
0.618 |
15,728.25 |
|
1.000 |
15,645.75 |
|
1.618 |
15,512.00 |
|
2.618 |
15,295.75 |
|
4.250 |
14,943.00 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,015.25 |
15,978.50 |
| PP |
15,992.75 |
15,919.00 |
| S1 |
15,970.00 |
15,859.75 |
|