| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,886.25 |
16,025.75 |
139.50 |
0.9% |
15,381.25 |
| High |
16,078.25 |
16,228.50 |
150.25 |
0.9% |
16,054.00 |
| Low |
15,862.00 |
15,932.25 |
70.25 |
0.4% |
15,256.50 |
| Close |
16,037.75 |
16,175.25 |
137.50 |
0.9% |
15,891.25 |
| Range |
216.25 |
296.25 |
80.00 |
37.0% |
797.50 |
| ATR |
218.47 |
224.03 |
5.56 |
2.5% |
0.00 |
| Volume |
1,145 |
1,577 |
432 |
37.7% |
7,510 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,000.75 |
16,884.25 |
16,338.25 |
|
| R3 |
16,704.50 |
16,588.00 |
16,256.75 |
|
| R2 |
16,408.25 |
16,408.25 |
16,229.50 |
|
| R1 |
16,291.75 |
16,291.75 |
16,202.50 |
16,350.00 |
| PP |
16,112.00 |
16,112.00 |
16,112.00 |
16,141.00 |
| S1 |
15,995.50 |
15,995.50 |
16,148.00 |
16,053.75 |
| S2 |
15,815.75 |
15,815.75 |
16,121.00 |
|
| S3 |
15,519.50 |
15,699.25 |
16,093.75 |
|
| S4 |
15,223.25 |
15,403.00 |
16,012.25 |
|
|
| 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 |
16,228.50 |
15,445.25 |
783.25 |
4.8% |
250.00 |
1.5% |
93% |
True |
False |
1,533 |
| 10 |
16,228.50 |
15,256.50 |
972.00 |
6.0% |
217.50 |
1.3% |
95% |
True |
False |
1,370 |
| 20 |
16,228.50 |
15,041.50 |
1,187.00 |
7.3% |
222.75 |
1.4% |
96% |
True |
False |
1,456 |
| 40 |
16,228.50 |
13,888.50 |
2,340.00 |
14.5% |
225.50 |
1.4% |
98% |
True |
False |
852 |
| 60 |
16,228.50 |
13,083.00 |
3,145.50 |
19.4% |
197.25 |
1.2% |
98% |
True |
False |
573 |
| 80 |
16,228.50 |
12,885.00 |
3,343.50 |
20.7% |
171.50 |
1.1% |
98% |
True |
False |
430 |
| 100 |
16,228.50 |
12,150.00 |
4,078.50 |
25.2% |
156.50 |
1.0% |
99% |
True |
False |
345 |
| 120 |
16,228.50 |
12,150.00 |
4,078.50 |
25.2% |
149.25 |
0.9% |
99% |
True |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,487.50 |
|
2.618 |
17,004.00 |
|
1.618 |
16,707.75 |
|
1.000 |
16,524.75 |
|
0.618 |
16,411.50 |
|
HIGH |
16,228.50 |
|
0.618 |
16,115.25 |
|
0.500 |
16,080.50 |
|
0.382 |
16,045.50 |
|
LOW |
15,932.25 |
|
0.618 |
15,749.25 |
|
1.000 |
15,636.00 |
|
1.618 |
15,453.00 |
|
2.618 |
15,156.75 |
|
4.250 |
14,673.25 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,143.50 |
16,132.00 |
| PP |
16,112.00 |
16,088.50 |
| S1 |
16,080.50 |
16,045.25 |
|