| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,025.75 |
16,159.25 |
133.50 |
0.8% |
15,381.25 |
| High |
16,228.50 |
16,264.25 |
35.75 |
0.2% |
16,054.00 |
| Low |
15,932.25 |
16,111.50 |
179.25 |
1.1% |
15,256.50 |
| Close |
16,175.25 |
16,158.75 |
-16.50 |
-0.1% |
15,891.25 |
| Range |
296.25 |
152.75 |
-143.50 |
-48.4% |
797.50 |
| ATR |
224.03 |
218.94 |
-5.09 |
-2.3% |
0.00 |
| Volume |
1,577 |
1,265 |
-312 |
-19.8% |
7,510 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,636.50 |
16,550.25 |
16,242.75 |
|
| R3 |
16,483.75 |
16,397.50 |
16,200.75 |
|
| R2 |
16,331.00 |
16,331.00 |
16,186.75 |
|
| R1 |
16,244.75 |
16,244.75 |
16,172.75 |
16,211.50 |
| PP |
16,178.25 |
16,178.25 |
16,178.25 |
16,161.50 |
| S1 |
16,092.00 |
16,092.00 |
16,144.75 |
16,058.75 |
| S2 |
16,025.50 |
16,025.50 |
16,130.75 |
|
| S3 |
15,872.75 |
15,939.25 |
16,116.75 |
|
| S4 |
15,720.00 |
15,786.50 |
16,074.75 |
|
|
| 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 |
16,264.25 |
15,641.25 |
623.00 |
3.9% |
229.50 |
1.4% |
83% |
True |
False |
1,433 |
| 10 |
16,264.25 |
15,256.50 |
1,007.75 |
6.2% |
215.50 |
1.3% |
90% |
True |
False |
1,393 |
| 20 |
16,264.25 |
15,041.50 |
1,222.75 |
7.6% |
220.50 |
1.4% |
91% |
True |
False |
1,469 |
| 40 |
16,264.25 |
13,888.50 |
2,375.75 |
14.7% |
226.50 |
1.4% |
96% |
True |
False |
881 |
| 60 |
16,264.25 |
13,083.00 |
3,181.25 |
19.7% |
198.00 |
1.2% |
97% |
True |
False |
594 |
| 80 |
16,264.25 |
12,885.00 |
3,379.25 |
20.9% |
172.25 |
1.1% |
97% |
True |
False |
446 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
25.5% |
158.00 |
1.0% |
97% |
True |
False |
357 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
25.5% |
150.50 |
0.9% |
97% |
True |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,913.50 |
|
2.618 |
16,664.25 |
|
1.618 |
16,511.50 |
|
1.000 |
16,417.00 |
|
0.618 |
16,358.75 |
|
HIGH |
16,264.25 |
|
0.618 |
16,206.00 |
|
0.500 |
16,188.00 |
|
0.382 |
16,169.75 |
|
LOW |
16,111.50 |
|
0.618 |
16,017.00 |
|
1.000 |
15,958.75 |
|
1.618 |
15,864.25 |
|
2.618 |
15,711.50 |
|
4.250 |
15,462.25 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,188.00 |
16,127.00 |
| PP |
16,178.25 |
16,095.00 |
| S1 |
16,168.50 |
16,063.00 |
|