| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,159.25 |
16,119.75 |
-39.50 |
-0.2% |
15,381.25 |
| High |
16,264.25 |
16,123.25 |
-141.00 |
-0.9% |
16,054.00 |
| Low |
16,111.50 |
15,745.00 |
-366.50 |
-2.3% |
15,256.50 |
| Close |
16,158.75 |
15,788.00 |
-370.75 |
-2.3% |
15,891.25 |
| Range |
152.75 |
378.25 |
225.50 |
147.6% |
797.50 |
| ATR |
218.94 |
232.85 |
13.92 |
6.4% |
0.00 |
| Volume |
1,265 |
1,561 |
296 |
23.4% |
7,510 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,020.25 |
16,782.25 |
15,996.00 |
|
| R3 |
16,642.00 |
16,404.00 |
15,892.00 |
|
| R2 |
16,263.75 |
16,263.75 |
15,857.25 |
|
| R1 |
16,025.75 |
16,025.75 |
15,822.75 |
15,955.50 |
| PP |
15,885.50 |
15,885.50 |
15,885.50 |
15,850.25 |
| S1 |
15,647.50 |
15,647.50 |
15,753.25 |
15,577.50 |
| S2 |
15,507.25 |
15,507.25 |
15,718.75 |
|
| S3 |
15,129.00 |
15,269.25 |
15,684.00 |
|
| S4 |
14,750.75 |
14,891.00 |
15,580.00 |
|
|
| 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 |
15,745.00 |
519.25 |
3.3% |
246.50 |
1.6% |
8% |
False |
True |
1,370 |
| 10 |
16,264.25 |
15,256.50 |
1,007.75 |
6.4% |
228.00 |
1.4% |
53% |
False |
False |
1,422 |
| 20 |
16,264.25 |
15,041.50 |
1,222.75 |
7.7% |
226.00 |
1.4% |
61% |
False |
False |
1,450 |
| 40 |
16,264.25 |
13,888.50 |
2,375.75 |
15.0% |
233.25 |
1.5% |
80% |
False |
False |
918 |
| 60 |
16,264.25 |
13,083.00 |
3,181.25 |
20.1% |
202.25 |
1.3% |
85% |
False |
False |
620 |
| 80 |
16,264.25 |
12,885.00 |
3,379.25 |
21.4% |
175.75 |
1.1% |
86% |
False |
False |
465 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
161.75 |
1.0% |
88% |
False |
False |
373 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
153.75 |
1.0% |
88% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,730.75 |
|
2.618 |
17,113.50 |
|
1.618 |
16,735.25 |
|
1.000 |
16,501.50 |
|
0.618 |
16,357.00 |
|
HIGH |
16,123.25 |
|
0.618 |
15,978.75 |
|
0.500 |
15,934.00 |
|
0.382 |
15,889.50 |
|
LOW |
15,745.00 |
|
0.618 |
15,511.25 |
|
1.000 |
15,366.75 |
|
1.618 |
15,133.00 |
|
2.618 |
14,754.75 |
|
4.250 |
14,137.50 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,934.00 |
16,004.50 |
| PP |
15,885.50 |
15,932.50 |
| S1 |
15,836.75 |
15,860.25 |
|