| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,119.75 |
15,786.50 |
-333.25 |
-2.1% |
15,886.25 |
| High |
16,123.25 |
15,913.50 |
-209.75 |
-1.3% |
16,264.25 |
| Low |
15,745.00 |
15,720.00 |
-25.00 |
-0.2% |
15,720.00 |
| Close |
15,788.00 |
15,734.75 |
-53.25 |
-0.3% |
15,734.75 |
| Range |
378.25 |
193.50 |
-184.75 |
-48.8% |
544.25 |
| ATR |
232.85 |
230.04 |
-2.81 |
-1.2% |
0.00 |
| Volume |
1,561 |
2,084 |
523 |
33.5% |
7,632 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,370.00 |
16,245.75 |
15,841.25 |
|
| R3 |
16,176.50 |
16,052.25 |
15,788.00 |
|
| R2 |
15,983.00 |
15,983.00 |
15,770.25 |
|
| R1 |
15,858.75 |
15,858.75 |
15,752.50 |
15,824.00 |
| PP |
15,789.50 |
15,789.50 |
15,789.50 |
15,772.00 |
| S1 |
15,665.25 |
15,665.25 |
15,717.00 |
15,630.50 |
| S2 |
15,596.00 |
15,596.00 |
15,699.25 |
|
| S3 |
15,402.50 |
15,471.75 |
15,681.50 |
|
| S4 |
15,209.00 |
15,278.25 |
15,628.25 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,539.00 |
17,181.25 |
16,034.00 |
|
| R3 |
16,994.75 |
16,637.00 |
15,884.50 |
|
| R2 |
16,450.50 |
16,450.50 |
15,834.50 |
|
| R1 |
16,092.75 |
16,092.75 |
15,784.75 |
15,999.50 |
| PP |
15,906.25 |
15,906.25 |
15,906.25 |
15,859.75 |
| S1 |
15,548.50 |
15,548.50 |
15,684.75 |
15,455.25 |
| S2 |
15,362.00 |
15,362.00 |
15,635.00 |
|
| S3 |
14,817.75 |
15,004.25 |
15,585.00 |
|
| S4 |
14,273.50 |
14,460.00 |
15,435.50 |
|
|
| 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 |
15,720.00 |
544.25 |
3.5% |
247.50 |
1.6% |
3% |
False |
True |
1,526 |
| 10 |
16,264.25 |
15,256.50 |
1,007.75 |
6.4% |
229.00 |
1.5% |
47% |
False |
False |
1,514 |
| 20 |
16,264.25 |
15,041.50 |
1,222.75 |
7.8% |
222.25 |
1.4% |
57% |
False |
False |
1,451 |
| 40 |
16,264.25 |
13,888.50 |
2,375.75 |
15.1% |
232.00 |
1.5% |
78% |
False |
False |
969 |
| 60 |
16,264.25 |
13,162.25 |
3,102.00 |
19.7% |
202.25 |
1.3% |
83% |
False |
False |
655 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.2% |
176.75 |
1.1% |
83% |
False |
False |
491 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
163.75 |
1.0% |
87% |
False |
False |
393 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
155.25 |
1.0% |
87% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,736.00 |
|
2.618 |
16,420.00 |
|
1.618 |
16,226.50 |
|
1.000 |
16,107.00 |
|
0.618 |
16,033.00 |
|
HIGH |
15,913.50 |
|
0.618 |
15,839.50 |
|
0.500 |
15,816.75 |
|
0.382 |
15,794.00 |
|
LOW |
15,720.00 |
|
0.618 |
15,600.50 |
|
1.000 |
15,526.50 |
|
1.618 |
15,407.00 |
|
2.618 |
15,213.50 |
|
4.250 |
14,897.50 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,816.75 |
15,992.00 |
| PP |
15,789.50 |
15,906.25 |
| S1 |
15,762.00 |
15,820.50 |
|