| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,786.50 |
15,762.25 |
-24.25 |
-0.2% |
15,886.25 |
| High |
15,913.50 |
15,813.25 |
-100.25 |
-0.6% |
16,264.25 |
| Low |
15,720.00 |
15,681.75 |
-38.25 |
-0.2% |
15,720.00 |
| Close |
15,734.75 |
15,758.00 |
23.25 |
0.1% |
15,734.75 |
| Range |
193.50 |
131.50 |
-62.00 |
-32.0% |
544.25 |
| ATR |
230.04 |
223.00 |
-7.04 |
-3.1% |
0.00 |
| Volume |
2,084 |
1,008 |
-1,076 |
-51.6% |
7,632 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,145.50 |
16,083.25 |
15,830.25 |
|
| R3 |
16,014.00 |
15,951.75 |
15,794.25 |
|
| R2 |
15,882.50 |
15,882.50 |
15,782.00 |
|
| R1 |
15,820.25 |
15,820.25 |
15,770.00 |
15,785.50 |
| PP |
15,751.00 |
15,751.00 |
15,751.00 |
15,733.75 |
| S1 |
15,688.75 |
15,688.75 |
15,746.00 |
15,654.00 |
| S2 |
15,619.50 |
15,619.50 |
15,734.00 |
|
| S3 |
15,488.00 |
15,557.25 |
15,721.75 |
|
| S4 |
15,356.50 |
15,425.75 |
15,685.75 |
|
|
| 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 |
15,681.75 |
582.50 |
3.7% |
230.50 |
1.5% |
13% |
False |
True |
1,499 |
| 10 |
16,264.25 |
15,301.50 |
962.75 |
6.1% |
227.25 |
1.4% |
47% |
False |
False |
1,469 |
| 20 |
16,264.25 |
15,041.50 |
1,222.75 |
7.8% |
216.25 |
1.4% |
59% |
False |
False |
1,418 |
| 40 |
16,264.25 |
14,144.00 |
2,120.25 |
13.5% |
229.25 |
1.5% |
76% |
False |
False |
988 |
| 60 |
16,264.25 |
13,303.00 |
2,961.25 |
18.8% |
203.00 |
1.3% |
83% |
False |
False |
671 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.2% |
178.50 |
1.1% |
84% |
False |
False |
504 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
165.00 |
1.0% |
88% |
False |
False |
403 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
154.75 |
1.0% |
88% |
False |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,372.00 |
|
2.618 |
16,157.50 |
|
1.618 |
16,026.00 |
|
1.000 |
15,944.75 |
|
0.618 |
15,894.50 |
|
HIGH |
15,813.25 |
|
0.618 |
15,763.00 |
|
0.500 |
15,747.50 |
|
0.382 |
15,732.00 |
|
LOW |
15,681.75 |
|
0.618 |
15,600.50 |
|
1.000 |
15,550.25 |
|
1.618 |
15,469.00 |
|
2.618 |
15,337.50 |
|
4.250 |
15,123.00 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,754.50 |
15,902.50 |
| PP |
15,751.00 |
15,854.25 |
| S1 |
15,747.50 |
15,806.25 |
|