| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,762.25 |
15,764.50 |
2.25 |
0.0% |
15,886.25 |
| High |
15,813.25 |
15,932.50 |
119.25 |
0.8% |
16,264.25 |
| Low |
15,681.75 |
15,747.50 |
65.75 |
0.4% |
15,720.00 |
| Close |
15,758.00 |
15,871.75 |
113.75 |
0.7% |
15,734.75 |
| Range |
131.50 |
185.00 |
53.50 |
40.7% |
544.25 |
| ATR |
223.00 |
220.29 |
-2.71 |
-1.2% |
0.00 |
| Volume |
1,008 |
1,714 |
706 |
70.0% |
7,632 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,405.50 |
16,323.75 |
15,973.50 |
|
| R3 |
16,220.50 |
16,138.75 |
15,922.50 |
|
| R2 |
16,035.50 |
16,035.50 |
15,905.75 |
|
| R1 |
15,953.75 |
15,953.75 |
15,888.75 |
15,994.50 |
| PP |
15,850.50 |
15,850.50 |
15,850.50 |
15,871.00 |
| S1 |
15,768.75 |
15,768.75 |
15,854.75 |
15,809.50 |
| S2 |
15,665.50 |
15,665.50 |
15,837.75 |
|
| S3 |
15,480.50 |
15,583.75 |
15,821.00 |
|
| S4 |
15,295.50 |
15,398.75 |
15,770.00 |
|
|
| 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% |
208.25 |
1.3% |
33% |
False |
False |
1,526 |
| 10 |
16,264.25 |
15,445.25 |
819.00 |
5.2% |
229.25 |
1.4% |
52% |
False |
False |
1,530 |
| 20 |
16,264.25 |
15,050.00 |
1,214.25 |
7.7% |
210.75 |
1.3% |
68% |
False |
False |
1,432 |
| 40 |
16,264.25 |
14,275.50 |
1,988.75 |
12.5% |
228.75 |
1.4% |
80% |
False |
False |
1,030 |
| 60 |
16,264.25 |
13,303.00 |
2,961.25 |
18.7% |
201.75 |
1.3% |
87% |
False |
False |
700 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.0% |
179.00 |
1.1% |
88% |
False |
False |
525 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
25.9% |
165.00 |
1.0% |
90% |
False |
False |
421 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
25.9% |
153.50 |
1.0% |
90% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,718.75 |
|
2.618 |
16,416.75 |
|
1.618 |
16,231.75 |
|
1.000 |
16,117.50 |
|
0.618 |
16,046.75 |
|
HIGH |
15,932.50 |
|
0.618 |
15,861.75 |
|
0.500 |
15,840.00 |
|
0.382 |
15,818.25 |
|
LOW |
15,747.50 |
|
0.618 |
15,633.25 |
|
1.000 |
15,562.50 |
|
1.618 |
15,448.25 |
|
2.618 |
15,263.25 |
|
4.250 |
14,961.25 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,861.25 |
15,850.25 |
| PP |
15,850.50 |
15,828.75 |
| S1 |
15,840.00 |
15,807.00 |
|