| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,764.50 |
15,900.00 |
135.50 |
0.9% |
15,886.25 |
| High |
15,932.50 |
15,937.25 |
4.75 |
0.0% |
16,264.25 |
| Low |
15,747.50 |
15,713.75 |
-33.75 |
-0.2% |
15,720.00 |
| Close |
15,871.75 |
15,808.50 |
-63.25 |
-0.4% |
15,734.75 |
| Range |
185.00 |
223.50 |
38.50 |
20.8% |
544.25 |
| ATR |
220.29 |
220.52 |
0.23 |
0.1% |
0.00 |
| Volume |
1,714 |
1,077 |
-637 |
-37.2% |
7,632 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,490.25 |
16,373.00 |
15,931.50 |
|
| R3 |
16,266.75 |
16,149.50 |
15,870.00 |
|
| R2 |
16,043.25 |
16,043.25 |
15,849.50 |
|
| R1 |
15,926.00 |
15,926.00 |
15,829.00 |
15,873.00 |
| PP |
15,819.75 |
15,819.75 |
15,819.75 |
15,793.25 |
| S1 |
15,702.50 |
15,702.50 |
15,788.00 |
15,649.50 |
| S2 |
15,596.25 |
15,596.25 |
15,767.50 |
|
| S3 |
15,372.75 |
15,479.00 |
15,747.00 |
|
| S4 |
15,149.25 |
15,255.50 |
15,685.50 |
|
|
| 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 |
16,123.25 |
15,681.75 |
441.50 |
2.8% |
222.25 |
1.4% |
29% |
False |
False |
1,488 |
| 10 |
16,264.25 |
15,641.25 |
623.00 |
3.9% |
226.00 |
1.4% |
27% |
False |
False |
1,461 |
| 20 |
16,264.25 |
15,212.75 |
1,051.50 |
6.7% |
208.00 |
1.3% |
57% |
False |
False |
1,433 |
| 40 |
16,264.25 |
14,596.75 |
1,667.50 |
10.5% |
223.50 |
1.4% |
73% |
False |
False |
1,055 |
| 60 |
16,264.25 |
13,303.00 |
2,961.25 |
18.7% |
203.25 |
1.3% |
85% |
False |
False |
718 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.1% |
181.75 |
1.1% |
86% |
False |
False |
539 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
26.0% |
167.25 |
1.1% |
89% |
False |
False |
431 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.0% |
152.25 |
1.0% |
89% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,887.00 |
|
2.618 |
16,522.25 |
|
1.618 |
16,298.75 |
|
1.000 |
16,160.75 |
|
0.618 |
16,075.25 |
|
HIGH |
15,937.25 |
|
0.618 |
15,851.75 |
|
0.500 |
15,825.50 |
|
0.382 |
15,799.25 |
|
LOW |
15,713.75 |
|
0.618 |
15,575.75 |
|
1.000 |
15,490.25 |
|
1.618 |
15,352.25 |
|
2.618 |
15,128.75 |
|
4.250 |
14,764.00 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,825.50 |
15,809.50 |
| PP |
15,819.75 |
15,809.25 |
| S1 |
15,814.25 |
15,808.75 |
|