| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,900.00 |
15,843.00 |
-57.00 |
-0.4% |
15,886.25 |
| High |
15,937.25 |
16,103.00 |
165.75 |
1.0% |
16,264.25 |
| Low |
15,713.75 |
15,711.75 |
-2.00 |
0.0% |
15,720.00 |
| Close |
15,808.50 |
15,769.25 |
-39.25 |
-0.2% |
15,734.75 |
| Range |
223.50 |
391.25 |
167.75 |
75.1% |
544.25 |
| ATR |
220.52 |
232.71 |
12.20 |
5.5% |
0.00 |
| Volume |
1,077 |
4,072 |
2,995 |
278.1% |
7,632 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,035.00 |
16,793.50 |
15,984.50 |
|
| R3 |
16,643.75 |
16,402.25 |
15,876.75 |
|
| R2 |
16,252.50 |
16,252.50 |
15,841.00 |
|
| R1 |
16,011.00 |
16,011.00 |
15,805.00 |
15,936.00 |
| PP |
15,861.25 |
15,861.25 |
15,861.25 |
15,824.00 |
| S1 |
15,619.75 |
15,619.75 |
15,733.50 |
15,545.00 |
| S2 |
15,470.00 |
15,470.00 |
15,697.50 |
|
| S3 |
15,078.75 |
15,228.50 |
15,661.75 |
|
| S4 |
14,687.50 |
14,837.25 |
15,554.00 |
|
|
| 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 |
16,103.00 |
15,681.75 |
421.25 |
2.7% |
225.00 |
1.4% |
21% |
True |
False |
1,991 |
| 10 |
16,264.25 |
15,681.75 |
582.50 |
3.7% |
235.75 |
1.5% |
15% |
False |
False |
1,680 |
| 20 |
16,264.25 |
15,222.25 |
1,042.00 |
6.6% |
217.75 |
1.4% |
52% |
False |
False |
1,591 |
| 40 |
16,264.25 |
14,596.75 |
1,667.50 |
10.6% |
227.75 |
1.4% |
70% |
False |
False |
1,153 |
| 60 |
16,264.25 |
13,303.00 |
2,961.25 |
18.8% |
208.75 |
1.3% |
83% |
False |
False |
785 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.2% |
185.25 |
1.2% |
84% |
False |
False |
590 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
170.50 |
1.1% |
88% |
False |
False |
472 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.1% |
155.50 |
1.0% |
88% |
False |
False |
394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,765.75 |
|
2.618 |
17,127.25 |
|
1.618 |
16,736.00 |
|
1.000 |
16,494.25 |
|
0.618 |
16,344.75 |
|
HIGH |
16,103.00 |
|
0.618 |
15,953.50 |
|
0.500 |
15,907.50 |
|
0.382 |
15,861.25 |
|
LOW |
15,711.75 |
|
0.618 |
15,470.00 |
|
1.000 |
15,320.50 |
|
1.618 |
15,078.75 |
|
2.618 |
14,687.50 |
|
4.250 |
14,049.00 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,907.50 |
15,907.50 |
| PP |
15,861.25 |
15,861.25 |
| S1 |
15,815.25 |
15,815.25 |
|