| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,843.00 |
15,767.50 |
-75.50 |
-0.5% |
15,762.25 |
| High |
16,103.00 |
16,095.00 |
-8.00 |
0.0% |
16,103.00 |
| Low |
15,711.75 |
15,746.25 |
34.50 |
0.2% |
15,681.75 |
| Close |
15,769.25 |
16,048.25 |
279.00 |
1.8% |
16,048.25 |
| Range |
391.25 |
348.75 |
-42.50 |
-10.9% |
421.25 |
| ATR |
232.71 |
241.00 |
8.29 |
3.6% |
0.00 |
| Volume |
4,072 |
2,755 |
-1,317 |
-32.3% |
10,626 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,009.50 |
16,877.50 |
16,240.00 |
|
| R3 |
16,660.75 |
16,528.75 |
16,144.25 |
|
| R2 |
16,312.00 |
16,312.00 |
16,112.25 |
|
| R1 |
16,180.00 |
16,180.00 |
16,080.25 |
16,246.00 |
| PP |
15,963.25 |
15,963.25 |
15,963.25 |
15,996.00 |
| S1 |
15,831.25 |
15,831.25 |
16,016.25 |
15,897.25 |
| S2 |
15,614.50 |
15,614.50 |
15,984.25 |
|
| S3 |
15,265.75 |
15,482.50 |
15,952.25 |
|
| S4 |
14,917.00 |
15,133.75 |
15,856.50 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,208.00 |
17,049.50 |
16,280.00 |
|
| R3 |
16,786.75 |
16,628.25 |
16,164.00 |
|
| R2 |
16,365.50 |
16,365.50 |
16,125.50 |
|
| R1 |
16,207.00 |
16,207.00 |
16,086.75 |
16,286.25 |
| PP |
15,944.25 |
15,944.25 |
15,944.25 |
15,984.00 |
| S1 |
15,785.75 |
15,785.75 |
16,009.75 |
15,865.00 |
| S2 |
15,523.00 |
15,523.00 |
15,971.00 |
|
| S3 |
15,101.75 |
15,364.50 |
15,932.50 |
|
| S4 |
14,680.50 |
14,943.25 |
15,816.50 |
|
|
| 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 |
2.6% |
256.00 |
1.6% |
87% |
False |
False |
2,125 |
| 10 |
16,264.25 |
15,681.75 |
582.50 |
3.6% |
251.75 |
1.6% |
63% |
False |
False |
1,825 |
| 20 |
16,264.25 |
15,256.50 |
1,007.75 |
6.3% |
227.00 |
1.4% |
79% |
False |
False |
1,688 |
| 40 |
16,264.25 |
14,596.75 |
1,667.50 |
10.4% |
232.00 |
1.4% |
87% |
False |
False |
1,217 |
| 60 |
16,264.25 |
13,303.00 |
2,961.25 |
18.5% |
213.25 |
1.3% |
93% |
False |
False |
831 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
19.8% |
188.00 |
1.2% |
93% |
False |
False |
624 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
25.6% |
174.00 |
1.1% |
95% |
False |
False |
500 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
25.6% |
158.50 |
1.0% |
95% |
False |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,577.25 |
|
2.618 |
17,008.00 |
|
1.618 |
16,659.25 |
|
1.000 |
16,443.75 |
|
0.618 |
16,310.50 |
|
HIGH |
16,095.00 |
|
0.618 |
15,961.75 |
|
0.500 |
15,920.50 |
|
0.382 |
15,879.50 |
|
LOW |
15,746.25 |
|
0.618 |
15,530.75 |
|
1.000 |
15,397.50 |
|
1.618 |
15,182.00 |
|
2.618 |
14,833.25 |
|
4.250 |
14,264.00 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,005.75 |
16,001.25 |
| PP |
15,963.25 |
15,954.25 |
| S1 |
15,920.50 |
15,907.50 |
|