| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,836.0 |
16,000.0 |
164.0 |
1.0% |
16,459.0 |
| High |
15,940.0 |
16,051.0 |
111.0 |
0.7% |
16,475.0 |
| Low |
15,836.0 |
15,915.0 |
79.0 |
0.5% |
15,767.0 |
| Close |
15,912.0 |
16,044.0 |
132.0 |
0.8% |
15,855.0 |
| Range |
104.0 |
136.0 |
32.0 |
30.8% |
708.0 |
| ATR |
145.2 |
144.8 |
-0.4 |
-0.3% |
0.0 |
| Volume |
15 |
31 |
16 |
106.7% |
143 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,411.3 |
16,363.7 |
16,118.8 |
|
| R3 |
16,275.3 |
16,227.7 |
16,081.4 |
|
| R2 |
16,139.3 |
16,139.3 |
16,068.9 |
|
| R1 |
16,091.7 |
16,091.7 |
16,056.5 |
16,115.5 |
| PP |
16,003.3 |
16,003.3 |
16,003.3 |
16,015.3 |
| S1 |
15,955.7 |
15,955.7 |
16,031.5 |
15,979.5 |
| S2 |
15,867.3 |
15,867.3 |
16,019.1 |
|
| S3 |
15,731.3 |
15,819.7 |
16,006.6 |
|
| S4 |
15,595.3 |
15,683.7 |
15,969.2 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,156.3 |
17,713.7 |
16,244.4 |
|
| R3 |
17,448.3 |
17,005.7 |
16,049.7 |
|
| R2 |
16,740.3 |
16,740.3 |
15,984.8 |
|
| R1 |
16,297.7 |
16,297.7 |
15,919.9 |
16,165.0 |
| PP |
16,032.3 |
16,032.3 |
16,032.3 |
15,966.0 |
| S1 |
15,589.7 |
15,589.7 |
15,790.1 |
15,457.0 |
| S2 |
15,324.3 |
15,324.3 |
15,725.2 |
|
| S3 |
14,616.3 |
14,881.7 |
15,660.3 |
|
| S4 |
13,908.3 |
14,173.7 |
15,465.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,221.0 |
15,767.0 |
454.0 |
2.8% |
146.2 |
0.9% |
61% |
False |
False |
30 |
| 10 |
16,475.0 |
15,767.0 |
708.0 |
4.4% |
119.7 |
0.7% |
39% |
False |
False |
31 |
| 20 |
16,703.0 |
15,767.0 |
936.0 |
5.8% |
96.0 |
0.6% |
30% |
False |
False |
22 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.8% |
64.1 |
0.4% |
30% |
False |
False |
12 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.8% |
51.5 |
0.3% |
30% |
False |
False |
8 |
| 80 |
16,703.0 |
15,130.0 |
1,573.0 |
9.8% |
41.8 |
0.3% |
58% |
False |
False |
6 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
10.1% |
33.4 |
0.2% |
59% |
False |
False |
5 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
10.1% |
27.8 |
0.2% |
59% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,629.0 |
|
2.618 |
16,407.0 |
|
1.618 |
16,271.0 |
|
1.000 |
16,187.0 |
|
0.618 |
16,135.0 |
|
HIGH |
16,051.0 |
|
0.618 |
15,999.0 |
|
0.500 |
15,983.0 |
|
0.382 |
15,967.0 |
|
LOW |
15,915.0 |
|
0.618 |
15,831.0 |
|
1.000 |
15,779.0 |
|
1.618 |
15,695.0 |
|
2.618 |
15,559.0 |
|
4.250 |
15,337.0 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,023.7 |
15,999.7 |
| PP |
16,003.3 |
15,955.3 |
| S1 |
15,983.0 |
15,911.0 |
|