| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,000.0 |
16,186.0 |
186.0 |
1.2% |
16,459.0 |
| High |
16,051.0 |
16,284.0 |
233.0 |
1.5% |
16,475.0 |
| Low |
15,915.0 |
16,179.0 |
264.0 |
1.7% |
15,767.0 |
| Close |
16,044.0 |
16,284.0 |
240.0 |
1.5% |
15,855.0 |
| Range |
136.0 |
105.0 |
-31.0 |
-22.8% |
708.0 |
| ATR |
144.8 |
151.6 |
6.8 |
4.7% |
0.0 |
| Volume |
31 |
18 |
-13 |
-41.9% |
143 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,564.0 |
16,529.0 |
16,341.8 |
|
| R3 |
16,459.0 |
16,424.0 |
16,312.9 |
|
| R2 |
16,354.0 |
16,354.0 |
16,303.3 |
|
| R1 |
16,319.0 |
16,319.0 |
16,293.6 |
16,336.5 |
| PP |
16,249.0 |
16,249.0 |
16,249.0 |
16,257.8 |
| S1 |
16,214.0 |
16,214.0 |
16,274.4 |
16,231.5 |
| S2 |
16,144.0 |
16,144.0 |
16,264.8 |
|
| S3 |
16,039.0 |
16,109.0 |
16,255.1 |
|
| S4 |
15,934.0 |
16,004.0 |
16,226.3 |
|
|
| 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 |
16,284.0 |
15,767.0 |
517.0 |
3.2% |
160.0 |
1.0% |
100% |
True |
False |
29 |
| 10 |
16,475.0 |
15,767.0 |
708.0 |
4.3% |
123.2 |
0.8% |
73% |
False |
False |
29 |
| 20 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
97.7 |
0.6% |
55% |
False |
False |
23 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
65.6 |
0.4% |
55% |
False |
False |
12 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
53.3 |
0.3% |
55% |
False |
False |
9 |
| 80 |
16,703.0 |
15,298.0 |
1,405.0 |
8.6% |
43.1 |
0.3% |
70% |
False |
False |
7 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
10.0% |
34.5 |
0.2% |
74% |
False |
False |
5 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
10.0% |
28.7 |
0.2% |
74% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,730.3 |
|
2.618 |
16,558.9 |
|
1.618 |
16,453.9 |
|
1.000 |
16,389.0 |
|
0.618 |
16,348.9 |
|
HIGH |
16,284.0 |
|
0.618 |
16,243.9 |
|
0.500 |
16,231.5 |
|
0.382 |
16,219.1 |
|
LOW |
16,179.0 |
|
0.618 |
16,114.1 |
|
1.000 |
16,074.0 |
|
1.618 |
16,009.1 |
|
2.618 |
15,904.1 |
|
4.250 |
15,732.8 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,266.5 |
16,209.3 |
| PP |
16,249.0 |
16,134.7 |
| S1 |
16,231.5 |
16,060.0 |
|