| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,332.0 |
16,400.0 |
68.0 |
0.4% |
15,836.0 |
| High |
16,390.0 |
16,424.0 |
34.0 |
0.2% |
16,408.0 |
| Low |
16,316.0 |
16,361.0 |
45.0 |
0.3% |
15,836.0 |
| Close |
16,390.0 |
16,378.0 |
-12.0 |
-0.1% |
16,364.0 |
| Range |
74.0 |
63.0 |
-11.0 |
-14.9% |
572.0 |
| ATR |
130.2 |
125.4 |
-4.8 |
-3.7% |
0.0 |
| Volume |
13 |
9 |
-4 |
-30.8% |
80 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,576.7 |
16,540.3 |
16,412.7 |
|
| R3 |
16,513.7 |
16,477.3 |
16,395.3 |
|
| R2 |
16,450.7 |
16,450.7 |
16,389.6 |
|
| R1 |
16,414.3 |
16,414.3 |
16,383.8 |
16,401.0 |
| PP |
16,387.7 |
16,387.7 |
16,387.7 |
16,381.0 |
| S1 |
16,351.3 |
16,351.3 |
16,372.2 |
16,338.0 |
| S2 |
16,324.7 |
16,324.7 |
16,366.5 |
|
| S3 |
16,261.7 |
16,288.3 |
16,360.7 |
|
| S4 |
16,198.7 |
16,225.3 |
16,343.4 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,918.7 |
17,713.3 |
16,678.6 |
|
| R3 |
17,346.7 |
17,141.3 |
16,521.3 |
|
| R2 |
16,774.7 |
16,774.7 |
16,468.9 |
|
| R1 |
16,569.3 |
16,569.3 |
16,416.4 |
16,672.0 |
| PP |
16,202.7 |
16,202.7 |
16,202.7 |
16,254.0 |
| S1 |
15,997.3 |
15,997.3 |
16,311.6 |
16,100.0 |
| S2 |
15,630.7 |
15,630.7 |
16,259.1 |
|
| S3 |
15,058.7 |
15,425.3 |
16,206.7 |
|
| S4 |
14,486.7 |
14,853.3 |
16,049.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,424.0 |
16,316.0 |
108.0 |
0.7% |
35.4 |
0.2% |
57% |
True |
False |
7 |
| 10 |
16,424.0 |
15,767.0 |
657.0 |
4.0% |
97.7 |
0.6% |
93% |
True |
False |
18 |
| 20 |
16,475.0 |
15,767.0 |
708.0 |
4.3% |
98.7 |
0.6% |
86% |
False |
False |
22 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
64.6 |
0.4% |
65% |
False |
False |
13 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
56.2 |
0.3% |
65% |
False |
False |
9 |
| 80 |
16,703.0 |
15,549.0 |
1,154.0 |
7.0% |
44.8 |
0.3% |
72% |
False |
False |
7 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
36.2 |
0.2% |
80% |
False |
False |
5 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
30.2 |
0.2% |
80% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,691.8 |
|
2.618 |
16,588.9 |
|
1.618 |
16,525.9 |
|
1.000 |
16,487.0 |
|
0.618 |
16,462.9 |
|
HIGH |
16,424.0 |
|
0.618 |
16,399.9 |
|
0.500 |
16,392.5 |
|
0.382 |
16,385.1 |
|
LOW |
16,361.0 |
|
0.618 |
16,322.1 |
|
1.000 |
16,298.0 |
|
1.618 |
16,259.1 |
|
2.618 |
16,196.1 |
|
4.250 |
16,093.3 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,392.5 |
16,375.3 |
| PP |
16,387.7 |
16,372.7 |
| S1 |
16,382.8 |
16,370.0 |
|