| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,454.0 |
16,372.0 |
-82.0 |
-0.5% |
16,327.0 |
| High |
16,454.0 |
16,426.0 |
-28.0 |
-0.2% |
16,454.0 |
| Low |
16,454.0 |
16,372.0 |
-82.0 |
-0.5% |
16,316.0 |
| Close |
16,454.0 |
16,426.0 |
-28.0 |
-0.2% |
16,426.0 |
| Range |
0.0 |
54.0 |
54.0 |
|
138.0 |
| ATR |
121.9 |
119.0 |
-2.8 |
-2.3% |
0.0 |
| Volume |
3 |
13 |
10 |
333.3% |
38 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,570.0 |
16,552.0 |
16,455.7 |
|
| R3 |
16,516.0 |
16,498.0 |
16,440.9 |
|
| R2 |
16,462.0 |
16,462.0 |
16,435.9 |
|
| R1 |
16,444.0 |
16,444.0 |
16,431.0 |
16,453.0 |
| PP |
16,408.0 |
16,408.0 |
16,408.0 |
16,412.5 |
| S1 |
16,390.0 |
16,390.0 |
16,421.1 |
16,399.0 |
| S2 |
16,354.0 |
16,354.0 |
16,416.1 |
|
| S3 |
16,300.0 |
16,336.0 |
16,411.2 |
|
| S4 |
16,246.0 |
16,282.0 |
16,396.3 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,812.7 |
16,757.3 |
16,501.9 |
|
| R3 |
16,674.7 |
16,619.3 |
16,464.0 |
|
| R2 |
16,536.7 |
16,536.7 |
16,451.3 |
|
| R1 |
16,481.3 |
16,481.3 |
16,438.7 |
16,509.0 |
| PP |
16,398.7 |
16,398.7 |
16,398.7 |
16,412.5 |
| S1 |
16,343.3 |
16,343.3 |
16,413.4 |
16,371.0 |
| S2 |
16,260.7 |
16,260.7 |
16,400.7 |
|
| S3 |
16,122.7 |
16,205.3 |
16,388.1 |
|
| S4 |
15,984.7 |
16,067.3 |
16,350.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,454.0 |
16,316.0 |
138.0 |
0.8% |
38.2 |
0.2% |
80% |
False |
False |
7 |
| 10 |
16,454.0 |
15,836.0 |
618.0 |
3.8% |
57.6 |
0.4% |
95% |
False |
False |
11 |
| 20 |
16,475.0 |
15,767.0 |
708.0 |
4.3% |
88.6 |
0.5% |
93% |
False |
False |
21 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
66.0 |
0.4% |
70% |
False |
False |
13 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
57.1 |
0.3% |
70% |
False |
False |
10 |
| 80 |
16,703.0 |
15,729.0 |
974.0 |
5.9% |
45.5 |
0.3% |
72% |
False |
False |
7 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
36.8 |
0.2% |
83% |
False |
False |
6 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
30.6 |
0.2% |
83% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,655.5 |
|
2.618 |
16,567.4 |
|
1.618 |
16,513.4 |
|
1.000 |
16,480.0 |
|
0.618 |
16,459.4 |
|
HIGH |
16,426.0 |
|
0.618 |
16,405.4 |
|
0.500 |
16,399.0 |
|
0.382 |
16,392.6 |
|
LOW |
16,372.0 |
|
0.618 |
16,338.6 |
|
1.000 |
16,318.0 |
|
1.618 |
16,284.6 |
|
2.618 |
16,230.6 |
|
4.250 |
16,142.5 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,417.0 |
16,419.8 |
| PP |
16,408.0 |
16,413.7 |
| S1 |
16,399.0 |
16,407.5 |
|