| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,372.0 |
16,420.0 |
48.0 |
0.3% |
16,327.0 |
| High |
16,426.0 |
16,453.0 |
27.0 |
0.2% |
16,454.0 |
| Low |
16,372.0 |
16,420.0 |
48.0 |
0.3% |
16,316.0 |
| Close |
16,426.0 |
16,435.0 |
9.0 |
0.1% |
16,426.0 |
| Range |
54.0 |
33.0 |
-21.0 |
-38.9% |
138.0 |
| ATR |
119.0 |
112.9 |
-6.1 |
-5.2% |
0.0 |
| Volume |
13 |
1 |
-12 |
-92.3% |
38 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,535.0 |
16,518.0 |
16,453.2 |
|
| R3 |
16,502.0 |
16,485.0 |
16,444.1 |
|
| R2 |
16,469.0 |
16,469.0 |
16,441.1 |
|
| R1 |
16,452.0 |
16,452.0 |
16,438.0 |
16,460.5 |
| PP |
16,436.0 |
16,436.0 |
16,436.0 |
16,440.3 |
| S1 |
16,419.0 |
16,419.0 |
16,432.0 |
16,427.5 |
| S2 |
16,403.0 |
16,403.0 |
16,429.0 |
|
| S3 |
16,370.0 |
16,386.0 |
16,425.9 |
|
| S4 |
16,337.0 |
16,353.0 |
16,416.9 |
|
|
| 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% |
44.8 |
0.3% |
86% |
False |
False |
7 |
| 10 |
16,454.0 |
15,915.0 |
539.0 |
3.3% |
50.5 |
0.3% |
96% |
False |
False |
10 |
| 20 |
16,475.0 |
15,767.0 |
708.0 |
4.3% |
83.7 |
0.5% |
94% |
False |
False |
20 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
64.3 |
0.4% |
71% |
False |
False |
13 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
57.7 |
0.4% |
71% |
False |
False |
10 |
| 80 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
45.9 |
0.3% |
71% |
False |
False |
7 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
37.1 |
0.2% |
84% |
False |
False |
6 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
30.9 |
0.2% |
84% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,593.3 |
|
2.618 |
16,539.4 |
|
1.618 |
16,506.4 |
|
1.000 |
16,486.0 |
|
0.618 |
16,473.4 |
|
HIGH |
16,453.0 |
|
0.618 |
16,440.4 |
|
0.500 |
16,436.5 |
|
0.382 |
16,432.6 |
|
LOW |
16,420.0 |
|
0.618 |
16,399.6 |
|
1.000 |
16,387.0 |
|
1.618 |
16,366.6 |
|
2.618 |
16,333.6 |
|
4.250 |
16,279.8 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,436.5 |
16,427.7 |
| PP |
16,436.0 |
16,420.3 |
| S1 |
16,435.5 |
16,413.0 |
|