| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,470.0 |
16,470.0 |
0.0 |
0.0% |
16,327.0 |
| High |
16,470.0 |
16,470.0 |
0.0 |
0.0% |
16,454.0 |
| Low |
16,451.0 |
16,367.0 |
-84.0 |
-0.5% |
16,316.0 |
| Close |
16,451.0 |
16,367.0 |
-84.0 |
-0.5% |
16,426.0 |
| Range |
19.0 |
103.0 |
84.0 |
442.1% |
138.0 |
| ATR |
107.3 |
107.0 |
-0.3 |
-0.3% |
0.0 |
| Volume |
14 |
19 |
5 |
35.7% |
38 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,710.3 |
16,641.7 |
16,423.7 |
|
| R3 |
16,607.3 |
16,538.7 |
16,395.3 |
|
| R2 |
16,504.3 |
16,504.3 |
16,385.9 |
|
| R1 |
16,435.7 |
16,435.7 |
16,376.4 |
16,418.5 |
| PP |
16,401.3 |
16,401.3 |
16,401.3 |
16,392.8 |
| S1 |
16,332.7 |
16,332.7 |
16,357.6 |
16,315.5 |
| S2 |
16,298.3 |
16,298.3 |
16,348.1 |
|
| S3 |
16,195.3 |
16,229.7 |
16,338.7 |
|
| S4 |
16,092.3 |
16,126.7 |
16,310.4 |
|
|
| 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 |
16,470.0 |
16,367.0 |
103.0 |
0.6% |
41.8 |
0.3% |
0% |
True |
True |
10 |
| 10 |
16,470.0 |
16,316.0 |
154.0 |
0.9% |
38.6 |
0.2% |
33% |
True |
False |
8 |
| 20 |
16,475.0 |
15,767.0 |
708.0 |
4.3% |
80.9 |
0.5% |
85% |
False |
False |
18 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
65.9 |
0.4% |
64% |
False |
False |
14 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
56.2 |
0.3% |
64% |
False |
False |
10 |
| 80 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
47.4 |
0.3% |
64% |
False |
False |
8 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
38.3 |
0.2% |
79% |
False |
False |
6 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
9.9% |
31.9 |
0.2% |
79% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,907.8 |
|
2.618 |
16,739.7 |
|
1.618 |
16,636.7 |
|
1.000 |
16,573.0 |
|
0.618 |
16,533.7 |
|
HIGH |
16,470.0 |
|
0.618 |
16,430.7 |
|
0.500 |
16,418.5 |
|
0.382 |
16,406.3 |
|
LOW |
16,367.0 |
|
0.618 |
16,303.3 |
|
1.000 |
16,264.0 |
|
1.618 |
16,200.3 |
|
2.618 |
16,097.3 |
|
4.250 |
15,929.3 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,418.5 |
16,418.5 |
| PP |
16,401.3 |
16,401.3 |
| S1 |
16,384.2 |
16,384.2 |
|