| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,470.0 |
16,405.0 |
-65.0 |
-0.4% |
16,327.0 |
| High |
16,470.0 |
16,647.0 |
177.0 |
1.1% |
16,454.0 |
| Low |
16,367.0 |
16,405.0 |
38.0 |
0.2% |
16,316.0 |
| Close |
16,367.0 |
16,647.0 |
280.0 |
1.7% |
16,426.0 |
| Range |
103.0 |
242.0 |
139.0 |
135.0% |
138.0 |
| ATR |
107.0 |
119.4 |
12.4 |
11.5% |
0.0 |
| Volume |
19 |
18 |
-1 |
-5.3% |
38 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,292.3 |
17,211.7 |
16,780.1 |
|
| R3 |
17,050.3 |
16,969.7 |
16,713.6 |
|
| R2 |
16,808.3 |
16,808.3 |
16,691.4 |
|
| R1 |
16,727.7 |
16,727.7 |
16,669.2 |
16,768.0 |
| PP |
16,566.3 |
16,566.3 |
16,566.3 |
16,586.5 |
| S1 |
16,485.7 |
16,485.7 |
16,624.8 |
16,526.0 |
| S2 |
16,324.3 |
16,324.3 |
16,602.6 |
|
| S3 |
16,082.3 |
16,243.7 |
16,580.5 |
|
| S4 |
15,840.3 |
16,001.7 |
16,513.9 |
|
|
| 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 |
16,647.0 |
16,367.0 |
280.0 |
1.7% |
90.2 |
0.5% |
100% |
True |
False |
13 |
| 10 |
16,647.0 |
16,316.0 |
331.0 |
2.0% |
58.8 |
0.4% |
100% |
True |
False |
9 |
| 20 |
16,647.0 |
15,767.0 |
880.0 |
5.3% |
89.6 |
0.5% |
100% |
True |
False |
17 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.6% |
71.9 |
0.4% |
94% |
False |
False |
14 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.6% |
60.2 |
0.4% |
94% |
False |
False |
11 |
| 80 |
16,703.0 |
15,767.0 |
936.0 |
5.6% |
50.5 |
0.3% |
94% |
False |
False |
8 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
9.8% |
40.7 |
0.2% |
97% |
False |
False |
6 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
9.8% |
34.0 |
0.2% |
97% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,675.5 |
|
2.618 |
17,280.6 |
|
1.618 |
17,038.6 |
|
1.000 |
16,889.0 |
|
0.618 |
16,796.6 |
|
HIGH |
16,647.0 |
|
0.618 |
16,554.6 |
|
0.500 |
16,526.0 |
|
0.382 |
16,497.4 |
|
LOW |
16,405.0 |
|
0.618 |
16,255.4 |
|
1.000 |
16,163.0 |
|
1.618 |
16,013.4 |
|
2.618 |
15,771.4 |
|
4.250 |
15,376.5 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,606.7 |
16,600.3 |
| PP |
16,566.3 |
16,553.7 |
| S1 |
16,526.0 |
16,507.0 |
|