| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,405.0 |
16,700.0 |
295.0 |
1.8% |
16,420.0 |
| High |
16,647.0 |
16,716.0 |
69.0 |
0.4% |
16,716.0 |
| Low |
16,405.0 |
16,672.0 |
267.0 |
1.6% |
16,367.0 |
| Close |
16,647.0 |
16,716.0 |
69.0 |
0.4% |
16,716.0 |
| Range |
242.0 |
44.0 |
-198.0 |
-81.8% |
349.0 |
| ATR |
119.4 |
115.8 |
-3.6 |
-3.0% |
0.0 |
| Volume |
18 |
20 |
2 |
11.1% |
72 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,833.3 |
16,818.7 |
16,740.2 |
|
| R3 |
16,789.3 |
16,774.7 |
16,728.1 |
|
| R2 |
16,745.3 |
16,745.3 |
16,724.1 |
|
| R1 |
16,730.7 |
16,730.7 |
16,720.0 |
16,738.0 |
| PP |
16,701.3 |
16,701.3 |
16,701.3 |
16,705.0 |
| S1 |
16,686.7 |
16,686.7 |
16,712.0 |
16,694.0 |
| S2 |
16,657.3 |
16,657.3 |
16,707.9 |
|
| S3 |
16,613.3 |
16,642.7 |
16,703.9 |
|
| S4 |
16,569.3 |
16,598.7 |
16,691.8 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,646.7 |
17,530.3 |
16,908.0 |
|
| R3 |
17,297.7 |
17,181.3 |
16,812.0 |
|
| R2 |
16,948.7 |
16,948.7 |
16,780.0 |
|
| R1 |
16,832.3 |
16,832.3 |
16,748.0 |
16,890.5 |
| PP |
16,599.7 |
16,599.7 |
16,599.7 |
16,628.8 |
| S1 |
16,483.3 |
16,483.3 |
16,684.0 |
16,541.5 |
| S2 |
16,250.7 |
16,250.7 |
16,652.0 |
|
| S3 |
15,901.7 |
16,134.3 |
16,620.0 |
|
| S4 |
15,552.7 |
15,785.3 |
16,524.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,716.0 |
16,367.0 |
349.0 |
2.1% |
88.2 |
0.5% |
100% |
True |
False |
14 |
| 10 |
16,716.0 |
16,316.0 |
400.0 |
2.4% |
63.2 |
0.4% |
100% |
True |
False |
11 |
| 20 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
82.3 |
0.5% |
100% |
True |
False |
16 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
70.4 |
0.4% |
100% |
True |
False |
15 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
58.5 |
0.3% |
100% |
True |
False |
10 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
49.0 |
0.3% |
100% |
True |
False |
8 |
| 100 |
16,716.0 |
15,077.0 |
1,639.0 |
9.8% |
41.2 |
0.2% |
100% |
True |
False |
6 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
9.8% |
34.3 |
0.2% |
100% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,903.0 |
|
2.618 |
16,831.2 |
|
1.618 |
16,787.2 |
|
1.000 |
16,760.0 |
|
0.618 |
16,743.2 |
|
HIGH |
16,716.0 |
|
0.618 |
16,699.2 |
|
0.500 |
16,694.0 |
|
0.382 |
16,688.8 |
|
LOW |
16,672.0 |
|
0.618 |
16,644.8 |
|
1.000 |
16,628.0 |
|
1.618 |
16,600.8 |
|
2.618 |
16,556.8 |
|
4.250 |
16,485.0 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,708.7 |
16,657.8 |
| PP |
16,701.3 |
16,599.7 |
| S1 |
16,694.0 |
16,541.5 |
|