| 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 |
2,033.8 |
2,020.0 |
-13.8 |
-0.7% |
2,015.3 |
| High |
2,033.8 |
2,028.2 |
-5.6 |
-0.3% |
2,047.9 |
| Low |
2,018.0 |
2,015.0 |
-3.0 |
-0.1% |
2,008.5 |
| Close |
2,025.6 |
2,021.1 |
-4.5 |
-0.2% |
2,025.6 |
| Range |
15.8 |
13.2 |
-2.6 |
-16.5% |
39.4 |
| ATR |
19.4 |
18.9 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,140 |
3,355 |
2,215 |
194.3% |
5,625 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.0 |
2,054.3 |
2,028.4 |
|
| R3 |
2,047.8 |
2,041.1 |
2,024.7 |
|
| R2 |
2,034.6 |
2,034.6 |
2,023.5 |
|
| R1 |
2,027.9 |
2,027.9 |
2,022.3 |
2,031.3 |
| PP |
2,021.4 |
2,021.4 |
2,021.4 |
2,023.1 |
| S1 |
2,014.7 |
2,014.7 |
2,019.9 |
2,018.1 |
| S2 |
2,008.2 |
2,008.2 |
2,018.7 |
|
| S3 |
1,995.0 |
2,001.5 |
2,017.5 |
|
| S4 |
1,981.8 |
1,988.3 |
2,013.8 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.5 |
2,125.0 |
2,047.3 |
|
| R3 |
2,106.1 |
2,085.6 |
2,036.4 |
|
| R2 |
2,066.7 |
2,066.7 |
2,032.8 |
|
| R1 |
2,046.2 |
2,046.2 |
2,029.2 |
2,056.5 |
| PP |
2,027.3 |
2,027.3 |
2,027.3 |
2,032.5 |
| S1 |
2,006.8 |
2,006.8 |
2,022.0 |
2,017.1 |
| S2 |
1,987.9 |
1,987.9 |
2,018.4 |
|
| S3 |
1,948.5 |
1,967.4 |
2,014.8 |
|
| S4 |
1,909.1 |
1,928.0 |
2,003.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.9 |
2,015.0 |
32.9 |
1.6% |
17.1 |
0.8% |
19% |
False |
True |
1,646 |
| 10 |
2,047.9 |
1,989.2 |
58.7 |
2.9% |
16.0 |
0.8% |
54% |
False |
False |
1,830 |
| 20 |
2,047.9 |
1,959.1 |
88.8 |
4.4% |
17.4 |
0.9% |
70% |
False |
False |
1,423 |
| 40 |
2,058.0 |
1,959.1 |
98.9 |
4.9% |
20.5 |
1.0% |
63% |
False |
False |
1,051 |
| 60 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
21.8 |
1.1% |
34% |
False |
False |
870 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
20.7 |
1.0% |
34% |
False |
False |
749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.3 |
|
2.618 |
2,062.8 |
|
1.618 |
2,049.6 |
|
1.000 |
2,041.4 |
|
0.618 |
2,036.4 |
|
HIGH |
2,028.2 |
|
0.618 |
2,023.2 |
|
0.500 |
2,021.6 |
|
0.382 |
2,020.0 |
|
LOW |
2,015.0 |
|
0.618 |
2,006.8 |
|
1.000 |
2,001.8 |
|
1.618 |
1,993.6 |
|
2.618 |
1,980.4 |
|
4.250 |
1,958.9 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.6 |
2,031.5 |
| PP |
2,021.4 |
2,028.0 |
| S1 |
2,021.3 |
2,024.6 |
|