| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2,020.0 |
2,014.7 |
-5.3 |
-0.3% |
2,015.3 |
| High |
2,028.2 |
2,026.2 |
-2.0 |
-0.1% |
2,047.9 |
| Low |
2,015.0 |
2,013.4 |
-1.6 |
-0.1% |
2,008.5 |
| Close |
2,021.1 |
2,023.3 |
2.2 |
0.1% |
2,025.6 |
| Range |
13.2 |
12.8 |
-0.4 |
-3.0% |
39.4 |
| ATR |
18.9 |
18.5 |
-0.4 |
-2.3% |
0.0 |
| Volume |
3,355 |
2,722 |
-633 |
-18.9% |
5,625 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.4 |
2,054.1 |
2,030.3 |
|
| R3 |
2,046.6 |
2,041.3 |
2,026.8 |
|
| R2 |
2,033.8 |
2,033.8 |
2,025.6 |
|
| R1 |
2,028.5 |
2,028.5 |
2,024.5 |
2,031.2 |
| PP |
2,021.0 |
2,021.0 |
2,021.0 |
2,022.3 |
| S1 |
2,015.7 |
2,015.7 |
2,022.1 |
2,018.4 |
| S2 |
2,008.2 |
2,008.2 |
2,021.0 |
|
| S3 |
1,995.4 |
2,002.9 |
2,019.8 |
|
| S4 |
1,982.6 |
1,990.1 |
2,016.3 |
|
|
| 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 |
2,013.4 |
34.5 |
1.7% |
14.2 |
0.7% |
29% |
False |
True |
1,882 |
| 10 |
2,047.9 |
1,997.3 |
50.6 |
2.5% |
15.9 |
0.8% |
51% |
False |
False |
1,835 |
| 20 |
2,047.9 |
1,959.1 |
88.8 |
4.4% |
17.5 |
0.9% |
72% |
False |
False |
1,534 |
| 40 |
2,058.0 |
1,959.1 |
98.9 |
4.9% |
20.2 |
1.0% |
65% |
False |
False |
1,104 |
| 60 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
21.5 |
1.1% |
35% |
False |
False |
909 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
20.7 |
1.0% |
35% |
False |
False |
782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.6 |
|
2.618 |
2,059.7 |
|
1.618 |
2,046.9 |
|
1.000 |
2,039.0 |
|
0.618 |
2,034.1 |
|
HIGH |
2,026.2 |
|
0.618 |
2,021.3 |
|
0.500 |
2,019.8 |
|
0.382 |
2,018.3 |
|
LOW |
2,013.4 |
|
0.618 |
2,005.5 |
|
1.000 |
2,000.6 |
|
1.618 |
1,992.7 |
|
2.618 |
1,979.9 |
|
4.250 |
1,959.0 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.1 |
2,023.6 |
| PP |
2,021.0 |
2,023.5 |
| S1 |
2,019.8 |
2,023.4 |
|