| 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 |
2,014.7 |
2,025.7 |
11.0 |
0.5% |
2,015.3 |
| High |
2,026.2 |
2,038.4 |
12.2 |
0.6% |
2,047.9 |
| Low |
2,013.4 |
2,022.8 |
9.4 |
0.5% |
2,008.5 |
| Close |
2,023.3 |
2,030.2 |
6.9 |
0.3% |
2,025.6 |
| Range |
12.8 |
15.6 |
2.8 |
21.9% |
39.4 |
| ATR |
18.5 |
18.3 |
-0.2 |
-1.1% |
0.0 |
| Volume |
2,722 |
3,491 |
769 |
28.3% |
5,625 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.3 |
2,069.3 |
2,038.8 |
|
| R3 |
2,061.7 |
2,053.7 |
2,034.5 |
|
| R2 |
2,046.1 |
2,046.1 |
2,033.1 |
|
| R1 |
2,038.1 |
2,038.1 |
2,031.6 |
2,042.1 |
| PP |
2,030.5 |
2,030.5 |
2,030.5 |
2,032.5 |
| S1 |
2,022.5 |
2,022.5 |
2,028.8 |
2,026.5 |
| S2 |
2,014.9 |
2,014.9 |
2,027.3 |
|
| S3 |
1,999.3 |
2,006.9 |
2,025.9 |
|
| S4 |
1,983.7 |
1,991.3 |
2,021.6 |
|
|
| 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% |
15.4 |
0.8% |
49% |
False |
False |
2,259 |
| 10 |
2,047.9 |
2,008.5 |
39.4 |
1.9% |
14.9 |
0.7% |
55% |
False |
False |
1,924 |
| 20 |
2,047.9 |
1,959.1 |
88.8 |
4.4% |
17.3 |
0.9% |
80% |
False |
False |
1,686 |
| 40 |
2,058.0 |
1,959.1 |
98.9 |
4.9% |
20.2 |
1.0% |
72% |
False |
False |
1,183 |
| 60 |
2,140.3 |
1,959.1 |
181.2 |
8.9% |
21.6 |
1.1% |
39% |
False |
False |
962 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
8.9% |
20.7 |
1.0% |
39% |
False |
False |
825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.7 |
|
2.618 |
2,079.2 |
|
1.618 |
2,063.6 |
|
1.000 |
2,054.0 |
|
0.618 |
2,048.0 |
|
HIGH |
2,038.4 |
|
0.618 |
2,032.4 |
|
0.500 |
2,030.6 |
|
0.382 |
2,028.8 |
|
LOW |
2,022.8 |
|
0.618 |
2,013.2 |
|
1.000 |
2,007.2 |
|
1.618 |
1,997.6 |
|
2.618 |
1,982.0 |
|
4.250 |
1,956.5 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.6 |
2,028.8 |
| PP |
2,030.5 |
2,027.3 |
| S1 |
2,030.3 |
2,025.9 |
|