| 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 |
2,025.7 |
2,032.9 |
7.2 |
0.4% |
2,015.3 |
| High |
2,038.4 |
2,042.2 |
3.8 |
0.2% |
2,047.9 |
| Low |
2,022.8 |
2,001.9 |
-20.9 |
-1.0% |
2,008.5 |
| Close |
2,030.2 |
2,006.0 |
-24.2 |
-1.2% |
2,025.6 |
| Range |
15.6 |
40.3 |
24.7 |
158.3% |
39.4 |
| ATR |
18.3 |
19.8 |
1.6 |
8.6% |
0.0 |
| Volume |
3,491 |
1,940 |
-1,551 |
-44.4% |
5,625 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.6 |
2,112.1 |
2,028.2 |
|
| R3 |
2,097.3 |
2,071.8 |
2,017.1 |
|
| R2 |
2,057.0 |
2,057.0 |
2,013.4 |
|
| R1 |
2,031.5 |
2,031.5 |
2,009.7 |
2,024.1 |
| PP |
2,016.7 |
2,016.7 |
2,016.7 |
2,013.0 |
| S1 |
1,991.2 |
1,991.2 |
2,002.3 |
1,983.8 |
| S2 |
1,976.4 |
1,976.4 |
1,998.6 |
|
| S3 |
1,936.1 |
1,950.9 |
1,994.9 |
|
| S4 |
1,895.8 |
1,910.6 |
1,983.8 |
|
|
| 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 |
2,042.2 |
2,001.9 |
40.3 |
2.0% |
19.5 |
1.0% |
10% |
True |
True |
2,529 |
| 10 |
2,047.9 |
2,001.9 |
46.0 |
2.3% |
17.9 |
0.9% |
9% |
False |
True |
1,921 |
| 20 |
2,047.9 |
1,959.1 |
88.8 |
4.4% |
18.7 |
0.9% |
53% |
False |
False |
1,736 |
| 40 |
2,058.0 |
1,959.1 |
98.9 |
4.9% |
20.4 |
1.0% |
47% |
False |
False |
1,221 |
| 60 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
21.9 |
1.1% |
26% |
False |
False |
992 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
21.0 |
1.0% |
26% |
False |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.5 |
|
2.618 |
2,147.7 |
|
1.618 |
2,107.4 |
|
1.000 |
2,082.5 |
|
0.618 |
2,067.1 |
|
HIGH |
2,042.2 |
|
0.618 |
2,026.8 |
|
0.500 |
2,022.1 |
|
0.382 |
2,017.3 |
|
LOW |
2,001.9 |
|
0.618 |
1,977.0 |
|
1.000 |
1,961.6 |
|
1.618 |
1,936.7 |
|
2.618 |
1,896.4 |
|
4.250 |
1,830.6 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.1 |
2,022.1 |
| PP |
2,016.7 |
2,016.7 |
| S1 |
2,011.4 |
2,011.4 |
|