| 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 |
2,032.9 |
2,007.0 |
-25.9 |
-1.3% |
2,020.0 |
| High |
2,042.2 |
2,022.0 |
-20.2 |
-1.0% |
2,042.2 |
| Low |
2,001.9 |
2,005.7 |
3.8 |
0.2% |
2,001.9 |
| Close |
2,006.0 |
2,020.6 |
14.6 |
0.7% |
2,020.6 |
| Range |
40.3 |
16.3 |
-24.0 |
-59.6% |
40.3 |
| ATR |
19.8 |
19.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
1,940 |
1,134 |
-806 |
-41.5% |
12,642 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.0 |
2,059.1 |
2,029.6 |
|
| R3 |
2,048.7 |
2,042.8 |
2,025.1 |
|
| R2 |
2,032.4 |
2,032.4 |
2,023.6 |
|
| R1 |
2,026.5 |
2,026.5 |
2,022.1 |
2,029.5 |
| PP |
2,016.1 |
2,016.1 |
2,016.1 |
2,017.6 |
| S1 |
2,010.2 |
2,010.2 |
2,019.1 |
2,013.2 |
| S2 |
1,999.8 |
1,999.8 |
2,017.6 |
|
| S3 |
1,983.5 |
1,993.9 |
2,016.1 |
|
| S4 |
1,967.2 |
1,977.6 |
2,011.6 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.5 |
2,121.8 |
2,042.8 |
|
| R3 |
2,102.2 |
2,081.5 |
2,031.7 |
|
| R2 |
2,061.9 |
2,061.9 |
2,028.0 |
|
| R1 |
2,041.2 |
2,041.2 |
2,024.3 |
2,051.6 |
| PP |
2,021.6 |
2,021.6 |
2,021.6 |
2,026.7 |
| S1 |
2,000.9 |
2,000.9 |
2,016.9 |
2,011.3 |
| S2 |
1,981.3 |
1,981.3 |
2,013.2 |
|
| S3 |
1,941.0 |
1,960.6 |
2,009.5 |
|
| S4 |
1,900.7 |
1,920.3 |
1,998.4 |
|
|
| 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% |
19.6 |
1.0% |
46% |
False |
False |
2,528 |
| 10 |
2,047.9 |
2,001.9 |
46.0 |
2.3% |
18.4 |
0.9% |
41% |
False |
False |
1,826 |
| 20 |
2,047.9 |
1,966.7 |
81.2 |
4.0% |
18.5 |
0.9% |
66% |
False |
False |
1,732 |
| 40 |
2,058.0 |
1,959.1 |
98.9 |
4.9% |
20.3 |
1.0% |
62% |
False |
False |
1,233 |
| 60 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
21.7 |
1.1% |
34% |
False |
False |
1,010 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.0% |
21.0 |
1.0% |
34% |
False |
False |
851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.3 |
|
2.618 |
2,064.7 |
|
1.618 |
2,048.4 |
|
1.000 |
2,038.3 |
|
0.618 |
2,032.1 |
|
HIGH |
2,022.0 |
|
0.618 |
2,015.8 |
|
0.500 |
2,013.9 |
|
0.382 |
2,011.9 |
|
LOW |
2,005.7 |
|
0.618 |
1,995.6 |
|
1.000 |
1,989.4 |
|
1.618 |
1,979.3 |
|
2.618 |
1,963.0 |
|
4.250 |
1,936.4 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.4 |
2,022.1 |
| PP |
2,016.1 |
2,021.6 |
| S1 |
2,013.9 |
2,021.1 |
|