Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,035.28 |
15,063.51 |
28.23 |
0.2% |
15,190.54 |
High |
15,065.58 |
15,135.29 |
69.71 |
0.5% |
15,275.18 |
Low |
14,924.64 |
14,974.16 |
49.52 |
0.3% |
14,969.14 |
Close |
15,045.64 |
15,119.06 |
73.42 |
0.5% |
15,036.85 |
Range |
140.94 |
161.13 |
20.19 |
14.3% |
306.04 |
ATR |
197.07 |
194.51 |
-2.57 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,559.56 |
15,500.44 |
15,207.68 |
|
R3 |
15,398.43 |
15,339.31 |
15,163.37 |
|
R2 |
15,237.30 |
15,237.30 |
15,148.60 |
|
R1 |
15,178.18 |
15,178.18 |
15,133.83 |
15,207.74 |
PP |
15,076.17 |
15,076.17 |
15,076.17 |
15,090.95 |
S1 |
15,017.05 |
15,017.05 |
15,104.29 |
15,046.61 |
S2 |
14,915.04 |
14,915.04 |
15,089.52 |
|
S3 |
14,753.91 |
14,855.92 |
15,074.75 |
|
S4 |
14,592.78 |
14,694.79 |
15,030.44 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,011.84 |
15,830.39 |
15,205.17 |
|
R3 |
15,705.80 |
15,524.35 |
15,121.01 |
|
R2 |
15,399.76 |
15,399.76 |
15,092.96 |
|
R1 |
15,218.31 |
15,218.31 |
15,064.90 |
15,156.02 |
PP |
15,093.72 |
15,093.72 |
15,093.72 |
15,062.58 |
S1 |
14,912.27 |
14,912.27 |
15,008.80 |
14,849.98 |
S2 |
14,787.68 |
14,787.68 |
14,980.74 |
|
S3 |
14,481.64 |
14,606.23 |
14,952.69 |
|
S4 |
14,175.60 |
14,300.19 |
14,868.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,275.18 |
14,924.64 |
350.54 |
2.3% |
145.99 |
1.0% |
55% |
False |
False |
|
10 |
15,275.18 |
14,727.12 |
548.06 |
3.6% |
147.28 |
1.0% |
72% |
False |
False |
|
20 |
15,284.65 |
14,571.36 |
713.29 |
4.7% |
184.74 |
1.2% |
77% |
False |
False |
|
40 |
15,284.65 |
13,256.56 |
2,028.09 |
13.4% |
183.39 |
1.2% |
92% |
False |
False |
|
60 |
15,284.65 |
12,724.62 |
2,560.03 |
16.9% |
174.39 |
1.2% |
94% |
False |
False |
|
80 |
15,284.65 |
12,190.65 |
3,094.00 |
20.5% |
180.53 |
1.2% |
95% |
False |
False |
|
100 |
15,284.65 |
11,695.41 |
3,589.24 |
23.7% |
185.00 |
1.2% |
95% |
False |
False |
|
120 |
15,284.65 |
11,251.94 |
4,032.71 |
26.7% |
195.79 |
1.3% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,820.09 |
2.618 |
15,557.13 |
1.618 |
15,396.00 |
1.000 |
15,296.42 |
0.618 |
15,234.87 |
HIGH |
15,135.29 |
0.618 |
15,073.74 |
0.500 |
15,054.73 |
0.382 |
15,035.71 |
LOW |
14,974.16 |
0.618 |
14,874.58 |
1.000 |
14,813.03 |
1.618 |
14,713.45 |
2.618 |
14,552.32 |
4.250 |
14,289.36 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,097.62 |
15,101.92 |
PP |
15,076.17 |
15,084.78 |
S1 |
15,054.73 |
15,067.64 |
|