Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
440.45 |
446.39 |
5.94 |
1.3% |
442.92 |
High |
442.97 |
447.48 |
4.51 |
1.0% |
444.08 |
Low |
439.44 |
444.91 |
5.47 |
1.2% |
437.06 |
Close |
442.46 |
446.02 |
3.56 |
0.8% |
438.55 |
Range |
3.53 |
2.57 |
-0.96 |
-27.2% |
7.02 |
ATR |
3.93 |
4.01 |
0.08 |
2.0% |
0.00 |
Volume |
64,463,700 |
91,924,500 |
27,460,800 |
42.6% |
258,004,100 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453.85 |
452.50 |
447.43 |
|
R3 |
451.28 |
449.93 |
446.73 |
|
R2 |
448.71 |
448.71 |
446.49 |
|
R1 |
447.36 |
447.36 |
446.26 |
446.75 |
PP |
446.14 |
446.14 |
446.14 |
445.83 |
S1 |
444.79 |
444.79 |
445.78 |
444.18 |
S2 |
443.57 |
443.57 |
445.55 |
|
S3 |
441.00 |
442.22 |
445.31 |
|
S4 |
438.43 |
439.65 |
444.61 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460.96 |
456.77 |
442.41 |
|
R3 |
453.94 |
449.75 |
440.48 |
|
R2 |
446.92 |
446.92 |
439.84 |
|
R1 |
442.73 |
442.73 |
439.19 |
441.32 |
PP |
439.90 |
439.90 |
439.90 |
439.19 |
S1 |
435.71 |
435.71 |
437.91 |
434.30 |
S2 |
432.88 |
432.88 |
437.26 |
|
S3 |
425.86 |
428.69 |
436.62 |
|
S4 |
418.84 |
421.67 |
434.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
447.48 |
437.06 |
10.42 |
2.3% |
3.15 |
0.7% |
86% |
True |
False |
77,124,820 |
10 |
447.48 |
434.41 |
13.07 |
2.9% |
2.81 |
0.6% |
89% |
True |
False |
72,531,800 |
20 |
447.48 |
431.19 |
16.29 |
3.7% |
3.43 |
0.8% |
91% |
True |
False |
80,389,495 |
40 |
447.48 |
409.88 |
37.60 |
8.4% |
3.65 |
0.8% |
96% |
True |
False |
80,780,167 |
60 |
447.48 |
403.74 |
43.74 |
9.8% |
3.71 |
0.8% |
97% |
True |
False |
79,452,818 |
80 |
447.48 |
388.55 |
58.93 |
13.2% |
3.94 |
0.9% |
98% |
True |
False |
80,797,052 |
100 |
447.48 |
380.65 |
66.83 |
15.0% |
4.31 |
1.0% |
98% |
True |
False |
86,339,132 |
120 |
447.48 |
380.65 |
66.83 |
15.0% |
4.56 |
1.0% |
98% |
True |
False |
85,272,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458.40 |
2.618 |
454.21 |
1.618 |
451.64 |
1.000 |
450.05 |
0.618 |
449.07 |
HIGH |
447.48 |
0.618 |
446.50 |
0.500 |
446.19 |
0.382 |
445.89 |
LOW |
444.91 |
0.618 |
443.32 |
1.000 |
442.34 |
1.618 |
440.75 |
2.618 |
438.18 |
4.250 |
433.99 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
446.19 |
444.86 |
PP |
446.14 |
443.69 |
S1 |
446.08 |
442.53 |
|