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 |
33,705.68 |
34,056.94 |
351.26 |
1.0% |
34,369.78 |
High |
33,958.36 |
34,288.87 |
330.51 |
1.0% |
34,465.60 |
Low |
33,705.68 |
33,993.01 |
287.33 |
0.9% |
33,716.75 |
Close |
33,944.40 |
34,261.42 |
317.02 |
0.9% |
33,734.88 |
Range |
252.68 |
295.86 |
43.18 |
17.1% |
748.85 |
ATR |
298.87 |
302.13 |
3.26 |
1.1% |
0.00 |
Volume |
301,536,690 |
281,650,525 |
-19,886,165 |
-6.6% |
1,006,814,159 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,068.68 |
34,960.91 |
34,424.14 |
|
R3 |
34,772.82 |
34,665.05 |
34,342.78 |
|
R2 |
34,476.96 |
34,476.96 |
34,315.66 |
|
R1 |
34,369.19 |
34,369.19 |
34,288.54 |
34,423.08 |
PP |
34,181.10 |
34,181.10 |
34,181.10 |
34,208.04 |
S1 |
34,073.33 |
34,073.33 |
34,234.30 |
34,127.22 |
S2 |
33,885.24 |
33,885.24 |
34,207.18 |
|
S3 |
33,589.38 |
33,777.47 |
34,180.06 |
|
S4 |
33,293.52 |
33,481.61 |
34,098.70 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,218.96 |
35,725.77 |
34,146.75 |
|
R3 |
35,470.11 |
34,976.92 |
33,940.81 |
|
R2 |
34,721.26 |
34,721.26 |
33,872.17 |
|
R1 |
34,228.07 |
34,228.07 |
33,803.52 |
34,100.24 |
PP |
33,972.41 |
33,972.41 |
33,972.41 |
33,908.50 |
S1 |
33,479.22 |
33,479.22 |
33,666.24 |
33,351.39 |
S2 |
33,223.56 |
33,223.56 |
33,597.59 |
|
S3 |
32,474.71 |
32,730.37 |
33,528.95 |
|
S4 |
31,725.86 |
31,981.52 |
33,323.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,376.11 |
33,705.68 |
670.43 |
2.0% |
283.44 |
0.8% |
83% |
False |
False |
286,480,471 |
10 |
34,467.35 |
33,705.68 |
761.67 |
2.2% |
250.59 |
0.7% |
73% |
False |
False |
278,754,747 |
20 |
34,588.68 |
33,610.32 |
978.36 |
2.9% |
260.02 |
0.8% |
67% |
False |
False |
316,878,679 |
40 |
34,588.68 |
32,586.56 |
2,002.12 |
5.8% |
282.46 |
0.8% |
84% |
False |
False |
320,849,253 |
60 |
34,588.68 |
32,586.56 |
2,002.12 |
5.8% |
294.85 |
0.9% |
84% |
False |
False |
309,252,650 |
80 |
34,588.68 |
31,571.46 |
3,017.22 |
8.8% |
312.94 |
0.9% |
89% |
False |
False |
313,729,600 |
100 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
335.30 |
1.0% |
90% |
False |
False |
315,500,116 |
120 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
352.07 |
1.0% |
90% |
False |
False |
321,164,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,546.28 |
2.618 |
35,063.43 |
1.618 |
34,767.57 |
1.000 |
34,584.73 |
0.618 |
34,471.71 |
HIGH |
34,288.87 |
0.618 |
34,175.85 |
0.500 |
34,140.94 |
0.382 |
34,106.03 |
LOW |
33,993.01 |
0.618 |
33,810.17 |
1.000 |
33,697.15 |
1.618 |
33,514.31 |
2.618 |
33,218.45 |
4.250 |
32,735.61 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
34,221.26 |
34,173.37 |
PP |
34,181.10 |
34,085.32 |
S1 |
34,140.94 |
33,997.28 |
|