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 |
34,056.94 |
34,395.28 |
338.34 |
1.0% |
34,369.78 |
High |
34,288.87 |
34,586.94 |
298.07 |
0.9% |
34,465.60 |
Low |
33,993.01 |
34,308.78 |
315.77 |
0.9% |
33,716.75 |
Close |
34,261.42 |
34,347.43 |
86.01 |
0.3% |
33,734.88 |
Range |
295.86 |
278.16 |
-17.70 |
-6.0% |
748.85 |
ATR |
302.13 |
303.80 |
1.67 |
0.6% |
0.00 |
Volume |
281,650,525 |
334,074,773 |
52,424,248 |
18.6% |
1,006,814,159 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,248.86 |
35,076.31 |
34,500.42 |
|
R3 |
34,970.70 |
34,798.15 |
34,423.92 |
|
R2 |
34,692.54 |
34,692.54 |
34,398.43 |
|
R1 |
34,519.99 |
34,519.99 |
34,372.93 |
34,467.19 |
PP |
34,414.38 |
34,414.38 |
34,414.38 |
34,387.98 |
S1 |
34,241.83 |
34,241.83 |
34,321.93 |
34,189.03 |
S2 |
34,136.22 |
34,136.22 |
34,296.43 |
|
S3 |
33,858.06 |
33,963.67 |
34,270.94 |
|
S4 |
33,579.90 |
33,685.51 |
34,194.44 |
|
|
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 |
34,586.94 |
33,705.68 |
881.26 |
2.6% |
309.25 |
0.9% |
73% |
True |
False |
297,645,833 |
10 |
34,586.94 |
33,705.68 |
881.26 |
2.6% |
253.88 |
0.7% |
73% |
True |
False |
282,536,030 |
20 |
34,588.68 |
33,610.32 |
978.36 |
2.8% |
263.96 |
0.8% |
75% |
False |
False |
318,107,216 |
40 |
34,588.68 |
32,586.56 |
2,002.12 |
5.8% |
282.02 |
0.8% |
88% |
False |
False |
323,483,083 |
60 |
34,588.68 |
32,586.56 |
2,002.12 |
5.8% |
293.61 |
0.9% |
88% |
False |
False |
310,208,541 |
80 |
34,588.68 |
31,728.70 |
2,859.98 |
8.3% |
307.54 |
0.9% |
92% |
False |
False |
312,350,608 |
100 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
335.10 |
1.0% |
92% |
False |
False |
316,142,381 |
120 |
34,588.68 |
31,429.82 |
3,158.86 |
9.2% |
348.17 |
1.0% |
92% |
False |
False |
320,993,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,769.12 |
2.618 |
35,315.16 |
1.618 |
35,037.00 |
1.000 |
34,865.10 |
0.618 |
34,758.84 |
HIGH |
34,586.94 |
0.618 |
34,480.68 |
0.500 |
34,447.86 |
0.382 |
34,415.04 |
LOW |
34,308.78 |
0.618 |
34,136.88 |
1.000 |
34,030.62 |
1.618 |
33,858.72 |
2.618 |
33,580.56 |
4.250 |
33,126.60 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
34,447.86 |
34,280.39 |
PP |
34,414.38 |
34,213.35 |
S1 |
34,380.91 |
34,146.31 |
|