Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
34,991.21 |
35,091.98 |
100.77 |
0.3% |
33,705.68 |
High |
35,234.05 |
35,372.77 |
138.72 |
0.4% |
34,592.26 |
Low |
34,991.21 |
35,091.98 |
100.77 |
0.3% |
33,705.68 |
Close |
35,061.21 |
35,225.18 |
163.97 |
0.5% |
34,509.03 |
Range |
242.84 |
280.79 |
37.95 |
15.6% |
886.58 |
ATR |
293.72 |
295.00 |
1.27 |
0.4% |
0.00 |
Volume |
369,623,863 |
342,315,025 |
-27,308,838 |
-7.4% |
1,495,553,664 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,072.35 |
35,929.55 |
35,379.61 |
|
R3 |
35,791.56 |
35,648.76 |
35,302.40 |
|
R2 |
35,510.77 |
35,510.77 |
35,276.66 |
|
R1 |
35,367.97 |
35,367.97 |
35,250.92 |
35,439.37 |
PP |
35,229.98 |
35,229.98 |
35,229.98 |
35,265.68 |
S1 |
35,087.18 |
35,087.18 |
35,199.44 |
35,158.58 |
S2 |
34,949.19 |
34,949.19 |
35,173.70 |
|
S3 |
34,668.40 |
34,806.39 |
35,147.96 |
|
S4 |
34,387.61 |
34,525.60 |
35,070.75 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,928.73 |
36,605.46 |
34,996.65 |
|
R3 |
36,042.15 |
35,718.88 |
34,752.84 |
|
R2 |
35,155.57 |
35,155.57 |
34,671.57 |
|
R1 |
34,832.30 |
34,832.30 |
34,590.30 |
34,993.94 |
PP |
34,268.99 |
34,268.99 |
34,268.99 |
34,349.81 |
S1 |
33,945.72 |
33,945.72 |
34,427.76 |
34,107.36 |
S2 |
33,382.41 |
33,382.41 |
34,346.49 |
|
S3 |
32,495.83 |
33,059.14 |
34,265.22 |
|
S4 |
31,609.25 |
32,172.56 |
34,021.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,372.77 |
34,418.72 |
954.05 |
2.7% |
278.55 |
0.8% |
85% |
True |
False |
352,404,284 |
10 |
35,372.77 |
33,705.68 |
1,667.09 |
4.7% |
265.60 |
0.8% |
91% |
True |
False |
323,038,758 |
20 |
35,372.77 |
33,610.32 |
1,762.45 |
5.0% |
243.01 |
0.7% |
92% |
True |
False |
304,441,790 |
40 |
35,372.77 |
32,586.56 |
2,786.21 |
7.9% |
271.42 |
0.8% |
95% |
True |
False |
331,876,278 |
60 |
35,372.77 |
32,586.56 |
2,786.21 |
7.9% |
300.49 |
0.9% |
95% |
True |
False |
317,327,235 |
80 |
35,372.77 |
32,276.72 |
3,096.05 |
8.8% |
289.11 |
0.8% |
95% |
True |
False |
307,389,224 |
100 |
35,372.77 |
31,429.82 |
3,942.95 |
11.2% |
326.22 |
0.9% |
96% |
True |
False |
317,924,242 |
120 |
35,372.77 |
31,429.82 |
3,942.95 |
11.2% |
340.46 |
1.0% |
96% |
True |
False |
321,045,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,566.13 |
2.618 |
36,107.88 |
1.618 |
35,827.09 |
1.000 |
35,653.56 |
0.618 |
35,546.30 |
HIGH |
35,372.77 |
0.618 |
35,265.51 |
0.500 |
35,232.38 |
0.382 |
35,199.24 |
LOW |
35,091.98 |
0.618 |
34,918.45 |
1.000 |
34,811.19 |
1.618 |
34,637.66 |
2.618 |
34,356.87 |
4.250 |
33,898.62 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
35,232.38 |
35,134.02 |
PP |
35,229.98 |
35,042.85 |
S1 |
35,227.58 |
34,951.69 |
|