Trading Metrics calculated at close of trading on 27-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
35,345.99 |
35,558.79 |
212.80 |
0.6% |
34,499.74 |
High |
35,633.61 |
35,645.35 |
11.74 |
0.0% |
35,372.77 |
Low |
35,306.27 |
35,216.58 |
-89.69 |
-0.3% |
34,418.72 |
Close |
35,520.12 |
35,282.72 |
-237.40 |
-0.7% |
35,227.69 |
Range |
327.34 |
428.77 |
101.43 |
31.0% |
954.05 |
ATR |
276.86 |
287.71 |
10.85 |
3.9% |
0.00 |
Volume |
347,334,097 |
352,233,629 |
4,899,532 |
1.4% |
1,936,767,268 |
|
Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,667.86 |
36,404.06 |
35,518.54 |
|
R3 |
36,239.09 |
35,975.29 |
35,400.63 |
|
R2 |
35,810.32 |
35,810.32 |
35,361.33 |
|
R1 |
35,546.52 |
35,546.52 |
35,322.02 |
35,464.04 |
PP |
35,381.55 |
35,381.55 |
35,381.55 |
35,340.31 |
S1 |
35,117.75 |
35,117.75 |
35,243.42 |
35,035.27 |
S2 |
34,952.78 |
34,952.78 |
35,204.11 |
|
S3 |
34,524.01 |
34,688.98 |
35,164.81 |
|
S4 |
34,095.24 |
34,260.21 |
35,046.90 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,868.54 |
37,502.17 |
35,752.42 |
|
R3 |
36,914.49 |
36,548.12 |
35,490.05 |
|
R2 |
35,960.44 |
35,960.44 |
35,402.60 |
|
R1 |
35,594.07 |
35,594.07 |
35,315.14 |
35,777.26 |
PP |
35,006.39 |
35,006.39 |
35,006.39 |
35,097.99 |
S1 |
34,640.02 |
34,640.02 |
35,140.24 |
34,823.21 |
S2 |
34,052.34 |
34,052.34 |
35,052.78 |
|
S3 |
33,098.29 |
33,685.97 |
34,965.33 |
|
S4 |
32,144.24 |
32,731.92 |
34,702.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,645.35 |
35,186.05 |
459.30 |
1.3% |
261.24 |
0.7% |
21% |
True |
False |
354,345,318 |
10 |
35,645.35 |
34,418.72 |
1,226.63 |
3.5% |
269.90 |
0.8% |
70% |
True |
False |
353,374,801 |
20 |
35,645.35 |
33,705.68 |
1,939.67 |
5.5% |
260.34 |
0.7% |
81% |
True |
False |
318,371,721 |
40 |
35,645.35 |
32,704.51 |
2,940.84 |
8.3% |
267.44 |
0.8% |
88% |
True |
False |
336,748,037 |
60 |
35,645.35 |
32,586.56 |
3,058.79 |
8.7% |
291.44 |
0.8% |
88% |
True |
False |
320,481,980 |
80 |
35,645.35 |
32,586.56 |
3,058.79 |
8.7% |
288.66 |
0.8% |
88% |
True |
False |
310,780,611 |
100 |
35,645.35 |
31,429.82 |
4,215.53 |
11.9% |
322.56 |
0.9% |
91% |
True |
False |
320,906,166 |
120 |
35,645.35 |
31,429.82 |
4,215.53 |
11.9% |
332.94 |
0.9% |
91% |
True |
False |
319,450,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,467.62 |
2.618 |
36,767.87 |
1.618 |
36,339.10 |
1.000 |
36,074.12 |
0.618 |
35,910.33 |
HIGH |
35,645.35 |
0.618 |
35,481.56 |
0.500 |
35,430.97 |
0.382 |
35,380.37 |
LOW |
35,216.58 |
0.618 |
34,951.60 |
1.000 |
34,787.81 |
1.618 |
34,522.83 |
2.618 |
34,094.06 |
4.250 |
33,394.31 |
|
|
Fisher Pivots for day following 27-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
35,430.97 |
35,430.97 |
PP |
35,381.55 |
35,381.55 |
S1 |
35,332.14 |
35,332.14 |
|