| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,874.4370 |
1,872.9340 |
-1.5030 |
-0.1% |
1,927.3920 |
| High |
1,902.1160 |
2,012.5040 |
110.3880 |
5.8% |
1,974.8800 |
| Low |
1,867.3530 |
1,863.7250 |
-3.6280 |
-0.2% |
1,830.1180 |
| Close |
1,873.9220 |
1,984.9760 |
111.0540 |
5.9% |
1,866.1150 |
| Range |
34.7630 |
148.7790 |
114.0160 |
328.0% |
144.7620 |
| ATR |
66.8771 |
72.7272 |
5.8501 |
8.7% |
0.0000 |
| Volume |
140,627 |
318,315 |
177,688 |
126.4% |
131,830 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.0720 |
2,341.3030 |
2,066.8045 |
|
| R3 |
2,251.2930 |
2,192.5240 |
2,025.8902 |
|
| R2 |
2,102.5140 |
2,102.5140 |
2,012.2522 |
|
| R1 |
2,043.7450 |
2,043.7450 |
1,998.6141 |
2,073.1295 |
| PP |
1,953.7350 |
1,953.7350 |
1,953.7350 |
1,968.4273 |
| S1 |
1,894.9660 |
1,894.9660 |
1,971.3379 |
1,924.3505 |
| S2 |
1,804.9560 |
1,804.9560 |
1,957.6999 |
|
| S3 |
1,656.1770 |
1,746.1870 |
1,944.0618 |
|
| S4 |
1,507.3980 |
1,597.4080 |
1,903.1476 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.6570 |
2,240.1480 |
1,945.7341 |
|
| R3 |
2,179.8950 |
2,095.3860 |
1,905.9246 |
|
| R2 |
2,035.1330 |
2,035.1330 |
1,892.6547 |
|
| R1 |
1,950.6240 |
1,950.6240 |
1,879.3849 |
1,920.4975 |
| PP |
1,890.3710 |
1,890.3710 |
1,890.3710 |
1,875.3078 |
| S1 |
1,805.8620 |
1,805.8620 |
1,852.8452 |
1,775.7355 |
| S2 |
1,745.6090 |
1,745.6090 |
1,839.5753 |
|
| S3 |
1,600.8470 |
1,661.1000 |
1,826.3055 |
|
| S4 |
1,456.0850 |
1,516.3380 |
1,786.4959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,012.5040 |
1,830.1180 |
182.3860 |
9.2% |
66.4856 |
3.3% |
85% |
True |
False |
116,633 |
| 10 |
2,012.5040 |
1,826.0250 |
186.4790 |
9.4% |
70.7314 |
3.6% |
85% |
True |
False |
119,794 |
| 20 |
2,012.5040 |
1,627.2270 |
385.2770 |
19.4% |
74.3400 |
3.7% |
93% |
True |
False |
139,282 |
| 40 |
2,012.5040 |
1,627.2270 |
385.2770 |
19.4% |
65.5652 |
3.3% |
93% |
True |
False |
120,067 |
| 60 |
2,121.7530 |
1,627.2270 |
494.5260 |
24.9% |
73.1604 |
3.7% |
72% |
False |
False |
155,431 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
25.7% |
76.8417 |
3.9% |
70% |
False |
False |
169,650 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
38.5% |
78.8284 |
4.0% |
80% |
False |
False |
191,094 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
38.5% |
78.9087 |
4.0% |
80% |
False |
False |
208,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.8148 |
|
2.618 |
2,402.0074 |
|
1.618 |
2,253.2284 |
|
1.000 |
2,161.2830 |
|
0.618 |
2,104.4494 |
|
HIGH |
2,012.5040 |
|
0.618 |
1,955.6704 |
|
0.500 |
1,938.1145 |
|
0.382 |
1,920.5586 |
|
LOW |
1,863.7250 |
|
0.618 |
1,771.7796 |
|
1.000 |
1,714.9460 |
|
1.618 |
1,623.0006 |
|
2.618 |
1,474.2216 |
|
4.250 |
1,231.4143 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,969.3555 |
1,969.2720 |
| PP |
1,953.7350 |
1,953.5680 |
| S1 |
1,938.1145 |
1,937.8640 |
|