| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,872.9340 |
1,984.9300 |
111.9960 |
6.0% |
1,865.5120 |
| High |
2,012.5040 |
2,026.3210 |
13.8170 |
0.7% |
2,026.3210 |
| Low |
1,863.7250 |
1,900.9380 |
37.2130 |
2.0% |
1,843.8020 |
| Close |
1,984.9760 |
1,916.1470 |
-68.8290 |
-3.5% |
1,916.1470 |
| Range |
148.7790 |
125.3830 |
-23.3960 |
-15.7% |
182.5190 |
| ATR |
72.7272 |
76.4883 |
3.7611 |
5.2% |
0.0000 |
| Volume |
318,315 |
308,214 |
-10,101 |
-3.2% |
891,366 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.9510 |
2,245.4320 |
1,985.1077 |
|
| R3 |
2,198.5680 |
2,120.0490 |
1,950.6273 |
|
| R2 |
2,073.1850 |
2,073.1850 |
1,939.1339 |
|
| R1 |
1,994.6660 |
1,994.6660 |
1,927.6404 |
1,971.2340 |
| PP |
1,947.8020 |
1,947.8020 |
1,947.8020 |
1,936.0860 |
| S1 |
1,869.2830 |
1,869.2830 |
1,904.6536 |
1,845.8510 |
| S2 |
1,822.4190 |
1,822.4190 |
1,893.1601 |
|
| S3 |
1,697.0360 |
1,743.9000 |
1,881.6667 |
|
| S4 |
1,571.6530 |
1,618.5170 |
1,847.1864 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.3137 |
2,378.7493 |
2,016.5325 |
|
| R3 |
2,293.7947 |
2,196.2303 |
1,966.3397 |
|
| R2 |
2,111.2757 |
2,111.2757 |
1,949.6088 |
|
| R1 |
2,013.7113 |
2,013.7113 |
1,932.8779 |
2,062.4935 |
| PP |
1,928.7567 |
1,928.7567 |
1,928.7567 |
1,953.1478 |
| S1 |
1,831.1923 |
1,831.1923 |
1,899.4161 |
1,879.9745 |
| S2 |
1,746.2377 |
1,746.2377 |
1,882.6852 |
|
| S3 |
1,563.7187 |
1,648.6733 |
1,865.9543 |
|
| S4 |
1,381.1997 |
1,466.1543 |
1,815.7616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,026.3210 |
1,843.8020 |
182.5190 |
9.5% |
80.2326 |
4.2% |
40% |
True |
False |
178,273 |
| 10 |
2,026.3210 |
1,830.1180 |
196.2030 |
10.2% |
77.9085 |
4.1% |
44% |
True |
False |
137,263 |
| 20 |
2,026.3210 |
1,627.2270 |
399.0940 |
20.8% |
75.0173 |
3.9% |
72% |
True |
False |
154,692 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
20.8% |
67.8857 |
3.5% |
72% |
True |
False |
123,492 |
| 60 |
2,107.1370 |
1,627.2270 |
479.9100 |
25.0% |
74.1809 |
3.9% |
60% |
False |
False |
157,578 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
26.6% |
77.1410 |
4.0% |
57% |
False |
False |
173,460 |
| 100 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.9% |
79.2068 |
4.1% |
71% |
False |
False |
190,508 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.9% |
79.0981 |
4.1% |
71% |
False |
False |
206,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.1988 |
|
2.618 |
2,354.5737 |
|
1.618 |
2,229.1907 |
|
1.000 |
2,151.7040 |
|
0.618 |
2,103.8077 |
|
HIGH |
2,026.3210 |
|
0.618 |
1,978.4247 |
|
0.500 |
1,963.6295 |
|
0.382 |
1,948.8343 |
|
LOW |
1,900.9380 |
|
0.618 |
1,823.4513 |
|
1.000 |
1,775.5550 |
|
1.618 |
1,698.0683 |
|
2.618 |
1,572.6853 |
|
4.250 |
1,368.0603 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,963.6295 |
1,945.0230 |
| PP |
1,947.8020 |
1,935.3977 |
| S1 |
1,931.9745 |
1,925.7723 |
|