Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,960.48 |
1,955.57 |
-4.91 |
-0.3% |
1,925.88 |
High |
1,963.19 |
1,959.54 |
-3.65 |
-0.2% |
1,963.19 |
Low |
1,952.98 |
1,946.77 |
-6.21 |
-0.3% |
1,913.74 |
Close |
1,955.40 |
1,955.01 |
-0.39 |
0.0% |
1,955.40 |
Range |
10.21 |
12.77 |
2.56 |
25.1% |
49.45 |
ATR |
18.83 |
18.39 |
-0.43 |
-2.3% |
0.00 |
Volume |
5,731 |
5,659 |
-72 |
-1.3% |
28,810 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.08 |
1,986.32 |
1,962.03 |
|
R3 |
1,979.31 |
1,973.55 |
1,958.52 |
|
R2 |
1,966.54 |
1,966.54 |
1,957.35 |
|
R1 |
1,960.78 |
1,960.78 |
1,956.18 |
1,957.28 |
PP |
1,953.77 |
1,953.77 |
1,953.77 |
1,952.02 |
S1 |
1,948.01 |
1,948.01 |
1,953.84 |
1,944.51 |
S2 |
1,941.00 |
1,941.00 |
1,952.67 |
|
S3 |
1,928.23 |
1,935.24 |
1,951.50 |
|
S4 |
1,915.46 |
1,922.47 |
1,947.99 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.46 |
2,073.38 |
1,982.60 |
|
R3 |
2,043.01 |
2,023.93 |
1,969.00 |
|
R2 |
1,993.56 |
1,993.56 |
1,964.47 |
|
R1 |
1,974.48 |
1,974.48 |
1,959.93 |
1,984.02 |
PP |
1,944.11 |
1,944.11 |
1,944.11 |
1,948.88 |
S1 |
1,925.03 |
1,925.03 |
1,950.87 |
1,934.57 |
S2 |
1,894.66 |
1,894.66 |
1,946.33 |
|
S3 |
1,845.21 |
1,875.58 |
1,941.80 |
|
S4 |
1,795.76 |
1,826.13 |
1,928.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,963.19 |
1,924.66 |
38.53 |
2.0% |
14.34 |
0.7% |
79% |
False |
False |
5,760 |
10 |
1,963.19 |
1,903.75 |
59.44 |
3.0% |
17.08 |
0.9% |
86% |
False |
False |
5,755 |
20 |
1,967.26 |
1,894.13 |
73.13 |
3.7% |
17.52 |
0.9% |
83% |
False |
False |
5,719 |
40 |
1,985.48 |
1,894.13 |
91.35 |
4.7% |
20.44 |
1.0% |
67% |
False |
False |
5,682 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
21.56 |
1.1% |
37% |
False |
False |
5,601 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
23.17 |
1.2% |
37% |
False |
False |
5,543 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
24.01 |
1.2% |
59% |
False |
False |
5,521 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.9% |
23.89 |
1.2% |
59% |
False |
False |
5,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.81 |
2.618 |
1,992.97 |
1.618 |
1,980.20 |
1.000 |
1,972.31 |
0.618 |
1,967.43 |
HIGH |
1,959.54 |
0.618 |
1,954.66 |
0.500 |
1,953.16 |
0.382 |
1,951.65 |
LOW |
1,946.77 |
0.618 |
1,938.88 |
1.000 |
1,934.00 |
1.618 |
1,926.11 |
2.618 |
1,913.34 |
4.250 |
1,892.50 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,954.39 |
1,955.00 |
PP |
1,953.77 |
1,954.99 |
S1 |
1,953.16 |
1,954.98 |
|