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 |
1,978.85 |
1,976.95 |
-1.90 |
-0.1% |
1,925.88 |
High |
1,980.37 |
1,987.26 |
6.89 |
0.3% |
1,963.19 |
Low |
1,971.43 |
1,966.10 |
-5.33 |
-0.3% |
1,913.74 |
Close |
1,976.86 |
1,969.66 |
-7.20 |
-0.4% |
1,955.40 |
Range |
8.94 |
21.16 |
12.22 |
136.7% |
49.45 |
ATR |
18.40 |
18.60 |
0.20 |
1.1% |
0.00 |
Volume |
5,836 |
5,747 |
-89 |
-1.5% |
28,810 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,037.82 |
2,024.90 |
1,981.30 |
|
R3 |
2,016.66 |
2,003.74 |
1,975.48 |
|
R2 |
1,995.50 |
1,995.50 |
1,973.54 |
|
R1 |
1,982.58 |
1,982.58 |
1,971.60 |
1,978.46 |
PP |
1,974.34 |
1,974.34 |
1,974.34 |
1,972.28 |
S1 |
1,961.42 |
1,961.42 |
1,967.72 |
1,957.30 |
S2 |
1,953.18 |
1,953.18 |
1,965.78 |
|
S3 |
1,932.02 |
1,940.26 |
1,963.84 |
|
S4 |
1,910.86 |
1,919.10 |
1,958.02 |
|
|
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 |
1,987.26 |
1,946.77 |
40.49 |
2.1% |
16.35 |
0.8% |
57% |
True |
False |
5,728 |
10 |
1,987.26 |
1,909.90 |
77.36 |
3.9% |
16.83 |
0.9% |
77% |
True |
False |
5,754 |
20 |
1,987.26 |
1,894.13 |
93.13 |
4.7% |
17.79 |
0.9% |
81% |
True |
False |
5,734 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.7% |
20.12 |
1.0% |
81% |
True |
False |
5,689 |
60 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
21.47 |
1.1% |
46% |
False |
False |
5,616 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.4% |
22.67 |
1.2% |
46% |
False |
False |
5,565 |
100 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
24.08 |
1.2% |
64% |
False |
False |
5,526 |
120 |
2,059.31 |
1,807.12 |
252.19 |
12.8% |
23.80 |
1.2% |
64% |
False |
False |
5,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.19 |
2.618 |
2,042.66 |
1.618 |
2,021.50 |
1.000 |
2,008.42 |
0.618 |
2,000.34 |
HIGH |
1,987.26 |
0.618 |
1,979.18 |
0.500 |
1,976.68 |
0.382 |
1,974.18 |
LOW |
1,966.10 |
0.618 |
1,953.02 |
1.000 |
1,944.94 |
1.618 |
1,931.86 |
2.618 |
1,910.70 |
4.250 |
1,876.17 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,976.68 |
1,971.01 |
PP |
1,974.34 |
1,970.56 |
S1 |
1,972.00 |
1,970.11 |
|