| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
30,265 |
30,165 |
-100 |
-0.3% |
30,685 |
| High |
30,785 |
30,430 |
-355 |
-1.2% |
30,790 |
| Low |
29,860 |
30,050 |
190 |
0.6% |
29,820 |
| Close |
30,085 |
30,210 |
125 |
0.4% |
30,210 |
| Range |
925 |
380 |
-545 |
-58.9% |
970 |
| ATR |
1,121 |
1,068 |
-53 |
-4.7% |
0 |
| Volume |
1,593 |
2,274 |
681 |
42.7% |
5,959 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,370 |
31,170 |
30,419 |
|
| R3 |
30,990 |
30,790 |
30,315 |
|
| R2 |
30,610 |
30,610 |
30,280 |
|
| R1 |
30,410 |
30,410 |
30,245 |
30,510 |
| PP |
30,230 |
30,230 |
30,230 |
30,280 |
| S1 |
30,030 |
30,030 |
30,175 |
30,130 |
| S2 |
29,850 |
29,850 |
30,140 |
|
| S3 |
29,470 |
29,650 |
30,106 |
|
| S4 |
29,090 |
29,270 |
30,001 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,183 |
32,667 |
30,744 |
|
| R3 |
32,213 |
31,697 |
30,477 |
|
| R2 |
31,243 |
31,243 |
30,388 |
|
| R1 |
30,727 |
30,727 |
30,299 |
30,500 |
| PP |
30,273 |
30,273 |
30,273 |
30,160 |
| S1 |
29,757 |
29,757 |
30,121 |
29,530 |
| S2 |
29,303 |
29,303 |
30,032 |
|
| S3 |
28,333 |
28,787 |
29,943 |
|
| S4 |
27,363 |
27,817 |
29,677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,790 |
29,820 |
970 |
3.2% |
668 |
2.2% |
40% |
False |
False |
1,191 |
| 10 |
32,470 |
29,820 |
2,650 |
8.8% |
952 |
3.1% |
15% |
False |
False |
1,048 |
| 20 |
32,470 |
29,820 |
2,650 |
8.8% |
1,073 |
3.6% |
15% |
False |
False |
1,098 |
| 40 |
32,470 |
25,095 |
7,375 |
24.4% |
1,085 |
3.6% |
69% |
False |
False |
582 |
| 60 |
32,470 |
25,095 |
7,375 |
24.4% |
971 |
3.2% |
69% |
False |
False |
389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
32,045 |
|
2.618 |
31,425 |
|
1.618 |
31,045 |
|
1.000 |
30,810 |
|
0.618 |
30,665 |
|
HIGH |
30,430 |
|
0.618 |
30,285 |
|
0.500 |
30,240 |
|
0.382 |
30,195 |
|
LOW |
30,050 |
|
0.618 |
29,815 |
|
1.000 |
29,670 |
|
1.618 |
29,435 |
|
2.618 |
29,055 |
|
4.250 |
28,435 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
30,240 |
30,323 |
| PP |
30,230 |
30,285 |
| S1 |
30,220 |
30,248 |
|