| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,157.0 |
16,181.0 |
24.0 |
0.1% |
15,732.0 |
| High |
16,211.0 |
16,254.0 |
43.0 |
0.3% |
16,292.0 |
| Low |
16,092.0 |
16,126.0 |
34.0 |
0.2% |
15,648.0 |
| Close |
16,172.0 |
16,236.0 |
64.0 |
0.4% |
16,209.0 |
| Range |
119.0 |
128.0 |
9.0 |
7.6% |
644.0 |
| ATR |
186.1 |
181.9 |
-4.1 |
-2.2% |
0.0 |
| Volume |
42,897 |
41,625 |
-1,272 |
-3.0% |
285,373 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,589.3 |
16,540.7 |
16,306.4 |
|
| R3 |
16,461.3 |
16,412.7 |
16,271.2 |
|
| R2 |
16,333.3 |
16,333.3 |
16,259.5 |
|
| R1 |
16,284.7 |
16,284.7 |
16,247.7 |
16,309.0 |
| PP |
16,205.3 |
16,205.3 |
16,205.3 |
16,217.5 |
| S1 |
16,156.7 |
16,156.7 |
16,224.3 |
16,181.0 |
| S2 |
16,077.3 |
16,077.3 |
16,212.5 |
|
| S3 |
15,949.3 |
16,028.7 |
16,200.8 |
|
| S4 |
15,821.3 |
15,900.7 |
16,165.6 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,981.7 |
17,739.3 |
16,563.2 |
|
| R3 |
17,337.7 |
17,095.3 |
16,386.1 |
|
| R2 |
16,693.7 |
16,693.7 |
16,327.1 |
|
| R1 |
16,451.3 |
16,451.3 |
16,268.0 |
16,572.5 |
| PP |
16,049.7 |
16,049.7 |
16,049.7 |
16,110.3 |
| S1 |
15,807.3 |
15,807.3 |
16,150.0 |
15,928.5 |
| S2 |
15,405.7 |
15,405.7 |
16,090.9 |
|
| S3 |
14,761.7 |
15,163.3 |
16,031.9 |
|
| S4 |
14,117.7 |
14,519.3 |
15,854.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,292.0 |
15,909.0 |
383.0 |
2.4% |
154.6 |
1.0% |
85% |
False |
False |
52,043 |
| 10 |
16,292.0 |
15,559.0 |
733.0 |
4.5% |
194.7 |
1.2% |
92% |
False |
False |
58,196 |
| 20 |
16,354.0 |
15,559.0 |
795.0 |
4.9% |
183.5 |
1.1% |
85% |
False |
False |
57,237 |
| 40 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
168.0 |
1.0% |
67% |
False |
False |
34,584 |
| 60 |
16,572.0 |
15,559.0 |
1,013.0 |
6.2% |
146.4 |
0.9% |
67% |
False |
False |
23,070 |
| 80 |
16,572.0 |
15,111.0 |
1,461.0 |
9.0% |
132.3 |
0.8% |
77% |
False |
False |
17,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,798.0 |
|
2.618 |
16,589.1 |
|
1.618 |
16,461.1 |
|
1.000 |
16,382.0 |
|
0.618 |
16,333.1 |
|
HIGH |
16,254.0 |
|
0.618 |
16,205.1 |
|
0.500 |
16,190.0 |
|
0.382 |
16,174.9 |
|
LOW |
16,126.0 |
|
0.618 |
16,046.9 |
|
1.000 |
15,998.0 |
|
1.618 |
15,918.9 |
|
2.618 |
15,790.9 |
|
4.250 |
15,582.0 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,220.7 |
16,215.7 |
| PP |
16,205.3 |
16,195.3 |
| S1 |
16,190.0 |
16,175.0 |
|