Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,198.50 |
15,195.75 |
-2.75 |
0.0% |
15,331.00 |
High |
15,218.25 |
15,278.75 |
60.50 |
0.4% |
15,432.00 |
Low |
15,063.25 |
15,109.50 |
46.25 |
0.3% |
15,111.50 |
Close |
15,187.00 |
15,260.00 |
73.00 |
0.5% |
15,181.75 |
Range |
155.00 |
169.25 |
14.25 |
9.2% |
320.50 |
ATR |
221.84 |
218.09 |
-3.76 |
-1.7% |
0.00 |
Volume |
609,953 |
552,637 |
-57,316 |
-9.4% |
1,914,721 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,723.75 |
15,661.25 |
15,353.00 |
|
R3 |
15,554.50 |
15,492.00 |
15,306.50 |
|
R2 |
15,385.25 |
15,385.25 |
15,291.00 |
|
R1 |
15,322.75 |
15,322.75 |
15,275.50 |
15,354.00 |
PP |
15,216.00 |
15,216.00 |
15,216.00 |
15,231.75 |
S1 |
15,153.50 |
15,153.50 |
15,244.50 |
15,184.75 |
S2 |
15,046.75 |
15,046.75 |
15,229.00 |
|
S3 |
14,877.50 |
14,984.25 |
15,213.50 |
|
S4 |
14,708.25 |
14,815.00 |
15,167.00 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,203.25 |
16,013.00 |
15,358.00 |
|
R3 |
15,882.75 |
15,692.50 |
15,270.00 |
|
R2 |
15,562.25 |
15,562.25 |
15,240.50 |
|
R1 |
15,372.00 |
15,372.00 |
15,211.25 |
15,307.00 |
PP |
15,241.75 |
15,241.75 |
15,241.75 |
15,209.25 |
S1 |
15,051.50 |
15,051.50 |
15,152.25 |
14,986.50 |
S2 |
14,921.25 |
14,921.25 |
15,123.00 |
|
S3 |
14,600.75 |
14,731.00 |
15,093.50 |
|
S4 |
14,280.25 |
14,410.50 |
15,005.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,432.00 |
15,063.25 |
368.75 |
2.4% |
188.50 |
1.2% |
53% |
False |
False |
562,449 |
10 |
15,432.00 |
14,862.25 |
569.75 |
3.7% |
195.50 |
1.3% |
70% |
False |
False |
543,224 |
20 |
15,475.50 |
14,732.00 |
743.50 |
4.9% |
228.50 |
1.5% |
71% |
False |
False |
598,368 |
40 |
15,475.50 |
13,460.50 |
2,015.00 |
13.2% |
225.50 |
1.5% |
89% |
False |
False |
307,485 |
60 |
15,475.50 |
12,944.50 |
2,531.00 |
16.6% |
211.00 |
1.4% |
91% |
False |
False |
205,208 |
80 |
15,475.50 |
12,653.00 |
2,822.50 |
18.5% |
214.00 |
1.4% |
92% |
False |
False |
154,047 |
100 |
15,475.50 |
11,929.25 |
3,546.25 |
23.2% |
219.75 |
1.4% |
94% |
False |
False |
123,256 |
120 |
15,475.50 |
11,562.00 |
3,913.50 |
25.6% |
224.50 |
1.5% |
94% |
False |
False |
102,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,998.00 |
2.618 |
15,721.75 |
1.618 |
15,552.50 |
1.000 |
15,448.00 |
0.618 |
15,383.25 |
HIGH |
15,278.75 |
0.618 |
15,214.00 |
0.500 |
15,194.00 |
0.382 |
15,174.25 |
LOW |
15,109.50 |
0.618 |
15,005.00 |
1.000 |
14,940.25 |
1.618 |
14,835.75 |
2.618 |
14,666.50 |
4.250 |
14,390.25 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,238.00 |
15,243.75 |
PP |
15,216.00 |
15,227.75 |
S1 |
15,194.00 |
15,211.50 |
|