| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,258.00 |
15,457.75 |
199.75 |
1.3% |
15,331.00 |
| High |
15,507.75 |
15,741.25 |
233.50 |
1.5% |
15,432.00 |
| Low |
15,254.50 |
15,456.50 |
202.00 |
1.3% |
15,111.50 |
| Close |
15,444.75 |
15,711.50 |
266.75 |
1.7% |
15,181.75 |
| Range |
253.25 |
284.75 |
31.50 |
12.4% |
320.50 |
| ATR |
220.60 |
226.02 |
5.42 |
2.5% |
0.00 |
| Volume |
649,433 |
563,935 |
-85,498 |
-13.2% |
1,914,721 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,490.75 |
16,385.75 |
15,868.00 |
|
| R3 |
16,206.00 |
16,101.00 |
15,789.75 |
|
| R2 |
15,921.25 |
15,921.25 |
15,763.75 |
|
| R1 |
15,816.25 |
15,816.25 |
15,737.50 |
15,868.75 |
| PP |
15,636.50 |
15,636.50 |
15,636.50 |
15,662.50 |
| S1 |
15,531.50 |
15,531.50 |
15,685.50 |
15,584.00 |
| S2 |
15,351.75 |
15,351.75 |
15,659.25 |
|
| S3 |
15,067.00 |
15,246.75 |
15,633.25 |
|
| S4 |
14,782.25 |
14,962.00 |
15,555.00 |
|
|
| 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 |
15,741.25 |
15,063.25 |
678.00 |
4.3% |
210.00 |
1.3% |
96% |
True |
False |
586,215 |
| 10 |
15,741.25 |
15,028.50 |
712.75 |
4.5% |
201.75 |
1.3% |
96% |
True |
False |
541,426 |
| 20 |
15,741.25 |
14,853.50 |
887.75 |
5.7% |
232.00 |
1.5% |
97% |
True |
False |
596,218 |
| 40 |
15,741.25 |
13,580.25 |
2,161.00 |
13.8% |
231.25 |
1.5% |
99% |
True |
False |
337,772 |
| 60 |
15,741.25 |
12,944.50 |
2,796.75 |
17.8% |
214.50 |
1.4% |
99% |
True |
False |
225,418 |
| 80 |
15,741.25 |
12,772.50 |
2,968.75 |
18.9% |
215.25 |
1.4% |
99% |
True |
False |
169,196 |
| 100 |
15,741.25 |
11,929.25 |
3,812.00 |
24.3% |
221.00 |
1.4% |
99% |
True |
False |
135,389 |
| 120 |
15,741.25 |
11,868.25 |
3,873.00 |
24.7% |
226.00 |
1.4% |
99% |
True |
False |
112,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,951.50 |
|
2.618 |
16,486.75 |
|
1.618 |
16,202.00 |
|
1.000 |
16,026.00 |
|
0.618 |
15,917.25 |
|
HIGH |
15,741.25 |
|
0.618 |
15,632.50 |
|
0.500 |
15,599.00 |
|
0.382 |
15,565.25 |
|
LOW |
15,456.50 |
|
0.618 |
15,280.50 |
|
1.000 |
15,171.75 |
|
1.618 |
14,995.75 |
|
2.618 |
14,711.00 |
|
4.250 |
14,246.25 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,674.00 |
15,616.00 |
| PP |
15,636.50 |
15,520.75 |
| S1 |
15,599.00 |
15,425.50 |
|