| 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 |
1,976.2 |
2,000.9 |
24.7 |
1.2% |
1,965.5 |
| High |
2,003.7 |
2,006.8 |
3.1 |
0.2% |
1,981.4 |
| Low |
1,976.2 |
1,995.5 |
19.3 |
1.0% |
1,947.2 |
| Close |
2,000.4 |
2,002.5 |
2.1 |
0.1% |
1,971.2 |
| Range |
27.5 |
11.3 |
-16.2 |
-58.9% |
34.2 |
| ATR |
22.6 |
21.8 |
-0.8 |
-3.6% |
0.0 |
| Volume |
44,240 |
51,410 |
7,170 |
16.2% |
62,833 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.5 |
2,030.3 |
2,008.7 |
|
| R3 |
2,024.2 |
2,019.0 |
2,005.6 |
|
| R2 |
2,012.9 |
2,012.9 |
2,004.6 |
|
| R1 |
2,007.7 |
2,007.7 |
2,003.5 |
2,010.3 |
| PP |
2,001.6 |
2,001.6 |
2,001.6 |
2,002.9 |
| S1 |
1,996.4 |
1,996.4 |
2,001.5 |
1,999.0 |
| S2 |
1,990.3 |
1,990.3 |
2,000.4 |
|
| S3 |
1,979.0 |
1,985.1 |
1,999.4 |
|
| S4 |
1,967.7 |
1,973.8 |
1,996.3 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.2 |
2,054.4 |
1,990.0 |
|
| R3 |
2,035.0 |
2,020.2 |
1,980.6 |
|
| R2 |
2,000.8 |
2,000.8 |
1,977.5 |
|
| R1 |
1,986.0 |
1,986.0 |
1,974.3 |
1,993.4 |
| PP |
1,966.6 |
1,966.6 |
1,966.6 |
1,970.3 |
| S1 |
1,951.8 |
1,951.8 |
1,968.1 |
1,959.2 |
| S2 |
1,932.4 |
1,932.4 |
1,964.9 |
|
| S3 |
1,898.2 |
1,917.6 |
1,961.8 |
|
| S4 |
1,864.0 |
1,883.4 |
1,952.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.8 |
1,954.3 |
52.5 |
2.6% |
18.6 |
0.9% |
92% |
True |
False |
41,673 |
| 10 |
2,006.8 |
1,939.2 |
67.6 |
3.4% |
20.4 |
1.0% |
94% |
True |
False |
27,047 |
| 20 |
2,019.1 |
1,939.2 |
79.9 |
4.0% |
21.2 |
1.1% |
79% |
False |
False |
16,398 |
| 40 |
2,079.5 |
1,939.2 |
140.3 |
7.0% |
23.3 |
1.2% |
45% |
False |
False |
9,674 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.4 |
1.2% |
33% |
False |
False |
7,201 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
26.2 |
1.3% |
33% |
False |
False |
5,888 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.9 |
1.3% |
48% |
False |
False |
4,905 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.5 |
1.3% |
48% |
False |
False |
4,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,054.8 |
|
2.618 |
2,036.4 |
|
1.618 |
2,025.1 |
|
1.000 |
2,018.1 |
|
0.618 |
2,013.8 |
|
HIGH |
2,006.8 |
|
0.618 |
2,002.5 |
|
0.500 |
2,001.2 |
|
0.382 |
1,999.8 |
|
LOW |
1,995.5 |
|
0.618 |
1,988.5 |
|
1.000 |
1,984.2 |
|
1.618 |
1,977.2 |
|
2.618 |
1,965.9 |
|
4.250 |
1,947.5 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.1 |
1,997.6 |
| PP |
2,001.6 |
1,992.6 |
| S1 |
2,001.2 |
1,987.7 |
|