| 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 |
2,019.0 |
2,010.9 |
-8.1 |
-0.4% |
1,998.2 |
| High |
2,028.6 |
2,014.6 |
-14.0 |
-0.7% |
2,028.6 |
| Low |
2,006.5 |
1,997.7 |
-8.8 |
-0.4% |
1,987.9 |
| Close |
2,009.8 |
2,005.3 |
-4.5 |
-0.2% |
2,005.3 |
| Range |
22.1 |
16.9 |
-5.2 |
-23.5% |
40.7 |
| ATR |
20.8 |
20.5 |
-0.3 |
-1.3% |
0.0 |
| Volume |
35,085 |
34,620 |
-465 |
-1.3% |
183,851 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.6 |
2,047.8 |
2,014.6 |
|
| R3 |
2,039.7 |
2,030.9 |
2,009.9 |
|
| R2 |
2,022.8 |
2,022.8 |
2,008.4 |
|
| R1 |
2,014.0 |
2,014.0 |
2,006.8 |
2,010.0 |
| PP |
2,005.9 |
2,005.9 |
2,005.9 |
2,003.8 |
| S1 |
1,997.1 |
1,997.1 |
2,003.8 |
1,993.1 |
| S2 |
1,989.0 |
1,989.0 |
2,002.2 |
|
| S3 |
1,972.1 |
1,980.2 |
2,000.7 |
|
| S4 |
1,955.2 |
1,963.3 |
1,996.0 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.4 |
2,108.0 |
2,027.7 |
|
| R3 |
2,088.7 |
2,067.3 |
2,016.5 |
|
| R2 |
2,048.0 |
2,048.0 |
2,012.8 |
|
| R1 |
2,026.6 |
2,026.6 |
2,009.0 |
2,037.3 |
| PP |
2,007.3 |
2,007.3 |
2,007.3 |
2,012.6 |
| S1 |
1,985.9 |
1,985.9 |
2,001.6 |
1,996.6 |
| S2 |
1,966.6 |
1,966.6 |
1,997.8 |
|
| S3 |
1,925.9 |
1,945.2 |
1,994.1 |
|
| S4 |
1,885.2 |
1,904.5 |
1,982.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,028.6 |
1,987.9 |
40.7 |
2.0% |
18.8 |
0.9% |
43% |
False |
False |
36,770 |
| 10 |
2,028.6 |
1,956.6 |
72.0 |
3.6% |
17.5 |
0.9% |
68% |
False |
False |
44,134 |
| 20 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
19.3 |
1.0% |
74% |
False |
False |
27,754 |
| 40 |
2,043.2 |
1,939.2 |
104.0 |
5.2% |
22.2 |
1.1% |
64% |
False |
False |
15,663 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.7 |
1.2% |
35% |
False |
False |
11,298 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.8 |
1.2% |
35% |
False |
False |
8,921 |
| 100 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.9 |
1.3% |
49% |
False |
False |
7,401 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
25.4 |
1.3% |
49% |
False |
False |
6,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.4 |
|
2.618 |
2,058.8 |
|
1.618 |
2,041.9 |
|
1.000 |
2,031.5 |
|
0.618 |
2,025.0 |
|
HIGH |
2,014.6 |
|
0.618 |
2,008.1 |
|
0.500 |
2,006.2 |
|
0.382 |
2,004.2 |
|
LOW |
1,997.7 |
|
0.618 |
1,987.3 |
|
1.000 |
1,980.8 |
|
1.618 |
1,970.4 |
|
2.618 |
1,953.5 |
|
4.250 |
1,925.9 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.2 |
2,013.2 |
| PP |
2,005.9 |
2,010.5 |
| S1 |
2,005.6 |
2,007.9 |
|