| Trading Metrics calculated at close of trading on 26-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,995.7 |
2,005.0 |
9.3 |
0.5% |
1,998.2 |
| High |
2,006.2 |
2,019.3 |
13.1 |
0.7% |
2,028.6 |
| Low |
1,990.6 |
2,002.1 |
11.5 |
0.6% |
1,987.9 |
| Close |
2,002.8 |
2,009.5 |
6.7 |
0.3% |
2,005.3 |
| Range |
15.6 |
17.2 |
1.6 |
10.3% |
40.7 |
| ATR |
19.8 |
19.6 |
-0.2 |
-0.9% |
0.0 |
| Volume |
82,443 |
104,370 |
21,927 |
26.6% |
183,851 |
|
| Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.9 |
2,052.9 |
2,019.0 |
|
| R3 |
2,044.7 |
2,035.7 |
2,014.2 |
|
| R2 |
2,027.5 |
2,027.5 |
2,012.7 |
|
| R1 |
2,018.5 |
2,018.5 |
2,011.1 |
2,023.0 |
| PP |
2,010.3 |
2,010.3 |
2,010.3 |
2,012.6 |
| S1 |
2,001.3 |
2,001.3 |
2,007.9 |
2,005.8 |
| S2 |
1,993.1 |
1,993.1 |
2,006.3 |
|
| S3 |
1,975.9 |
1,984.1 |
2,004.8 |
|
| S4 |
1,958.7 |
1,966.9 |
2,000.0 |
|
|
| 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 |
1,990.6 |
38.0 |
1.9% |
17.2 |
0.9% |
50% |
False |
False |
66,901 |
| 10 |
2,028.6 |
1,987.9 |
40.7 |
2.0% |
16.5 |
0.8% |
53% |
False |
False |
56,786 |
| 20 |
2,028.6 |
1,939.2 |
89.4 |
4.4% |
18.6 |
0.9% |
79% |
False |
False |
39,803 |
| 40 |
2,039.0 |
1,939.2 |
99.8 |
5.0% |
21.5 |
1.1% |
70% |
False |
False |
22,068 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.3 |
1.2% |
37% |
False |
False |
15,650 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.4 |
1.2% |
37% |
False |
False |
12,203 |
| 100 |
2,129.7 |
1,885.2 |
244.5 |
12.2% |
25.8 |
1.3% |
51% |
False |
False |
10,035 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
25.2 |
1.3% |
51% |
False |
False |
8,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,092.4 |
|
2.618 |
2,064.3 |
|
1.618 |
2,047.1 |
|
1.000 |
2,036.5 |
|
0.618 |
2,029.9 |
|
HIGH |
2,019.3 |
|
0.618 |
2,012.7 |
|
0.500 |
2,010.7 |
|
0.382 |
2,008.7 |
|
LOW |
2,002.1 |
|
0.618 |
1,991.5 |
|
1.000 |
1,984.9 |
|
1.618 |
1,974.3 |
|
2.618 |
1,957.1 |
|
4.250 |
1,929.0 |
|
|
| Fisher Pivots for day following 26-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.7 |
2,008.0 |
| PP |
2,010.3 |
2,006.5 |
| S1 |
2,009.9 |
2,005.0 |
|