| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
2,012.6 |
1,985.3 |
-27.3 |
-1.4% |
2,002.4 |
| High |
2,022.1 |
2,002.0 |
-20.1 |
-1.0% |
2,022.1 |
| Low |
1,981.2 |
1,983.9 |
2.7 |
0.1% |
1,981.2 |
| Close |
1,985.2 |
1,999.9 |
14.7 |
0.7% |
1,999.9 |
| Range |
40.9 |
18.1 |
-22.8 |
-55.7% |
40.9 |
| ATR |
21.1 |
20.9 |
-0.2 |
-1.0% |
0.0 |
| Volume |
189,848 |
159,597 |
-30,251 |
-15.9% |
614,245 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.6 |
2,042.8 |
2,009.9 |
|
| R3 |
2,031.5 |
2,024.7 |
2,004.9 |
|
| R2 |
2,013.4 |
2,013.4 |
2,003.2 |
|
| R1 |
2,006.6 |
2,006.6 |
2,001.6 |
2,010.0 |
| PP |
1,995.3 |
1,995.3 |
1,995.3 |
1,997.0 |
| S1 |
1,988.5 |
1,988.5 |
1,998.2 |
1,991.9 |
| S2 |
1,977.2 |
1,977.2 |
1,996.6 |
|
| S3 |
1,959.1 |
1,970.4 |
1,994.9 |
|
| S4 |
1,941.0 |
1,952.3 |
1,989.9 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.8 |
2,102.7 |
2,022.4 |
|
| R3 |
2,082.9 |
2,061.8 |
2,011.1 |
|
| R2 |
2,042.0 |
2,042.0 |
2,007.4 |
|
| R1 |
2,020.9 |
2,020.9 |
2,003.6 |
2,011.0 |
| PP |
2,001.1 |
2,001.1 |
2,001.1 |
1,996.1 |
| S1 |
1,980.0 |
1,980.0 |
1,996.2 |
1,970.1 |
| S2 |
1,960.2 |
1,960.2 |
1,992.4 |
|
| S3 |
1,919.3 |
1,939.1 |
1,988.7 |
|
| S4 |
1,878.4 |
1,898.2 |
1,977.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,022.1 |
1,981.2 |
40.9 |
2.0% |
21.2 |
1.1% |
46% |
False |
False |
122,849 |
| 10 |
2,028.6 |
1,981.2 |
47.4 |
2.4% |
20.0 |
1.0% |
39% |
False |
False |
79,809 |
| 20 |
2,028.6 |
1,946.7 |
81.9 |
4.1% |
19.8 |
1.0% |
65% |
False |
False |
56,264 |
| 40 |
2,039.0 |
1,939.2 |
99.8 |
5.0% |
21.7 |
1.1% |
61% |
False |
False |
30,668 |
| 60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.1 |
1.2% |
32% |
False |
False |
21,415 |
| 80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.4 |
1.2% |
32% |
False |
False |
16,526 |
| 100 |
2,129.7 |
1,885.2 |
244.5 |
12.2% |
26.2 |
1.3% |
47% |
False |
False |
13,515 |
| 120 |
2,129.7 |
1,883.8 |
245.9 |
12.3% |
24.8 |
1.2% |
47% |
False |
False |
11,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.9 |
|
2.618 |
2,049.4 |
|
1.618 |
2,031.3 |
|
1.000 |
2,020.1 |
|
0.618 |
2,013.2 |
|
HIGH |
2,002.0 |
|
0.618 |
1,995.1 |
|
0.500 |
1,993.0 |
|
0.382 |
1,990.8 |
|
LOW |
1,983.9 |
|
0.618 |
1,972.7 |
|
1.000 |
1,965.8 |
|
1.618 |
1,954.6 |
|
2.618 |
1,936.5 |
|
4.250 |
1,907.0 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.6 |
2,001.7 |
| PP |
1,995.3 |
2,001.1 |
| S1 |
1,993.0 |
2,000.5 |
|