| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,364.0 |
16,327.0 |
-37.0 |
-0.2% |
15,836.0 |
| High |
16,364.0 |
16,327.0 |
-37.0 |
-0.2% |
16,408.0 |
| Low |
16,364.0 |
16,327.0 |
-37.0 |
-0.2% |
15,836.0 |
| Close |
16,364.0 |
16,327.0 |
-37.0 |
-0.2% |
16,364.0 |
| Range |
|
|
|
|
|
| ATR |
142.1 |
134.6 |
-7.5 |
-5.3% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,327.0 |
16,327.0 |
16,327.0 |
|
| R3 |
16,327.0 |
16,327.0 |
16,327.0 |
|
| R2 |
16,327.0 |
16,327.0 |
16,327.0 |
|
| R1 |
16,327.0 |
16,327.0 |
16,327.0 |
16,327.0 |
| PP |
16,327.0 |
16,327.0 |
16,327.0 |
16,327.0 |
| S1 |
16,327.0 |
16,327.0 |
16,327.0 |
16,327.0 |
| S2 |
16,327.0 |
16,327.0 |
16,327.0 |
|
| S3 |
16,327.0 |
16,327.0 |
16,327.0 |
|
| S4 |
16,327.0 |
16,327.0 |
16,327.0 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,918.7 |
17,713.3 |
16,678.6 |
|
| R3 |
17,346.7 |
17,141.3 |
16,521.3 |
|
| R2 |
16,774.7 |
16,774.7 |
16,468.9 |
|
| R1 |
16,569.3 |
16,569.3 |
16,416.4 |
16,672.0 |
| PP |
16,202.7 |
16,202.7 |
16,202.7 |
16,254.0 |
| S1 |
15,997.3 |
15,997.3 |
16,311.6 |
16,100.0 |
| S2 |
15,630.7 |
15,630.7 |
16,259.1 |
|
| S3 |
15,058.7 |
15,425.3 |
16,206.7 |
|
| S4 |
14,486.7 |
14,853.3 |
16,049.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,408.0 |
15,915.0 |
493.0 |
3.0% |
56.2 |
0.3% |
84% |
False |
False |
13 |
| 10 |
16,408.0 |
15,767.0 |
641.0 |
3.9% |
88.2 |
0.5% |
87% |
False |
False |
19 |
| 20 |
16,475.0 |
15,767.0 |
708.0 |
4.3% |
93.2 |
0.6% |
79% |
False |
False |
23 |
| 40 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
66.1 |
0.4% |
60% |
False |
False |
13 |
| 60 |
16,703.0 |
15,767.0 |
936.0 |
5.7% |
53.9 |
0.3% |
60% |
False |
False |
9 |
| 80 |
16,703.0 |
15,337.0 |
1,366.0 |
8.4% |
43.1 |
0.3% |
72% |
False |
False |
7 |
| 100 |
16,703.0 |
15,077.0 |
1,626.0 |
10.0% |
34.9 |
0.2% |
77% |
False |
False |
5 |
| 120 |
16,703.0 |
15,077.0 |
1,626.0 |
10.0% |
29.1 |
0.2% |
77% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,327.0 |
|
2.618 |
16,327.0 |
|
1.618 |
16,327.0 |
|
1.000 |
16,327.0 |
|
0.618 |
16,327.0 |
|
HIGH |
16,327.0 |
|
0.618 |
16,327.0 |
|
0.500 |
16,327.0 |
|
0.382 |
16,327.0 |
|
LOW |
16,327.0 |
|
0.618 |
16,327.0 |
|
1.000 |
16,327.0 |
|
1.618 |
16,327.0 |
|
2.618 |
16,327.0 |
|
4.250 |
16,327.0 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,327.0 |
16,367.5 |
| PP |
16,327.0 |
16,354.0 |
| S1 |
16,327.0 |
16,340.5 |
|