| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
32,085 |
31,845 |
-240 |
-0.7% |
32,705 |
| High |
32,250 |
31,845 |
-405 |
-1.3% |
32,910 |
| Low |
31,300 |
31,660 |
360 |
1.2% |
31,085 |
| Close |
32,085 |
31,845 |
-240 |
-0.7% |
31,425 |
| Range |
950 |
185 |
-765 |
-80.5% |
1,825 |
| ATR |
1,050 |
1,006 |
-45 |
-4.3% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,338 |
32,277 |
31,947 |
|
| R3 |
32,153 |
32,092 |
31,896 |
|
| R2 |
31,968 |
31,968 |
31,879 |
|
| R1 |
31,907 |
31,907 |
31,862 |
31,938 |
| PP |
31,783 |
31,783 |
31,783 |
31,799 |
| S1 |
31,722 |
31,722 |
31,828 |
31,753 |
| S2 |
31,598 |
31,598 |
31,811 |
|
| S3 |
31,413 |
31,537 |
31,794 |
|
| S4 |
31,228 |
31,352 |
31,743 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,282 |
36,178 |
32,429 |
|
| R3 |
35,457 |
34,353 |
31,927 |
|
| R2 |
33,632 |
33,632 |
31,760 |
|
| R1 |
32,528 |
32,528 |
31,592 |
32,168 |
| PP |
31,807 |
31,807 |
31,807 |
31,626 |
| S1 |
30,703 |
30,703 |
31,258 |
30,343 |
| S2 |
29,982 |
29,982 |
31,090 |
|
| S3 |
28,157 |
28,878 |
30,923 |
|
| S4 |
26,332 |
27,053 |
30,421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32,910 |
31,085 |
1,825 |
5.7% |
726 |
2.3% |
42% |
False |
False |
|
| 10 |
32,910 |
30,840 |
2,070 |
6.5% |
640 |
2.0% |
49% |
False |
False |
1 |
| 20 |
32,910 |
25,610 |
7,300 |
22.9% |
708 |
2.2% |
85% |
False |
False |
4 |
| 40 |
32,910 |
25,610 |
7,300 |
22.9% |
650 |
2.0% |
85% |
False |
False |
2 |
| 60 |
32,910 |
25,610 |
7,300 |
22.9% |
546 |
1.7% |
85% |
False |
False |
2 |
| 80 |
32,910 |
25,610 |
7,300 |
22.9% |
478 |
1.5% |
85% |
False |
False |
1 |
| 100 |
32,910 |
20,265 |
12,645 |
39.7% |
444 |
1.4% |
92% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
32,631 |
|
2.618 |
32,329 |
|
1.618 |
32,144 |
|
1.000 |
32,030 |
|
0.618 |
31,959 |
|
HIGH |
31,845 |
|
0.618 |
31,774 |
|
0.500 |
31,753 |
|
0.382 |
31,731 |
|
LOW |
31,660 |
|
0.618 |
31,546 |
|
1.000 |
31,475 |
|
1.618 |
31,361 |
|
2.618 |
31,176 |
|
4.250 |
30,874 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
31,814 |
31,786 |
| PP |
31,783 |
31,727 |
| S1 |
31,753 |
31,668 |
|