| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
31,115 |
31,350 |
235 |
0.8% |
31,140 |
| High |
31,295 |
31,355 |
60 |
0.2% |
31,625 |
| Low |
31,045 |
30,195 |
-850 |
-2.7% |
30,865 |
| Close |
31,170 |
30,305 |
-865 |
-2.8% |
31,170 |
| Range |
250 |
1,160 |
910 |
364.0% |
760 |
| ATR |
901 |
919 |
19 |
2.1% |
0 |
| Volume |
1 |
3 |
2 |
200.0% |
14 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,098 |
33,362 |
30,943 |
|
| R3 |
32,938 |
32,202 |
30,624 |
|
| R2 |
31,778 |
31,778 |
30,518 |
|
| R1 |
31,042 |
31,042 |
30,411 |
30,830 |
| PP |
30,618 |
30,618 |
30,618 |
30,513 |
| S1 |
29,882 |
29,882 |
30,199 |
29,670 |
| S2 |
29,458 |
29,458 |
30,092 |
|
| S3 |
28,298 |
28,722 |
29,986 |
|
| S4 |
27,138 |
27,562 |
29,667 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,500 |
33,095 |
31,588 |
|
| R3 |
32,740 |
32,335 |
31,379 |
|
| R2 |
31,980 |
31,980 |
31,309 |
|
| R1 |
31,575 |
31,575 |
31,240 |
31,778 |
| PP |
31,220 |
31,220 |
31,220 |
31,321 |
| S1 |
30,815 |
30,815 |
31,100 |
31,018 |
| S2 |
30,460 |
30,460 |
31,031 |
|
| S3 |
29,700 |
30,055 |
30,961 |
|
| S4 |
28,940 |
29,295 |
30,752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31,625 |
30,195 |
1,430 |
4.7% |
591 |
2.0% |
8% |
False |
True |
3 |
| 10 |
33,240 |
30,195 |
3,045 |
10.0% |
552 |
1.8% |
4% |
False |
True |
1 |
| 20 |
33,240 |
30,195 |
3,045 |
10.0% |
619 |
2.0% |
4% |
False |
True |
1 |
| 40 |
33,240 |
25,610 |
7,630 |
25.2% |
682 |
2.3% |
62% |
False |
False |
3 |
| 60 |
33,240 |
25,610 |
7,630 |
25.2% |
551 |
1.8% |
62% |
False |
False |
2 |
| 80 |
33,240 |
25,610 |
7,630 |
25.2% |
515 |
1.7% |
62% |
False |
False |
1 |
| 100 |
33,240 |
20,265 |
12,975 |
42.8% |
446 |
1.5% |
77% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,285 |
|
2.618 |
34,392 |
|
1.618 |
33,232 |
|
1.000 |
32,515 |
|
0.618 |
32,072 |
|
HIGH |
31,355 |
|
0.618 |
30,912 |
|
0.500 |
30,775 |
|
0.382 |
30,638 |
|
LOW |
30,195 |
|
0.618 |
29,478 |
|
1.000 |
29,035 |
|
1.618 |
28,318 |
|
2.618 |
27,158 |
|
4.250 |
25,265 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
30,775 |
30,910 |
| PP |
30,618 |
30,708 |
| S1 |
30,462 |
30,507 |
|