| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,429.58 |
15,616.48 |
186.90 |
1.2% |
15,035.28 |
| High |
15,602.74 |
15,720.06 |
117.32 |
0.8% |
15,720.06 |
| Low |
15,420.71 |
15,531.00 |
110.29 |
0.7% |
14,924.64 |
| Close |
15,571.98 |
15,565.60 |
-6.38 |
0.0% |
15,565.60 |
| Range |
182.03 |
189.06 |
7.03 |
3.9% |
795.42 |
| ATR |
205.07 |
203.93 |
-1.14 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,172.73 |
16,058.23 |
15,669.58 |
|
| R3 |
15,983.67 |
15,869.17 |
15,617.59 |
|
| R2 |
15,794.61 |
15,794.61 |
15,600.26 |
|
| R1 |
15,680.11 |
15,680.11 |
15,582.93 |
15,642.83 |
| PP |
15,605.55 |
15,605.55 |
15,605.55 |
15,586.92 |
| S1 |
15,491.05 |
15,491.05 |
15,548.27 |
15,453.77 |
| S2 |
15,416.49 |
15,416.49 |
15,530.94 |
|
| S3 |
15,227.43 |
15,301.99 |
15,513.61 |
|
| S4 |
15,038.37 |
15,112.93 |
15,461.62 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,789.69 |
17,473.07 |
16,003.08 |
|
| R3 |
16,994.27 |
16,677.65 |
15,784.34 |
|
| R2 |
16,198.85 |
16,198.85 |
15,711.43 |
|
| R1 |
15,882.23 |
15,882.23 |
15,638.51 |
16,040.54 |
| PP |
15,403.43 |
15,403.43 |
15,403.43 |
15,482.59 |
| S1 |
15,086.81 |
15,086.81 |
15,492.69 |
15,245.12 |
| S2 |
14,608.01 |
14,608.01 |
15,419.77 |
|
| S3 |
13,812.59 |
14,291.39 |
15,346.86 |
|
| S4 |
13,017.17 |
13,495.97 |
15,128.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,720.06 |
14,924.64 |
795.42 |
5.1% |
165.51 |
1.1% |
81% |
True |
False |
|
| 10 |
15,720.06 |
14,924.64 |
795.42 |
5.1% |
146.70 |
0.9% |
81% |
True |
False |
|
| 20 |
15,720.06 |
14,687.02 |
1,033.04 |
6.6% |
180.53 |
1.2% |
85% |
True |
False |
|
| 40 |
15,720.06 |
13,419.35 |
2,300.71 |
14.8% |
186.58 |
1.2% |
93% |
True |
False |
|
| 60 |
15,720.06 |
12,724.62 |
2,995.44 |
19.2% |
175.38 |
1.1% |
95% |
True |
False |
|
| 80 |
15,720.06 |
12,517.87 |
3,202.19 |
20.6% |
177.07 |
1.1% |
95% |
True |
False |
|
| 100 |
15,720.06 |
11,695.41 |
4,024.65 |
25.9% |
184.58 |
1.2% |
96% |
True |
False |
|
| 120 |
15,720.06 |
11,550.07 |
4,169.99 |
26.8% |
194.19 |
1.2% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,523.57 |
|
2.618 |
16,215.02 |
|
1.618 |
16,025.96 |
|
1.000 |
15,909.12 |
|
0.618 |
15,836.90 |
|
HIGH |
15,720.06 |
|
0.618 |
15,647.84 |
|
0.500 |
15,625.53 |
|
0.382 |
15,603.22 |
|
LOW |
15,531.00 |
|
0.618 |
15,414.16 |
|
1.000 |
15,341.94 |
|
1.618 |
15,225.10 |
|
2.618 |
15,036.04 |
|
4.250 |
14,727.50 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,625.53 |
15,532.03 |
| PP |
15,605.55 |
15,498.46 |
| S1 |
15,585.58 |
15,464.89 |
|