| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,527.79 |
15,730.16 |
202.37 |
1.3% |
15,610.12 |
| High |
15,568.06 |
15,795.51 |
227.45 |
1.5% |
15,932.05 |
| Low |
15,411.91 |
15,416.05 |
4.14 |
0.0% |
15,410.57 |
| Close |
15,499.26 |
15,464.93 |
-34.33 |
-0.2% |
15,425.67 |
| Range |
156.15 |
379.46 |
223.31 |
143.0% |
521.48 |
| ATR |
203.36 |
215.94 |
12.58 |
6.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,697.21 |
16,460.53 |
15,673.63 |
|
| R3 |
16,317.75 |
16,081.07 |
15,569.28 |
|
| R2 |
15,938.29 |
15,938.29 |
15,534.50 |
|
| R1 |
15,701.61 |
15,701.61 |
15,499.71 |
15,630.22 |
| PP |
15,558.83 |
15,558.83 |
15,558.83 |
15,523.14 |
| S1 |
15,322.15 |
15,322.15 |
15,430.15 |
15,250.76 |
| S2 |
15,179.37 |
15,179.37 |
15,395.36 |
|
| S3 |
14,799.91 |
14,942.69 |
15,360.58 |
|
| S4 |
14,420.45 |
14,563.23 |
15,256.23 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,153.87 |
16,811.25 |
15,712.48 |
|
| R3 |
16,632.39 |
16,289.77 |
15,569.08 |
|
| R2 |
16,110.91 |
16,110.91 |
15,521.27 |
|
| R1 |
15,768.29 |
15,768.29 |
15,473.47 |
15,678.86 |
| PP |
15,589.43 |
15,589.43 |
15,589.43 |
15,544.72 |
| S1 |
15,246.81 |
15,246.81 |
15,377.87 |
15,157.38 |
| S2 |
15,067.95 |
15,067.95 |
15,330.07 |
|
| S3 |
14,546.47 |
14,725.33 |
15,282.26 |
|
| S4 |
14,024.99 |
14,203.85 |
15,138.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,795.51 |
15,376.74 |
418.77 |
2.7% |
197.59 |
1.3% |
21% |
True |
False |
|
| 10 |
15,932.05 |
15,376.74 |
555.31 |
3.6% |
212.62 |
1.4% |
16% |
False |
False |
|
| 20 |
15,932.05 |
14,876.94 |
1,055.11 |
6.8% |
175.42 |
1.1% |
56% |
False |
False |
|
| 40 |
15,932.05 |
14,216.16 |
1,715.89 |
11.1% |
193.19 |
1.2% |
73% |
False |
False |
|
| 60 |
15,932.05 |
12,938.45 |
2,993.60 |
19.4% |
183.51 |
1.2% |
84% |
False |
False |
|
| 80 |
15,932.05 |
12,724.62 |
3,207.43 |
20.7% |
179.18 |
1.2% |
85% |
False |
False |
|
| 100 |
15,932.05 |
11,695.41 |
4,236.64 |
27.4% |
188.76 |
1.2% |
89% |
False |
False |
|
| 120 |
15,932.05 |
11,695.41 |
4,236.64 |
27.4% |
191.70 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,408.22 |
|
2.618 |
16,788.94 |
|
1.618 |
16,409.48 |
|
1.000 |
16,174.97 |
|
0.618 |
16,030.02 |
|
HIGH |
15,795.51 |
|
0.618 |
15,650.56 |
|
0.500 |
15,605.78 |
|
0.382 |
15,561.00 |
|
LOW |
15,416.05 |
|
0.618 |
15,181.54 |
|
1.000 |
15,036.59 |
|
1.618 |
14,802.08 |
|
2.618 |
14,422.62 |
|
4.250 |
13,803.35 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,605.78 |
15,603.71 |
| PP |
15,558.83 |
15,557.45 |
| S1 |
15,511.88 |
15,511.19 |
|