| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,730.16 |
15,621.14 |
-109.02 |
-0.7% |
15,478.44 |
| High |
15,795.51 |
15,788.48 |
-7.03 |
0.0% |
15,795.51 |
| Low |
15,416.05 |
15,621.09 |
205.04 |
1.3% |
15,376.74 |
| Close |
15,464.93 |
15,750.93 |
286.00 |
1.8% |
15,750.93 |
| Range |
379.46 |
167.39 |
-212.07 |
-55.9% |
418.77 |
| ATR |
215.94 |
223.62 |
7.69 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,222.34 |
16,154.02 |
15,842.99 |
|
| R3 |
16,054.95 |
15,986.63 |
15,796.96 |
|
| R2 |
15,887.56 |
15,887.56 |
15,781.62 |
|
| R1 |
15,819.24 |
15,819.24 |
15,766.27 |
15,853.40 |
| PP |
15,720.17 |
15,720.17 |
15,720.17 |
15,737.25 |
| S1 |
15,651.85 |
15,651.85 |
15,735.59 |
15,686.01 |
| S2 |
15,552.78 |
15,552.78 |
15,720.24 |
|
| S3 |
15,385.39 |
15,484.46 |
15,704.90 |
|
| S4 |
15,218.00 |
15,317.07 |
15,658.87 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,897.37 |
16,742.92 |
15,981.25 |
|
| R3 |
16,478.60 |
16,324.15 |
15,866.09 |
|
| R2 |
16,059.83 |
16,059.83 |
15,827.70 |
|
| R1 |
15,905.38 |
15,905.38 |
15,789.32 |
15,982.61 |
| PP |
15,641.06 |
15,641.06 |
15,641.06 |
15,679.67 |
| S1 |
15,486.61 |
15,486.61 |
15,712.54 |
15,563.84 |
| S2 |
15,222.29 |
15,222.29 |
15,674.16 |
|
| S3 |
14,803.52 |
15,067.84 |
15,635.77 |
|
| S4 |
14,384.75 |
14,649.07 |
15,520.61 |
|
|
| 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% |
193.57 |
1.2% |
89% |
False |
False |
|
| 10 |
15,932.05 |
15,376.74 |
555.31 |
3.5% |
210.45 |
1.3% |
67% |
False |
False |
|
| 20 |
15,932.05 |
14,924.64 |
1,007.41 |
6.4% |
178.58 |
1.1% |
82% |
False |
False |
|
| 40 |
15,932.05 |
14,223.85 |
1,708.20 |
10.8% |
193.57 |
1.2% |
89% |
False |
False |
|
| 60 |
15,932.05 |
12,938.45 |
2,993.60 |
19.0% |
183.06 |
1.2% |
94% |
False |
False |
|
| 80 |
15,932.05 |
12,724.62 |
3,207.43 |
20.4% |
179.79 |
1.1% |
94% |
False |
False |
|
| 100 |
15,932.05 |
11,695.41 |
4,236.64 |
26.9% |
188.74 |
1.2% |
96% |
False |
False |
|
| 120 |
15,932.05 |
11,695.41 |
4,236.64 |
26.9% |
190.57 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,499.89 |
|
2.618 |
16,226.71 |
|
1.618 |
16,059.32 |
|
1.000 |
15,955.87 |
|
0.618 |
15,891.93 |
|
HIGH |
15,788.48 |
|
0.618 |
15,724.54 |
|
0.500 |
15,704.79 |
|
0.382 |
15,685.03 |
|
LOW |
15,621.09 |
|
0.618 |
15,517.64 |
|
1.000 |
15,453.70 |
|
1.618 |
15,350.25 |
|
2.618 |
15,182.86 |
|
4.250 |
14,909.68 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,735.55 |
15,701.86 |
| PP |
15,720.17 |
15,652.78 |
| S1 |
15,704.79 |
15,603.71 |
|