| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
449.13 |
450.50 |
1.37 |
0.3% |
438.18 |
| High |
451.93 |
454.86 |
2.93 |
0.6% |
451.36 |
| Low |
449.08 |
450.05 |
0.97 |
0.2% |
437.59 |
| Close |
450.84 |
454.19 |
3.35 |
0.7% |
449.28 |
| Range |
2.85 |
4.81 |
1.96 |
68.8% |
13.78 |
| ATR |
3.87 |
3.94 |
0.07 |
1.7% |
0.00 |
| Volume |
52,680,200 |
80,744,400 |
28,064,200 |
53.3% |
361,072,700 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.47 |
465.64 |
456.84 |
|
| R3 |
462.66 |
460.83 |
455.51 |
|
| R2 |
457.84 |
457.84 |
455.07 |
|
| R1 |
456.02 |
456.02 |
454.63 |
456.93 |
| PP |
453.03 |
453.03 |
453.03 |
453.49 |
| S1 |
451.21 |
451.21 |
453.75 |
452.12 |
| S2 |
448.22 |
448.22 |
453.31 |
|
| S3 |
443.41 |
446.39 |
452.87 |
|
| S4 |
438.60 |
441.58 |
451.54 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487.40 |
482.12 |
456.86 |
|
| R3 |
473.63 |
468.34 |
453.07 |
|
| R2 |
459.85 |
459.85 |
451.81 |
|
| R1 |
454.57 |
454.57 |
450.54 |
457.21 |
| PP |
446.08 |
446.08 |
446.08 |
447.40 |
| S1 |
440.79 |
440.79 |
448.02 |
443.43 |
| S2 |
432.30 |
432.30 |
446.75 |
|
| S3 |
418.53 |
427.02 |
445.49 |
|
| S4 |
404.75 |
413.24 |
441.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
454.86 |
444.91 |
9.95 |
2.2% |
3.21 |
0.7% |
93% |
True |
False |
73,518,020 |
| 10 |
454.86 |
437.06 |
17.80 |
3.9% |
3.12 |
0.7% |
96% |
True |
False |
71,970,810 |
| 20 |
454.86 |
431.19 |
23.67 |
5.2% |
3.08 |
0.7% |
97% |
True |
False |
73,123,745 |
| 40 |
454.86 |
409.88 |
44.98 |
9.9% |
3.59 |
0.8% |
99% |
True |
False |
80,260,337 |
| 60 |
454.86 |
403.74 |
51.12 |
11.3% |
3.74 |
0.8% |
99% |
True |
False |
79,696,180 |
| 80 |
454.86 |
389.40 |
65.46 |
14.4% |
3.80 |
0.8% |
99% |
True |
False |
78,781,875 |
| 100 |
454.86 |
380.65 |
74.21 |
16.3% |
4.26 |
0.9% |
99% |
True |
False |
85,774,915 |
| 120 |
454.86 |
380.65 |
74.21 |
16.3% |
4.49 |
1.0% |
99% |
True |
False |
84,882,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
475.31 |
|
2.618 |
467.46 |
|
1.618 |
462.65 |
|
1.000 |
459.67 |
|
0.618 |
457.83 |
|
HIGH |
454.86 |
|
0.618 |
453.02 |
|
0.500 |
452.45 |
|
0.382 |
451.89 |
|
LOW |
450.05 |
|
0.618 |
447.07 |
|
1.000 |
445.24 |
|
1.618 |
442.26 |
|
2.618 |
437.45 |
|
4.250 |
429.60 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
453.61 |
453.35 |
| PP |
453.03 |
452.51 |
| S1 |
452.45 |
451.68 |
|