Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
29,203.87 |
29,225.32 |
21.45 |
0.1% |
29,890.18 |
High |
29,354.76 |
30,003.02 |
648.26 |
2.2% |
30,348.81 |
Low |
28,741.05 |
28,945.18 |
204.13 |
0.7% |
28,885.24 |
Close |
29,225.32 |
29,121.47 |
-103.85 |
-0.4% |
29,351.31 |
Range |
613.71 |
1,057.84 |
444.13 |
72.4% |
1,463.57 |
ATR |
804.38 |
822.49 |
18.10 |
2.3% |
0.00 |
Volume |
25,829 |
30,806 |
4,977 |
19.3% |
46,433 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,530.08 |
31,883.61 |
29,703.28 |
|
R3 |
31,472.24 |
30,825.77 |
29,412.38 |
|
R2 |
30,414.40 |
30,414.40 |
29,315.41 |
|
R1 |
29,767.93 |
29,767.93 |
29,218.44 |
29,562.25 |
PP |
29,356.56 |
29,356.56 |
29,356.56 |
29,253.71 |
S1 |
28,710.09 |
28,710.09 |
29,024.50 |
28,504.41 |
S2 |
28,298.72 |
28,298.72 |
28,927.53 |
|
S3 |
27,240.88 |
27,652.25 |
28,830.56 |
|
S4 |
26,183.04 |
26,594.41 |
28,539.66 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,919.16 |
33,098.81 |
30,156.27 |
|
R3 |
32,455.59 |
31,635.24 |
29,753.79 |
|
R2 |
30,992.02 |
30,992.02 |
29,619.63 |
|
R1 |
30,171.67 |
30,171.67 |
29,485.47 |
29,850.06 |
PP |
29,528.45 |
29,528.45 |
29,528.45 |
29,367.65 |
S1 |
28,708.10 |
28,708.10 |
29,217.15 |
28,386.49 |
S2 |
28,064.88 |
28,064.88 |
29,082.99 |
|
S3 |
26,601.31 |
27,244.53 |
28,948.83 |
|
S4 |
25,137.74 |
25,780.96 |
28,546.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,003.02 |
28,741.05 |
1,261.97 |
4.3% |
620.53 |
2.1% |
30% |
True |
False |
14,381 |
10 |
30,427.35 |
28,741.05 |
1,686.30 |
5.8% |
658.32 |
2.3% |
23% |
False |
False |
12,657 |
20 |
31,765.71 |
28,741.05 |
3,024.66 |
10.4% |
801.52 |
2.8% |
13% |
False |
False |
14,686 |
40 |
31,765.71 |
24,815.78 |
6,949.93 |
23.9% |
944.36 |
3.2% |
62% |
False |
False |
19,595 |
60 |
31,765.71 |
24,815.78 |
6,949.93 |
23.9% |
947.08 |
3.3% |
62% |
False |
False |
18,965 |
80 |
31,765.71 |
24,815.78 |
6,949.93 |
23.9% |
1,012.88 |
3.5% |
62% |
False |
False |
21,456 |
100 |
31,765.71 |
19,593.39 |
12,172.32 |
41.8% |
1,106.31 |
3.8% |
78% |
False |
False |
24,960 |
120 |
31,765.71 |
19,593.39 |
12,172.32 |
41.8% |
1,084.71 |
3.7% |
78% |
False |
False |
25,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,498.84 |
2.618 |
32,772.45 |
1.618 |
31,714.61 |
1.000 |
31,060.86 |
0.618 |
30,656.77 |
HIGH |
30,003.02 |
0.618 |
29,598.93 |
0.500 |
29,474.10 |
0.382 |
29,349.27 |
LOW |
28,945.18 |
0.618 |
28,291.43 |
1.000 |
27,887.34 |
1.618 |
27,233.59 |
2.618 |
26,175.75 |
4.250 |
24,449.36 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
29,474.10 |
29,372.04 |
PP |
29,356.56 |
29,288.51 |
S1 |
29,239.01 |
29,204.99 |
|