Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,858.5840 |
1,876.0390 |
17.4550 |
0.9% |
1,896.2020 |
High |
1,881.7100 |
1,888.8030 |
7.0930 |
0.4% |
1,905.1710 |
Low |
1,855.0950 |
1,851.9100 |
-3.1850 |
-0.2% |
1,835.2730 |
Close |
1,877.1030 |
1,853.4200 |
-23.6830 |
-1.3% |
1,877.1030 |
Range |
26.6150 |
36.8930 |
10.2780 |
38.6% |
69.8980 |
ATR |
56.3715 |
54.9802 |
-1.3913 |
-2.5% |
0.0000 |
Volume |
905 |
1,182 |
277 |
30.6% |
320,808 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.3900 |
1,951.2980 |
1,873.7112 |
|
R3 |
1,938.4970 |
1,914.4050 |
1,863.5656 |
|
R2 |
1,901.6040 |
1,901.6040 |
1,860.1837 |
|
R1 |
1,877.5120 |
1,877.5120 |
1,856.8019 |
1,871.1115 |
PP |
1,864.7110 |
1,864.7110 |
1,864.7110 |
1,861.5108 |
S1 |
1,840.6190 |
1,840.6190 |
1,850.0381 |
1,834.2185 |
S2 |
1,827.8180 |
1,827.8180 |
1,846.6563 |
|
S3 |
1,790.9250 |
1,803.7260 |
1,843.2744 |
|
S4 |
1,754.0320 |
1,766.8330 |
1,833.1289 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,082.2097 |
2,049.5543 |
1,915.5469 |
|
R3 |
2,012.3117 |
1,979.6563 |
1,896.3250 |
|
R2 |
1,942.4137 |
1,942.4137 |
1,889.9176 |
|
R1 |
1,909.7583 |
1,909.7583 |
1,883.5103 |
1,891.1370 |
PP |
1,872.5157 |
1,872.5157 |
1,872.5157 |
1,863.2050 |
S1 |
1,839.8603 |
1,839.8603 |
1,870.6957 |
1,821.2390 |
S2 |
1,802.6177 |
1,802.6177 |
1,864.2884 |
|
S3 |
1,732.7197 |
1,769.9623 |
1,857.8811 |
|
S4 |
1,662.8217 |
1,700.0643 |
1,838.6591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,888.8030 |
1,845.5300 |
43.2730 |
2.3% |
31.0576 |
1.7% |
18% |
True |
False |
64,006 |
10 |
1,928.8080 |
1,835.2730 |
93.5350 |
5.0% |
36.0579 |
1.9% |
19% |
False |
False |
84,639 |
20 |
2,026.3210 |
1,830.1180 |
196.2030 |
10.6% |
55.3034 |
3.0% |
12% |
False |
False |
93,569 |
40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.5% |
65.4493 |
3.5% |
57% |
False |
False |
112,992 |
60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.5% |
64.4560 |
3.5% |
57% |
False |
False |
125,710 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.5% |
69.9122 |
3.8% |
44% |
False |
False |
154,844 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
75.9761 |
4.1% |
63% |
False |
False |
175,404 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.3% |
76.0199 |
4.1% |
63% |
False |
False |
190,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.5983 |
2.618 |
1,985.3889 |
1.618 |
1,948.4959 |
1.000 |
1,925.6960 |
0.618 |
1,911.6029 |
HIGH |
1,888.8030 |
0.618 |
1,874.7099 |
0.500 |
1,870.3565 |
0.382 |
1,866.0031 |
LOW |
1,851.9100 |
0.618 |
1,829.1101 |
1.000 |
1,815.0170 |
1.618 |
1,792.2171 |
2.618 |
1,755.3241 |
4.250 |
1,695.1148 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,870.3565 |
1,870.3565 |
PP |
1,864.7110 |
1,864.7110 |
S1 |
1,859.0655 |
1,859.0655 |
|