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 |
1,852.5300 |
1,850.0910 |
-2.4390 |
-0.1% |
1,896.2020 |
High |
1,864.9280 |
1,878.5800 |
13.6520 |
0.7% |
1,905.1710 |
Low |
1,818.4590 |
1,822.5490 |
4.0900 |
0.2% |
1,835.2730 |
Close |
1,850.0940 |
1,842.0080 |
-8.0860 |
-0.4% |
1,877.1030 |
Range |
46.4690 |
56.0310 |
9.5620 |
20.6% |
69.8980 |
ATR |
54.3722 |
54.4907 |
0.1185 |
0.2% |
0.0000 |
Volume |
210,467 |
177,799 |
-32,668 |
-15.5% |
320,808 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.8053 |
1,984.9377 |
1,872.8251 |
|
R3 |
1,959.7743 |
1,928.9067 |
1,857.4165 |
|
R2 |
1,903.7433 |
1,903.7433 |
1,852.2804 |
|
R1 |
1,872.8757 |
1,872.8757 |
1,847.1442 |
1,860.2940 |
PP |
1,847.7123 |
1,847.7123 |
1,847.7123 |
1,841.4215 |
S1 |
1,816.8447 |
1,816.8447 |
1,836.8718 |
1,804.2630 |
S2 |
1,791.6813 |
1,791.6813 |
1,831.7357 |
|
S3 |
1,735.6503 |
1,760.8137 |
1,826.5995 |
|
S4 |
1,679.6193 |
1,704.7827 |
1,811.1910 |
|
|
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 |
1,818.4590 |
70.3440 |
3.8% |
39.3566 |
2.1% |
33% |
False |
False |
98,932 |
10 |
1,928.8080 |
1,818.4590 |
110.3490 |
6.0% |
39.7740 |
2.2% |
21% |
False |
False |
90,055 |
20 |
2,026.3210 |
1,818.4590 |
207.8620 |
11.3% |
54.0420 |
2.9% |
11% |
False |
False |
106,485 |
40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.7% |
63.3139 |
3.4% |
54% |
False |
False |
122,655 |
60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.7% |
63.2729 |
3.4% |
54% |
False |
False |
124,129 |
80 |
2,137.7700 |
1,627.2270 |
510.5430 |
27.7% |
69.5870 |
3.8% |
42% |
False |
False |
153,345 |
100 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.5% |
75.3792 |
4.1% |
61% |
False |
False |
173,509 |
120 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.5% |
75.7877 |
4.1% |
61% |
False |
False |
188,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,116.7118 |
2.618 |
2,025.2692 |
1.618 |
1,969.2382 |
1.000 |
1,934.6110 |
0.618 |
1,913.2072 |
HIGH |
1,878.5800 |
0.618 |
1,857.1762 |
0.500 |
1,850.5645 |
0.382 |
1,843.9528 |
LOW |
1,822.5490 |
0.618 |
1,787.9218 |
1.000 |
1,766.5180 |
1.618 |
1,731.8908 |
2.618 |
1,675.8598 |
4.250 |
1,584.4173 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,850.5645 |
1,853.6310 |
PP |
1,847.7123 |
1,849.7567 |
S1 |
1,844.8602 |
1,845.8823 |
|