| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,841.3250 |
1,843.0060 |
1.6810 |
0.1% |
1,876.0390 |
| High |
1,857.9440 |
1,848.9190 |
-9.0250 |
-0.5% |
1,888.8030 |
| Low |
1,826.1260 |
1,817.3030 |
-8.8230 |
-0.5% |
1,817.3030 |
| Close |
1,843.9050 |
1,822.7940 |
-21.1110 |
-1.1% |
1,822.7940 |
| Range |
31.8180 |
31.6160 |
-0.2020 |
-0.6% |
71.5000 |
| ATR |
52.8712 |
51.3530 |
-1.5182 |
-2.9% |
0.0000 |
| Volume |
117,835 |
124,593 |
6,758 |
5.7% |
631,876 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,924.5200 |
1,905.2730 |
1,840.1828 |
|
| R3 |
1,892.9040 |
1,873.6570 |
1,831.4884 |
|
| R2 |
1,861.2880 |
1,861.2880 |
1,828.5903 |
|
| R1 |
1,842.0410 |
1,842.0410 |
1,825.6921 |
1,835.8565 |
| PP |
1,829.6720 |
1,829.6720 |
1,829.6720 |
1,826.5798 |
| S1 |
1,810.4250 |
1,810.4250 |
1,819.8959 |
1,804.2405 |
| S2 |
1,798.0560 |
1,798.0560 |
1,816.9977 |
|
| S3 |
1,766.4400 |
1,778.8090 |
1,814.0996 |
|
| S4 |
1,734.8240 |
1,747.1930 |
1,805.4052 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.4667 |
2,011.6303 |
1,862.1190 |
|
| R3 |
1,985.9667 |
1,940.1303 |
1,842.4565 |
|
| R2 |
1,914.4667 |
1,914.4667 |
1,835.9023 |
|
| R1 |
1,868.6303 |
1,868.6303 |
1,829.3482 |
1,855.7985 |
| PP |
1,842.9667 |
1,842.9667 |
1,842.9667 |
1,836.5508 |
| S1 |
1,797.1303 |
1,797.1303 |
1,816.2398 |
1,784.2985 |
| S2 |
1,771.4667 |
1,771.4667 |
1,809.6857 |
|
| S3 |
1,699.9667 |
1,725.6303 |
1,803.1315 |
|
| S4 |
1,628.4667 |
1,654.1303 |
1,783.4690 |
|
|
| 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 |
1,817.3030 |
71.5000 |
3.9% |
40.5654 |
2.2% |
8% |
False |
True |
126,375 |
| 10 |
1,905.1710 |
1,817.3030 |
87.8680 |
4.8% |
39.1120 |
2.1% |
6% |
False |
True |
95,268 |
| 20 |
2,026.3210 |
1,817.3030 |
209.0180 |
11.5% |
50.0171 |
2.7% |
3% |
False |
True |
118,512 |
| 40 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.9% |
60.8889 |
3.3% |
49% |
False |
False |
124,108 |
| 60 |
2,026.3210 |
1,627.2270 |
399.0940 |
21.9% |
60.5616 |
3.3% |
49% |
False |
False |
125,049 |
| 80 |
2,137.7700 |
1,627.2270 |
510.5430 |
28.0% |
68.7523 |
3.8% |
38% |
False |
False |
153,423 |
| 100 |
2,137.7700 |
1,617.6840 |
520.0860 |
28.5% |
72.5125 |
4.0% |
39% |
False |
False |
170,433 |
| 120 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.0% |
74.7909 |
4.1% |
59% |
False |
False |
184,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,983.2870 |
|
2.618 |
1,931.6897 |
|
1.618 |
1,900.0737 |
|
1.000 |
1,880.5350 |
|
0.618 |
1,868.4577 |
|
HIGH |
1,848.9190 |
|
0.618 |
1,836.8417 |
|
0.500 |
1,833.1110 |
|
0.382 |
1,829.3803 |
|
LOW |
1,817.3030 |
|
0.618 |
1,797.7643 |
|
1.000 |
1,785.6870 |
|
1.618 |
1,766.1483 |
|
2.618 |
1,734.5323 |
|
4.250 |
1,682.9350 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,833.1110 |
1,847.9415 |
| PP |
1,829.6720 |
1,839.5590 |
| S1 |
1,826.2330 |
1,831.1765 |
|