Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,959.39 |
1,965.56 |
6.17 |
0.3% |
1,961.94 |
High |
1,972.15 |
1,965.86 |
-6.29 |
-0.3% |
1,981.66 |
Low |
1,953.35 |
1,941.55 |
-11.80 |
-0.6% |
1,942.85 |
Close |
1,965.59 |
1,944.24 |
-21.35 |
-1.1% |
1,959.25 |
Range |
18.80 |
24.31 |
5.51 |
29.3% |
38.81 |
ATR |
18.73 |
19.12 |
0.40 |
2.1% |
0.00 |
Volume |
5,716 |
5,801 |
85 |
1.5% |
28,489 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.48 |
2,008.17 |
1,957.61 |
|
R3 |
1,999.17 |
1,983.86 |
1,950.93 |
|
R2 |
1,974.86 |
1,974.86 |
1,948.70 |
|
R1 |
1,959.55 |
1,959.55 |
1,946.47 |
1,955.05 |
PP |
1,950.55 |
1,950.55 |
1,950.55 |
1,948.30 |
S1 |
1,935.24 |
1,935.24 |
1,942.01 |
1,930.74 |
S2 |
1,926.24 |
1,926.24 |
1,939.78 |
|
S3 |
1,901.93 |
1,910.93 |
1,937.55 |
|
S4 |
1,877.62 |
1,886.62 |
1,930.87 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,077.68 |
2,057.28 |
1,980.60 |
|
R3 |
2,038.87 |
2,018.47 |
1,969.92 |
|
R2 |
2,000.06 |
2,000.06 |
1,966.37 |
|
R1 |
1,979.66 |
1,979.66 |
1,962.81 |
1,970.46 |
PP |
1,961.25 |
1,961.25 |
1,961.25 |
1,956.65 |
S1 |
1,940.85 |
1,940.85 |
1,955.69 |
1,931.65 |
S2 |
1,922.44 |
1,922.44 |
1,952.13 |
|
S3 |
1,883.63 |
1,902.04 |
1,948.58 |
|
S4 |
1,844.82 |
1,863.23 |
1,937.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,981.66 |
1,941.55 |
40.11 |
2.1% |
22.77 |
1.2% |
7% |
False |
True |
5,711 |
10 |
1,987.26 |
1,941.55 |
45.71 |
2.4% |
18.32 |
0.9% |
6% |
False |
True |
5,737 |
20 |
1,987.26 |
1,903.75 |
83.51 |
4.3% |
18.18 |
0.9% |
48% |
False |
False |
5,744 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
18.87 |
1.0% |
54% |
False |
False |
5,712 |
60 |
2,052.28 |
1,894.13 |
158.15 |
8.1% |
20.62 |
1.1% |
32% |
False |
False |
5,662 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
21.91 |
1.1% |
30% |
False |
False |
5,595 |
100 |
2,059.31 |
1,812.56 |
246.75 |
12.7% |
24.14 |
1.2% |
53% |
False |
False |
5,534 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
23.25 |
1.2% |
54% |
False |
False |
5,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,069.18 |
2.618 |
2,029.50 |
1.618 |
2,005.19 |
1.000 |
1,990.17 |
0.618 |
1,980.88 |
HIGH |
1,965.86 |
0.618 |
1,956.57 |
0.500 |
1,953.71 |
0.382 |
1,950.84 |
LOW |
1,941.55 |
0.618 |
1,926.53 |
1.000 |
1,917.24 |
1.618 |
1,902.22 |
2.618 |
1,877.91 |
4.250 |
1,838.23 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,953.71 |
1,956.85 |
PP |
1,950.55 |
1,952.65 |
S1 |
1,947.40 |
1,948.44 |
|