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 |
1,965.56 |
1,944.27 |
-21.29 |
-1.1% |
1,961.94 |
High |
1,965.86 |
1,953.60 |
-12.26 |
-0.6% |
1,981.66 |
Low |
1,941.55 |
1,934.26 |
-7.29 |
-0.4% |
1,942.85 |
Close |
1,944.24 |
1,934.69 |
-9.55 |
-0.5% |
1,959.25 |
Range |
24.31 |
19.34 |
-4.97 |
-20.4% |
38.81 |
ATR |
19.12 |
19.14 |
0.02 |
0.1% |
0.00 |
Volume |
5,801 |
5,651 |
-150 |
-2.6% |
28,489 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.87 |
1,986.12 |
1,945.33 |
|
R3 |
1,979.53 |
1,966.78 |
1,940.01 |
|
R2 |
1,960.19 |
1,960.19 |
1,938.24 |
|
R1 |
1,947.44 |
1,947.44 |
1,936.46 |
1,944.15 |
PP |
1,940.85 |
1,940.85 |
1,940.85 |
1,939.20 |
S1 |
1,928.10 |
1,928.10 |
1,932.92 |
1,924.81 |
S2 |
1,921.51 |
1,921.51 |
1,931.14 |
|
S3 |
1,902.17 |
1,908.76 |
1,929.37 |
|
S4 |
1,882.83 |
1,889.42 |
1,924.05 |
|
|
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 |
1,934.26 |
47.40 |
2.5% |
23.89 |
1.2% |
1% |
False |
True |
5,684 |
10 |
1,987.26 |
1,934.26 |
53.00 |
2.7% |
19.36 |
1.0% |
1% |
False |
True |
5,719 |
20 |
1,987.26 |
1,903.75 |
83.51 |
4.3% |
18.21 |
0.9% |
37% |
False |
False |
5,738 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
18.74 |
1.0% |
44% |
False |
False |
5,715 |
60 |
2,046.46 |
1,894.13 |
152.33 |
7.9% |
20.10 |
1.0% |
27% |
False |
False |
5,667 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
21.93 |
1.1% |
25% |
False |
False |
5,598 |
100 |
2,059.31 |
1,828.09 |
231.22 |
12.0% |
24.11 |
1.2% |
46% |
False |
False |
5,533 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
23.29 |
1.2% |
51% |
False |
False |
5,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.80 |
2.618 |
2,004.23 |
1.618 |
1,984.89 |
1.000 |
1,972.94 |
0.618 |
1,965.55 |
HIGH |
1,953.60 |
0.618 |
1,946.21 |
0.500 |
1,943.93 |
0.382 |
1,941.65 |
LOW |
1,934.26 |
0.618 |
1,922.31 |
1.000 |
1,914.92 |
1.618 |
1,902.97 |
2.618 |
1,883.63 |
4.250 |
1,852.07 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,943.93 |
1,953.21 |
PP |
1,940.85 |
1,947.03 |
S1 |
1,937.77 |
1,940.86 |
|