Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,944.27 |
1,934.76 |
-9.51 |
-0.5% |
1,961.94 |
High |
1,953.60 |
1,938.50 |
-15.10 |
-0.8% |
1,981.66 |
Low |
1,934.26 |
1,931.32 |
-2.94 |
-0.2% |
1,942.85 |
Close |
1,934.69 |
1,934.28 |
-0.41 |
0.0% |
1,959.25 |
Range |
19.34 |
7.18 |
-12.16 |
-62.9% |
38.81 |
ATR |
19.14 |
18.29 |
-0.85 |
-4.5% |
0.00 |
Volume |
5,651 |
5,709 |
58 |
1.0% |
28,489 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.24 |
1,952.44 |
1,938.23 |
|
R3 |
1,949.06 |
1,945.26 |
1,936.25 |
|
R2 |
1,941.88 |
1,941.88 |
1,935.60 |
|
R1 |
1,938.08 |
1,938.08 |
1,934.94 |
1,936.39 |
PP |
1,934.70 |
1,934.70 |
1,934.70 |
1,933.86 |
S1 |
1,930.90 |
1,930.90 |
1,933.62 |
1,929.21 |
S2 |
1,927.52 |
1,927.52 |
1,932.96 |
|
S3 |
1,920.34 |
1,923.72 |
1,932.31 |
|
S4 |
1,913.16 |
1,916.54 |
1,930.33 |
|
|
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 |
1,972.15 |
1,931.32 |
40.83 |
2.1% |
17.57 |
0.9% |
7% |
False |
True |
5,704 |
10 |
1,981.66 |
1,931.32 |
50.34 |
2.6% |
17.96 |
0.9% |
6% |
False |
True |
5,715 |
20 |
1,987.26 |
1,909.90 |
77.36 |
4.0% |
17.40 |
0.9% |
32% |
False |
False |
5,734 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
18.69 |
1.0% |
43% |
False |
False |
5,714 |
60 |
2,046.46 |
1,894.13 |
152.33 |
7.9% |
19.98 |
1.0% |
26% |
False |
False |
5,672 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
21.73 |
1.1% |
24% |
False |
False |
5,602 |
100 |
2,059.31 |
1,868.03 |
191.28 |
9.9% |
23.77 |
1.2% |
35% |
False |
False |
5,537 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
23.10 |
1.2% |
50% |
False |
False |
5,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.02 |
2.618 |
1,957.30 |
1.618 |
1,950.12 |
1.000 |
1,945.68 |
0.618 |
1,942.94 |
HIGH |
1,938.50 |
0.618 |
1,935.76 |
0.500 |
1,934.91 |
0.382 |
1,934.06 |
LOW |
1,931.32 |
0.618 |
1,926.88 |
1.000 |
1,924.14 |
1.618 |
1,919.70 |
2.618 |
1,912.52 |
4.250 |
1,900.81 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,934.91 |
1,948.59 |
PP |
1,934.70 |
1,943.82 |
S1 |
1,934.49 |
1,939.05 |
|