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 |
1,934.76 |
1,934.19 |
-0.57 |
0.0% |
1,959.39 |
High |
1,938.50 |
1,945.77 |
7.27 |
0.4% |
1,972.15 |
Low |
1,931.32 |
1,931.01 |
-0.31 |
0.0% |
1,931.01 |
Close |
1,934.28 |
1,943.01 |
8.73 |
0.5% |
1,943.01 |
Range |
7.18 |
14.76 |
7.58 |
105.6% |
41.14 |
ATR |
18.29 |
18.03 |
-0.25 |
-1.4% |
0.00 |
Volume |
5,709 |
5,841 |
132 |
2.3% |
28,718 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.21 |
1,978.37 |
1,951.13 |
|
R3 |
1,969.45 |
1,963.61 |
1,947.07 |
|
R2 |
1,954.69 |
1,954.69 |
1,945.72 |
|
R1 |
1,948.85 |
1,948.85 |
1,944.36 |
1,951.77 |
PP |
1,939.93 |
1,939.93 |
1,939.93 |
1,941.39 |
S1 |
1,934.09 |
1,934.09 |
1,941.66 |
1,937.01 |
S2 |
1,925.17 |
1,925.17 |
1,940.30 |
|
S3 |
1,910.41 |
1,919.33 |
1,938.95 |
|
S4 |
1,895.65 |
1,904.57 |
1,934.89 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.14 |
2,048.72 |
1,965.64 |
|
R3 |
2,031.00 |
2,007.58 |
1,954.32 |
|
R2 |
1,989.86 |
1,989.86 |
1,950.55 |
|
R1 |
1,966.44 |
1,966.44 |
1,946.78 |
1,957.58 |
PP |
1,948.72 |
1,948.72 |
1,948.72 |
1,944.30 |
S1 |
1,925.30 |
1,925.30 |
1,939.24 |
1,916.44 |
S2 |
1,907.58 |
1,907.58 |
1,935.47 |
|
S3 |
1,866.44 |
1,884.16 |
1,931.70 |
|
S4 |
1,825.30 |
1,843.02 |
1,920.38 |
|
|
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 |
1,931.01 |
41.14 |
2.1% |
16.88 |
0.9% |
29% |
False |
True |
5,743 |
10 |
1,981.66 |
1,931.01 |
50.65 |
2.6% |
18.01 |
0.9% |
24% |
False |
True |
5,720 |
20 |
1,987.26 |
1,913.74 |
73.52 |
3.8% |
16.93 |
0.9% |
40% |
False |
False |
5,735 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
18.34 |
0.9% |
52% |
False |
False |
5,717 |
60 |
2,046.46 |
1,894.13 |
152.33 |
7.8% |
19.95 |
1.0% |
32% |
False |
False |
5,676 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
21.70 |
1.1% |
30% |
False |
False |
5,606 |
100 |
2,059.31 |
1,886.99 |
172.32 |
8.9% |
23.46 |
1.2% |
33% |
False |
False |
5,546 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
23.08 |
1.2% |
54% |
False |
False |
5,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.50 |
2.618 |
1,984.41 |
1.618 |
1,969.65 |
1.000 |
1,960.53 |
0.618 |
1,954.89 |
HIGH |
1,945.77 |
0.618 |
1,940.13 |
0.500 |
1,938.39 |
0.382 |
1,936.65 |
LOW |
1,931.01 |
0.618 |
1,921.89 |
1.000 |
1,916.25 |
1.618 |
1,907.13 |
2.618 |
1,892.37 |
4.250 |
1,868.28 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,941.47 |
1,942.78 |
PP |
1,939.93 |
1,942.54 |
S1 |
1,938.39 |
1,942.31 |
|