Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,934.19 |
1,942.98 |
8.79 |
0.5% |
1,959.39 |
High |
1,945.77 |
1,944.47 |
-1.30 |
-0.1% |
1,972.15 |
Low |
1,931.01 |
1,932.40 |
1.39 |
0.1% |
1,931.01 |
Close |
1,943.01 |
1,936.45 |
-6.56 |
-0.3% |
1,943.01 |
Range |
14.76 |
12.07 |
-2.69 |
-18.2% |
41.14 |
ATR |
18.03 |
17.61 |
-0.43 |
-2.4% |
0.00 |
Volume |
5,841 |
5,178 |
-663 |
-11.4% |
28,718 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,973.98 |
1,967.29 |
1,943.09 |
|
R3 |
1,961.91 |
1,955.22 |
1,939.77 |
|
R2 |
1,949.84 |
1,949.84 |
1,938.66 |
|
R1 |
1,943.15 |
1,943.15 |
1,937.56 |
1,940.46 |
PP |
1,937.77 |
1,937.77 |
1,937.77 |
1,936.43 |
S1 |
1,931.08 |
1,931.08 |
1,935.34 |
1,928.39 |
S2 |
1,925.70 |
1,925.70 |
1,934.24 |
|
S3 |
1,913.63 |
1,919.01 |
1,933.13 |
|
S4 |
1,901.56 |
1,906.94 |
1,929.81 |
|
|
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 |
1,965.86 |
1,931.01 |
34.85 |
1.8% |
15.53 |
0.8% |
16% |
False |
False |
5,636 |
10 |
1,981.66 |
1,931.01 |
50.65 |
2.6% |
17.86 |
0.9% |
11% |
False |
False |
5,673 |
20 |
1,987.26 |
1,924.66 |
62.60 |
3.2% |
16.85 |
0.9% |
19% |
False |
False |
5,711 |
40 |
1,987.26 |
1,894.13 |
93.13 |
4.8% |
17.91 |
0.9% |
45% |
False |
False |
5,703 |
60 |
2,038.66 |
1,894.13 |
144.53 |
7.5% |
19.76 |
1.0% |
29% |
False |
False |
5,671 |
80 |
2,059.31 |
1,894.13 |
165.18 |
8.5% |
21.59 |
1.1% |
26% |
False |
False |
5,604 |
100 |
2,059.31 |
1,886.99 |
172.32 |
8.9% |
23.43 |
1.2% |
29% |
False |
False |
5,545 |
120 |
2,059.31 |
1,807.12 |
252.19 |
13.0% |
23.02 |
1.2% |
51% |
False |
False |
5,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.77 |
2.618 |
1,976.07 |
1.618 |
1,964.00 |
1.000 |
1,956.54 |
0.618 |
1,951.93 |
HIGH |
1,944.47 |
0.618 |
1,939.86 |
0.500 |
1,938.44 |
0.382 |
1,937.01 |
LOW |
1,932.40 |
0.618 |
1,924.94 |
1.000 |
1,920.33 |
1.618 |
1,912.87 |
2.618 |
1,900.80 |
4.250 |
1,881.10 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,938.44 |
1,938.39 |
PP |
1,937.77 |
1,937.74 |
S1 |
1,937.11 |
1,937.10 |
|