Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,945.5 |
1,959.2 |
13.7 |
0.7% |
1,963.6 |
High |
1,962.2 |
1,971.6 |
9.4 |
0.5% |
1,982.6 |
Low |
1,944.2 |
1,950.0 |
5.8 |
0.3% |
1,941.7 |
Close |
1,960.4 |
1,970.5 |
10.1 |
0.5% |
1,960.4 |
Range |
18.0 |
21.6 |
3.6 |
20.0% |
40.9 |
ATR |
21.1 |
21.2 |
0.0 |
0.2% |
0.0 |
Volume |
23,155 |
1,025 |
-22,130 |
-95.6% |
811,575 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.8 |
2,021.3 |
1,982.4 |
|
R3 |
2,007.2 |
1,999.7 |
1,976.4 |
|
R2 |
1,985.6 |
1,985.6 |
1,974.5 |
|
R1 |
1,978.1 |
1,978.1 |
1,972.5 |
1,981.9 |
PP |
1,964.0 |
1,964.0 |
1,964.0 |
1,965.9 |
S1 |
1,956.5 |
1,956.5 |
1,968.5 |
1,960.3 |
S2 |
1,942.4 |
1,942.4 |
1,966.5 |
|
S3 |
1,920.8 |
1,934.9 |
1,964.6 |
|
S4 |
1,899.2 |
1,913.3 |
1,958.6 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.3 |
2,063.2 |
1,982.9 |
|
R3 |
2,043.4 |
2,022.3 |
1,971.6 |
|
R2 |
2,002.5 |
2,002.5 |
1,967.9 |
|
R1 |
1,981.4 |
1,981.4 |
1,964.1 |
1,971.5 |
PP |
1,961.6 |
1,961.6 |
1,961.6 |
1,956.6 |
S1 |
1,940.5 |
1,940.5 |
1,956.7 |
1,930.6 |
S2 |
1,920.7 |
1,920.7 |
1,952.9 |
|
S3 |
1,879.8 |
1,899.6 |
1,949.2 |
|
S4 |
1,838.9 |
1,858.7 |
1,937.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,982.6 |
1,941.7 |
40.9 |
2.1% |
22.5 |
1.1% |
70% |
False |
False |
123,077 |
10 |
1,989.8 |
1,941.7 |
48.1 |
2.4% |
20.8 |
1.1% |
60% |
False |
False |
158,256 |
20 |
1,989.8 |
1,908.5 |
81.3 |
4.1% |
20.0 |
1.0% |
76% |
False |
False |
185,595 |
40 |
2,000.5 |
1,900.6 |
99.9 |
5.1% |
21.9 |
1.1% |
70% |
False |
False |
184,108 |
60 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
23.6 |
1.2% |
35% |
False |
False |
149,204 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.2% |
25.0 |
1.3% |
35% |
False |
False |
113,732 |
100 |
2,102.2 |
1,848.6 |
253.6 |
12.9% |
26.9 |
1.4% |
48% |
False |
False |
91,669 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.0% |
25.8 |
1.3% |
49% |
False |
False |
76,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.4 |
2.618 |
2,028.1 |
1.618 |
2,006.5 |
1.000 |
1,993.2 |
0.618 |
1,984.9 |
HIGH |
1,971.6 |
0.618 |
1,963.3 |
0.500 |
1,960.8 |
0.382 |
1,958.3 |
LOW |
1,950.0 |
0.618 |
1,936.7 |
1.000 |
1,928.4 |
1.618 |
1,915.1 |
2.618 |
1,893.5 |
4.250 |
1,858.2 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
1,967.3 |
1,967.7 |
PP |
1,964.0 |
1,964.9 |
S1 |
1,960.8 |
1,962.2 |
|