Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,959.2 |
1,964.9 |
5.7 |
0.3% |
1,963.6 |
High |
1,971.6 |
1,965.4 |
-6.2 |
-0.3% |
1,982.6 |
Low |
1,950.0 |
1,940.7 |
-9.3 |
-0.5% |
1,941.7 |
Close |
1,970.5 |
1,940.7 |
-29.8 |
-1.5% |
1,960.4 |
Range |
21.6 |
24.7 |
3.1 |
14.4% |
40.9 |
ATR |
21.2 |
21.8 |
0.6 |
2.9% |
0.0 |
Volume |
1,025 |
688 |
-337 |
-32.9% |
811,575 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.0 |
2,006.6 |
1,954.3 |
|
R3 |
1,998.3 |
1,981.9 |
1,947.5 |
|
R2 |
1,973.6 |
1,973.6 |
1,945.2 |
|
R1 |
1,957.2 |
1,957.2 |
1,943.0 |
1,953.1 |
PP |
1,948.9 |
1,948.9 |
1,948.9 |
1,946.9 |
S1 |
1,932.5 |
1,932.5 |
1,938.4 |
1,928.4 |
S2 |
1,924.2 |
1,924.2 |
1,936.2 |
|
S3 |
1,899.5 |
1,907.8 |
1,933.9 |
|
S4 |
1,874.8 |
1,883.1 |
1,927.1 |
|
|
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 |
1,940.7 |
41.9 |
2.2% |
24.4 |
1.3% |
0% |
False |
True |
85,445 |
10 |
1,989.8 |
1,940.7 |
49.1 |
2.5% |
20.2 |
1.0% |
0% |
False |
True |
131,916 |
20 |
1,989.8 |
1,908.5 |
81.3 |
4.2% |
20.1 |
1.0% |
40% |
False |
False |
177,982 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
21.5 |
1.1% |
45% |
False |
False |
178,883 |
60 |
2,080.3 |
1,900.6 |
179.7 |
9.3% |
23.3 |
1.2% |
22% |
False |
False |
148,835 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
25.0 |
1.3% |
20% |
False |
False |
113,686 |
100 |
2,102.2 |
1,851.4 |
250.8 |
12.9% |
27.0 |
1.4% |
36% |
False |
False |
91,645 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
25.9 |
1.3% |
37% |
False |
False |
76,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,070.4 |
2.618 |
2,030.1 |
1.618 |
2,005.4 |
1.000 |
1,990.1 |
0.618 |
1,980.7 |
HIGH |
1,965.4 |
0.618 |
1,956.0 |
0.500 |
1,953.1 |
0.382 |
1,950.1 |
LOW |
1,940.7 |
0.618 |
1,925.4 |
1.000 |
1,916.0 |
1.618 |
1,900.7 |
2.618 |
1,876.0 |
4.250 |
1,835.7 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,953.1 |
1,956.2 |
PP |
1,948.9 |
1,951.0 |
S1 |
1,944.8 |
1,945.9 |
|