Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,964.9 |
1,948.4 |
-16.5 |
-0.8% |
1,963.6 |
High |
1,965.4 |
1,953.6 |
-11.8 |
-0.6% |
1,982.6 |
Low |
1,940.7 |
1,933.2 |
-7.5 |
-0.4% |
1,941.7 |
Close |
1,940.7 |
1,937.4 |
-3.3 |
-0.2% |
1,960.4 |
Range |
24.7 |
20.4 |
-4.3 |
-17.4% |
40.9 |
ATR |
21.8 |
21.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
688 |
652 |
-36 |
-5.2% |
811,575 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.6 |
1,990.4 |
1,948.6 |
|
R3 |
1,982.2 |
1,970.0 |
1,943.0 |
|
R2 |
1,961.8 |
1,961.8 |
1,941.1 |
|
R1 |
1,949.6 |
1,949.6 |
1,939.3 |
1,945.5 |
PP |
1,941.4 |
1,941.4 |
1,941.4 |
1,939.4 |
S1 |
1,929.2 |
1,929.2 |
1,935.5 |
1,925.1 |
S2 |
1,921.0 |
1,921.0 |
1,933.7 |
|
S3 |
1,900.6 |
1,908.8 |
1,931.8 |
|
S4 |
1,880.2 |
1,888.4 |
1,926.2 |
|
|
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 |
1,933.2 |
49.4 |
2.5% |
25.1 |
1.3% |
9% |
False |
True |
43,954 |
10 |
1,989.8 |
1,933.2 |
56.6 |
2.9% |
21.2 |
1.1% |
7% |
False |
True |
116,040 |
20 |
1,989.8 |
1,908.5 |
81.3 |
4.2% |
20.1 |
1.0% |
36% |
False |
False |
165,718 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
21.4 |
1.1% |
41% |
False |
False |
174,399 |
60 |
2,075.3 |
1,900.6 |
174.7 |
9.0% |
22.7 |
1.2% |
21% |
False |
False |
148,082 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
25.0 |
1.3% |
18% |
False |
False |
113,638 |
100 |
2,102.2 |
1,867.0 |
235.2 |
12.1% |
27.0 |
1.4% |
30% |
False |
False |
91,642 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
25.9 |
1.3% |
36% |
False |
False |
76,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.3 |
2.618 |
2,007.0 |
1.618 |
1,986.6 |
1.000 |
1,974.0 |
0.618 |
1,966.2 |
HIGH |
1,953.6 |
0.618 |
1,945.8 |
0.500 |
1,943.4 |
0.382 |
1,941.0 |
LOW |
1,933.2 |
0.618 |
1,920.6 |
1.000 |
1,912.8 |
1.618 |
1,900.2 |
2.618 |
1,879.8 |
4.250 |
1,846.5 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,943.4 |
1,952.4 |
PP |
1,941.4 |
1,947.4 |
S1 |
1,939.4 |
1,942.4 |
|