Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,948.4 |
1,934.2 |
-14.2 |
-0.7% |
1,963.6 |
High |
1,953.6 |
1,936.5 |
-17.1 |
-0.9% |
1,982.6 |
Low |
1,933.2 |
1,928.0 |
-5.2 |
-0.3% |
1,941.7 |
Close |
1,937.4 |
1,932.0 |
-5.4 |
-0.3% |
1,960.4 |
Range |
20.4 |
8.5 |
-11.9 |
-58.3% |
40.9 |
ATR |
21.7 |
20.8 |
-0.9 |
-4.0% |
0.0 |
Volume |
652 |
773 |
121 |
18.6% |
811,575 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.7 |
1,953.3 |
1,936.7 |
|
R3 |
1,949.2 |
1,944.8 |
1,934.3 |
|
R2 |
1,940.7 |
1,940.7 |
1,933.6 |
|
R1 |
1,936.3 |
1,936.3 |
1,932.8 |
1,934.3 |
PP |
1,932.2 |
1,932.2 |
1,932.2 |
1,931.1 |
S1 |
1,927.8 |
1,927.8 |
1,931.2 |
1,925.8 |
S2 |
1,923.7 |
1,923.7 |
1,930.4 |
|
S3 |
1,915.2 |
1,919.3 |
1,929.7 |
|
S4 |
1,906.7 |
1,910.8 |
1,927.3 |
|
|
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 |
1,971.6 |
1,928.0 |
43.6 |
2.3% |
18.6 |
1.0% |
9% |
False |
True |
5,258 |
10 |
1,982.6 |
1,928.0 |
54.6 |
2.8% |
19.8 |
1.0% |
7% |
False |
True |
97,125 |
20 |
1,989.8 |
1,915.4 |
74.4 |
3.9% |
19.2 |
1.0% |
22% |
False |
False |
154,181 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
21.3 |
1.1% |
35% |
False |
False |
171,019 |
60 |
2,075.3 |
1,900.6 |
174.7 |
9.0% |
22.6 |
1.2% |
18% |
False |
False |
147,081 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
24.8 |
1.3% |
16% |
False |
False |
113,603 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.6 |
1.4% |
16% |
False |
False |
91,622 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
25.7 |
1.3% |
34% |
False |
False |
76,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.6 |
2.618 |
1,958.8 |
1.618 |
1,950.3 |
1.000 |
1,945.0 |
0.618 |
1,941.8 |
HIGH |
1,936.5 |
0.618 |
1,933.3 |
0.500 |
1,932.3 |
0.382 |
1,931.2 |
LOW |
1,928.0 |
0.618 |
1,922.7 |
1.000 |
1,919.5 |
1.618 |
1,914.2 |
2.618 |
1,905.7 |
4.250 |
1,891.9 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,932.3 |
1,946.7 |
PP |
1,932.2 |
1,941.8 |
S1 |
1,932.1 |
1,936.9 |
|