Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,934.2 |
1,934.9 |
0.7 |
0.0% |
1,959.2 |
High |
1,936.5 |
1,945.0 |
8.5 |
0.4% |
1,971.6 |
Low |
1,928.0 |
1,920.0 |
-8.0 |
-0.4% |
1,920.0 |
Close |
1,932.0 |
1,939.6 |
7.6 |
0.4% |
1,939.6 |
Range |
8.5 |
25.0 |
16.5 |
194.1% |
51.6 |
ATR |
20.8 |
21.1 |
0.3 |
1.4% |
0.0 |
Volume |
773 |
290 |
-483 |
-62.5% |
3,428 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.9 |
1,999.7 |
1,953.4 |
|
R3 |
1,984.9 |
1,974.7 |
1,946.5 |
|
R2 |
1,959.9 |
1,959.9 |
1,944.2 |
|
R1 |
1,949.7 |
1,949.7 |
1,941.9 |
1,954.8 |
PP |
1,934.9 |
1,934.9 |
1,934.9 |
1,937.4 |
S1 |
1,924.7 |
1,924.7 |
1,937.3 |
1,929.8 |
S2 |
1,909.9 |
1,909.9 |
1,935.0 |
|
S3 |
1,884.9 |
1,899.7 |
1,932.7 |
|
S4 |
1,859.9 |
1,874.7 |
1,925.9 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,098.5 |
2,070.7 |
1,968.0 |
|
R3 |
2,046.9 |
2,019.1 |
1,953.8 |
|
R2 |
1,995.3 |
1,995.3 |
1,949.1 |
|
R1 |
1,967.5 |
1,967.5 |
1,944.3 |
1,955.6 |
PP |
1,943.7 |
1,943.7 |
1,943.7 |
1,937.8 |
S1 |
1,915.9 |
1,915.9 |
1,934.9 |
1,904.0 |
S2 |
1,892.1 |
1,892.1 |
1,930.1 |
|
S3 |
1,840.5 |
1,864.3 |
1,925.4 |
|
S4 |
1,788.9 |
1,812.7 |
1,911.2 |
|
|
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 |
1,920.0 |
51.6 |
2.7% |
20.0 |
1.0% |
38% |
False |
True |
685 |
10 |
1,982.6 |
1,920.0 |
62.6 |
3.2% |
20.6 |
1.1% |
31% |
False |
True |
81,500 |
20 |
1,989.8 |
1,918.0 |
71.8 |
3.7% |
19.2 |
1.0% |
30% |
False |
False |
143,482 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
21.1 |
1.1% |
44% |
False |
False |
166,288 |
60 |
2,075.3 |
1,900.6 |
174.7 |
9.0% |
22.8 |
1.2% |
22% |
False |
False |
146,034 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
24.9 |
1.3% |
19% |
False |
False |
113,537 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.5 |
1.4% |
19% |
False |
False |
91,543 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.2% |
25.8 |
1.3% |
37% |
False |
False |
76,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,051.3 |
2.618 |
2,010.5 |
1.618 |
1,985.5 |
1.000 |
1,970.0 |
0.618 |
1,960.5 |
HIGH |
1,945.0 |
0.618 |
1,935.5 |
0.500 |
1,932.5 |
0.382 |
1,929.6 |
LOW |
1,920.0 |
0.618 |
1,904.6 |
1.000 |
1,895.0 |
1.618 |
1,879.6 |
2.618 |
1,854.6 |
4.250 |
1,813.8 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,937.2 |
1,938.7 |
PP |
1,934.9 |
1,937.7 |
S1 |
1,932.5 |
1,936.8 |
|