Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,934.9 |
1,941.0 |
6.1 |
0.3% |
1,959.2 |
High |
1,945.0 |
1,941.0 |
-4.0 |
-0.2% |
1,971.6 |
Low |
1,920.0 |
1,929.8 |
9.8 |
0.5% |
1,920.0 |
Close |
1,939.6 |
1,933.5 |
-6.1 |
-0.3% |
1,939.6 |
Range |
25.0 |
11.2 |
-13.8 |
-55.2% |
51.6 |
ATR |
21.1 |
20.4 |
-0.7 |
-3.4% |
0.0 |
Volume |
290 |
376 |
86 |
29.7% |
3,428 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.4 |
1,962.1 |
1,939.7 |
|
R3 |
1,957.2 |
1,950.9 |
1,936.6 |
|
R2 |
1,946.0 |
1,946.0 |
1,935.6 |
|
R1 |
1,939.7 |
1,939.7 |
1,934.5 |
1,937.3 |
PP |
1,934.8 |
1,934.8 |
1,934.8 |
1,933.5 |
S1 |
1,928.5 |
1,928.5 |
1,932.5 |
1,926.1 |
S2 |
1,923.6 |
1,923.6 |
1,931.4 |
|
S3 |
1,912.4 |
1,917.3 |
1,930.4 |
|
S4 |
1,901.2 |
1,906.1 |
1,927.3 |
|
|
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 |
1,965.4 |
1,920.0 |
45.4 |
2.3% |
18.0 |
0.9% |
30% |
False |
False |
555 |
10 |
1,982.6 |
1,920.0 |
62.6 |
3.2% |
20.3 |
1.0% |
22% |
False |
False |
61,816 |
20 |
1,989.8 |
1,920.0 |
69.8 |
3.6% |
19.0 |
1.0% |
19% |
False |
False |
133,096 |
40 |
1,989.8 |
1,900.6 |
89.2 |
4.6% |
20.7 |
1.1% |
37% |
False |
False |
161,501 |
60 |
2,066.8 |
1,900.6 |
166.2 |
8.6% |
22.5 |
1.2% |
20% |
False |
False |
145,116 |
80 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
24.7 |
1.3% |
16% |
False |
False |
113,463 |
100 |
2,102.2 |
1,900.6 |
201.6 |
10.4% |
26.4 |
1.4% |
16% |
False |
False |
91,520 |
120 |
2,102.2 |
1,845.7 |
256.5 |
13.3% |
25.8 |
1.3% |
34% |
False |
False |
76,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.6 |
2.618 |
1,970.3 |
1.618 |
1,959.1 |
1.000 |
1,952.2 |
0.618 |
1,947.9 |
HIGH |
1,941.0 |
0.618 |
1,936.7 |
0.500 |
1,935.4 |
0.382 |
1,934.1 |
LOW |
1,929.8 |
0.618 |
1,922.9 |
1.000 |
1,918.6 |
1.618 |
1,911.7 |
2.618 |
1,900.5 |
4.250 |
1,882.2 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,935.4 |
1,933.2 |
PP |
1,934.8 |
1,932.8 |
S1 |
1,934.1 |
1,932.5 |
|