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 |
4,485.0 |
4,497.0 |
12.0 |
0.3% |
4,412.0 |
High |
4,513.0 |
4,500.0 |
-13.0 |
-0.3% |
4,498.0 |
Low |
4,473.0 |
4,421.0 |
-52.0 |
-1.2% |
4,331.0 |
Close |
4,496.0 |
4,429.0 |
-67.0 |
-1.5% |
4,495.0 |
Range |
40.0 |
79.0 |
39.0 |
97.5% |
167.0 |
ATR |
55.5 |
57.2 |
1.7 |
3.0% |
0.0 |
Volume |
818,049 |
893,344 |
75,295 |
9.2% |
4,294,712 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,687.0 |
4,637.0 |
4,472.5 |
|
R3 |
4,608.0 |
4,558.0 |
4,450.7 |
|
R2 |
4,529.0 |
4,529.0 |
4,443.5 |
|
R1 |
4,479.0 |
4,479.0 |
4,436.2 |
4,464.5 |
PP |
4,450.0 |
4,450.0 |
4,450.0 |
4,442.8 |
S1 |
4,400.0 |
4,400.0 |
4,421.8 |
4,385.5 |
S2 |
4,371.0 |
4,371.0 |
4,414.5 |
|
S3 |
4,292.0 |
4,321.0 |
4,407.3 |
|
S4 |
4,213.0 |
4,242.0 |
4,385.6 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,942.3 |
4,885.7 |
4,586.9 |
|
R3 |
4,775.3 |
4,718.7 |
4,540.9 |
|
R2 |
4,608.3 |
4,608.3 |
4,525.6 |
|
R1 |
4,551.7 |
4,551.7 |
4,510.3 |
4,580.0 |
PP |
4,441.3 |
4,441.3 |
4,441.3 |
4,455.5 |
S1 |
4,384.7 |
4,384.7 |
4,479.7 |
4,413.0 |
S2 |
4,274.3 |
4,274.3 |
4,464.4 |
|
S3 |
4,107.3 |
4,217.7 |
4,449.1 |
|
S4 |
3,940.3 |
4,050.7 |
4,403.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,513.0 |
4,331.0 |
182.0 |
4.1% |
72.6 |
1.6% |
54% |
False |
False |
914,773 |
10 |
4,513.0 |
4,331.0 |
182.0 |
4.1% |
54.9 |
1.2% |
54% |
False |
False |
774,350 |
20 |
4,513.0 |
4,220.0 |
293.0 |
6.6% |
57.0 |
1.3% |
71% |
False |
False |
780,652 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.6% |
50.1 |
1.1% |
71% |
False |
False |
737,843 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.6% |
48.4 |
1.1% |
71% |
False |
False |
493,176 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.6% |
43.0 |
1.0% |
71% |
False |
False |
370,479 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.3% |
44.1 |
1.0% |
85% |
False |
False |
296,623 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.3% |
36.8 |
0.8% |
85% |
False |
False |
247,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,835.8 |
2.618 |
4,706.8 |
1.618 |
4,627.8 |
1.000 |
4,579.0 |
0.618 |
4,548.8 |
HIGH |
4,500.0 |
0.618 |
4,469.8 |
0.500 |
4,460.5 |
0.382 |
4,451.2 |
LOW |
4,421.0 |
0.618 |
4,372.2 |
1.000 |
4,342.0 |
1.618 |
4,293.2 |
2.618 |
4,214.2 |
4.250 |
4,085.3 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,460.5 |
4,467.0 |
PP |
4,450.0 |
4,454.3 |
S1 |
4,439.5 |
4,441.7 |
|