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 |
4,497.0 |
4,418.0 |
-79.0 |
-1.8% |
4,412.0 |
High |
4,500.0 |
4,424.0 |
-76.0 |
-1.7% |
4,498.0 |
Low |
4,421.0 |
4,340.0 |
-81.0 |
-1.8% |
4,331.0 |
Close |
4,429.0 |
4,350.0 |
-79.0 |
-1.8% |
4,495.0 |
Range |
79.0 |
84.0 |
5.0 |
6.3% |
167.0 |
ATR |
57.2 |
59.4 |
2.3 |
4.0% |
0.0 |
Volume |
893,344 |
1,116,667 |
223,323 |
25.0% |
4,294,712 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,623.3 |
4,570.7 |
4,396.2 |
|
R3 |
4,539.3 |
4,486.7 |
4,373.1 |
|
R2 |
4,455.3 |
4,455.3 |
4,365.4 |
|
R1 |
4,402.7 |
4,402.7 |
4,357.7 |
4,387.0 |
PP |
4,371.3 |
4,371.3 |
4,371.3 |
4,363.5 |
S1 |
4,318.7 |
4,318.7 |
4,342.3 |
4,303.0 |
S2 |
4,287.3 |
4,287.3 |
4,334.6 |
|
S3 |
4,203.3 |
4,234.7 |
4,326.9 |
|
S4 |
4,119.3 |
4,150.7 |
4,303.8 |
|
|
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 |
4,340.0 |
173.0 |
4.0% |
75.4 |
1.7% |
6% |
False |
True |
901,587 |
10 |
4,513.0 |
4,331.0 |
182.0 |
4.2% |
58.5 |
1.3% |
10% |
False |
False |
822,198 |
20 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
58.9 |
1.4% |
44% |
False |
False |
800,851 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
50.9 |
1.2% |
44% |
False |
False |
764,894 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
48.8 |
1.1% |
44% |
False |
False |
511,785 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
43.8 |
1.0% |
44% |
False |
False |
384,438 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
45.0 |
1.0% |
70% |
False |
False |
307,790 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
37.5 |
0.9% |
70% |
False |
False |
256,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,781.0 |
2.618 |
4,643.9 |
1.618 |
4,559.9 |
1.000 |
4,508.0 |
0.618 |
4,475.9 |
HIGH |
4,424.0 |
0.618 |
4,391.9 |
0.500 |
4,382.0 |
0.382 |
4,372.1 |
LOW |
4,340.0 |
0.618 |
4,288.1 |
1.000 |
4,256.0 |
1.618 |
4,204.1 |
2.618 |
4,120.1 |
4.250 |
3,983.0 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,382.0 |
4,426.5 |
PP |
4,371.3 |
4,401.0 |
S1 |
4,360.7 |
4,375.5 |
|