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 |
4,418.0 |
4,349.0 |
-69.0 |
-1.6% |
4,412.0 |
High |
4,424.0 |
4,360.0 |
-64.0 |
-1.4% |
4,498.0 |
Low |
4,340.0 |
4,295.0 |
-45.0 |
-1.0% |
4,331.0 |
Close |
4,350.0 |
4,316.0 |
-34.0 |
-0.8% |
4,495.0 |
Range |
84.0 |
65.0 |
-19.0 |
-22.6% |
167.0 |
ATR |
59.4 |
59.8 |
0.4 |
0.7% |
0.0 |
Volume |
1,116,667 |
1,007,072 |
-109,595 |
-9.8% |
4,294,712 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,518.7 |
4,482.3 |
4,351.8 |
|
R3 |
4,453.7 |
4,417.3 |
4,333.9 |
|
R2 |
4,388.7 |
4,388.7 |
4,327.9 |
|
R1 |
4,352.3 |
4,352.3 |
4,322.0 |
4,338.0 |
PP |
4,323.7 |
4,323.7 |
4,323.7 |
4,316.5 |
S1 |
4,287.3 |
4,287.3 |
4,310.0 |
4,273.0 |
S2 |
4,258.7 |
4,258.7 |
4,304.1 |
|
S3 |
4,193.7 |
4,222.3 |
4,298.1 |
|
S4 |
4,128.7 |
4,157.3 |
4,280.3 |
|
|
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 |
4,295.0 |
218.0 |
5.1% |
66.8 |
1.5% |
10% |
False |
True |
930,636 |
10 |
4,513.0 |
4,295.0 |
218.0 |
5.1% |
60.9 |
1.4% |
10% |
False |
True |
862,235 |
20 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
55.2 |
1.3% |
33% |
False |
False |
782,139 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
51.7 |
1.2% |
33% |
False |
False |
789,658 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
49.6 |
1.1% |
33% |
False |
False |
528,566 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.8% |
44.3 |
1.0% |
33% |
False |
False |
397,026 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
45.6 |
1.1% |
64% |
False |
False |
317,860 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.6% |
38.0 |
0.9% |
64% |
False |
False |
264,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,636.3 |
2.618 |
4,530.2 |
1.618 |
4,465.2 |
1.000 |
4,425.0 |
0.618 |
4,400.2 |
HIGH |
4,360.0 |
0.618 |
4,335.2 |
0.500 |
4,327.5 |
0.382 |
4,319.8 |
LOW |
4,295.0 |
0.618 |
4,254.8 |
1.000 |
4,230.0 |
1.618 |
4,189.8 |
2.618 |
4,124.8 |
4.250 |
4,018.8 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,327.5 |
4,397.5 |
PP |
4,323.7 |
4,370.3 |
S1 |
4,319.8 |
4,343.2 |
|