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 |
4,349.0 |
4,327.0 |
-22.0 |
-0.5% |
4,485.0 |
High |
4,360.0 |
4,362.0 |
2.0 |
0.0% |
4,513.0 |
Low |
4,295.0 |
4,304.0 |
9.0 |
0.2% |
4,295.0 |
Close |
4,316.0 |
4,352.0 |
36.0 |
0.8% |
4,352.0 |
Range |
65.0 |
58.0 |
-7.0 |
-10.8% |
218.0 |
ATR |
59.8 |
59.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,007,072 |
888,193 |
-118,879 |
-11.8% |
4,723,325 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,513.3 |
4,490.7 |
4,383.9 |
|
R3 |
4,455.3 |
4,432.7 |
4,368.0 |
|
R2 |
4,397.3 |
4,397.3 |
4,362.6 |
|
R1 |
4,374.7 |
4,374.7 |
4,357.3 |
4,386.0 |
PP |
4,339.3 |
4,339.3 |
4,339.3 |
4,345.0 |
S1 |
4,316.7 |
4,316.7 |
4,346.7 |
4,328.0 |
S2 |
4,281.3 |
4,281.3 |
4,341.4 |
|
S3 |
4,223.3 |
4,258.7 |
4,336.1 |
|
S4 |
4,165.3 |
4,200.7 |
4,320.1 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,040.7 |
4,914.3 |
4,471.9 |
|
R3 |
4,822.7 |
4,696.3 |
4,412.0 |
|
R2 |
4,604.7 |
4,604.7 |
4,392.0 |
|
R1 |
4,478.3 |
4,478.3 |
4,372.0 |
4,432.5 |
PP |
4,386.7 |
4,386.7 |
4,386.7 |
4,363.8 |
S1 |
4,260.3 |
4,260.3 |
4,332.0 |
4,214.5 |
S2 |
4,168.7 |
4,168.7 |
4,312.0 |
|
S3 |
3,950.7 |
4,042.3 |
4,292.1 |
|
S4 |
3,732.7 |
3,824.3 |
4,232.1 |
|
|
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 |
5.0% |
65.2 |
1.5% |
26% |
False |
False |
944,665 |
10 |
4,513.0 |
4,295.0 |
218.0 |
5.0% |
62.4 |
1.4% |
26% |
False |
False |
901,803 |
20 |
4,513.0 |
4,233.0 |
280.0 |
6.4% |
55.0 |
1.3% |
43% |
False |
False |
779,329 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
52.4 |
1.2% |
45% |
False |
False |
808,981 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
49.8 |
1.1% |
45% |
False |
False |
543,368 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
45.0 |
1.0% |
45% |
False |
False |
408,077 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
46.2 |
1.1% |
70% |
False |
False |
326,742 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
38.5 |
0.9% |
70% |
False |
False |
272,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,608.5 |
2.618 |
4,513.8 |
1.618 |
4,455.8 |
1.000 |
4,420.0 |
0.618 |
4,397.8 |
HIGH |
4,362.0 |
0.618 |
4,339.8 |
0.500 |
4,333.0 |
0.382 |
4,326.2 |
LOW |
4,304.0 |
0.618 |
4,268.2 |
1.000 |
4,246.0 |
1.618 |
4,210.2 |
2.618 |
4,152.2 |
4.250 |
4,057.5 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,345.7 |
4,359.5 |
PP |
4,339.3 |
4,357.0 |
S1 |
4,333.0 |
4,354.5 |
|