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 |
4,327.0 |
4,325.0 |
-2.0 |
0.0% |
4,485.0 |
High |
4,362.0 |
4,369.0 |
7.0 |
0.2% |
4,513.0 |
Low |
4,304.0 |
4,321.0 |
17.0 |
0.4% |
4,295.0 |
Close |
4,352.0 |
4,357.0 |
5.0 |
0.1% |
4,352.0 |
Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
218.0 |
ATR |
59.7 |
58.9 |
-0.8 |
-1.4% |
0.0 |
Volume |
888,193 |
557,404 |
-330,789 |
-37.2% |
4,723,325 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.0 |
4,473.0 |
4,383.4 |
|
R3 |
4,445.0 |
4,425.0 |
4,370.2 |
|
R2 |
4,397.0 |
4,397.0 |
4,365.8 |
|
R1 |
4,377.0 |
4,377.0 |
4,361.4 |
4,387.0 |
PP |
4,349.0 |
4,349.0 |
4,349.0 |
4,354.0 |
S1 |
4,329.0 |
4,329.0 |
4,352.6 |
4,339.0 |
S2 |
4,301.0 |
4,301.0 |
4,348.2 |
|
S3 |
4,253.0 |
4,281.0 |
4,343.8 |
|
S4 |
4,205.0 |
4,233.0 |
4,330.6 |
|
|
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 |
4,500.0 |
4,295.0 |
205.0 |
4.7% |
66.8 |
1.5% |
30% |
False |
False |
892,536 |
10 |
4,513.0 |
4,295.0 |
218.0 |
5.0% |
64.5 |
1.5% |
28% |
False |
False |
903,359 |
20 |
4,513.0 |
4,282.0 |
231.0 |
5.3% |
54.2 |
1.2% |
32% |
False |
False |
775,391 |
40 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
52.6 |
1.2% |
47% |
False |
False |
819,088 |
60 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
49.8 |
1.1% |
47% |
False |
False |
552,653 |
80 |
4,513.0 |
4,220.0 |
293.0 |
6.7% |
45.5 |
1.0% |
47% |
False |
False |
415,042 |
100 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
46.7 |
1.1% |
71% |
False |
False |
332,316 |
120 |
4,513.0 |
3,970.0 |
543.0 |
12.5% |
38.9 |
0.9% |
71% |
False |
False |
276,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,573.0 |
2.618 |
4,494.7 |
1.618 |
4,446.7 |
1.000 |
4,417.0 |
0.618 |
4,398.7 |
HIGH |
4,369.0 |
0.618 |
4,350.7 |
0.500 |
4,345.0 |
0.382 |
4,339.3 |
LOW |
4,321.0 |
0.618 |
4,291.3 |
1.000 |
4,273.0 |
1.618 |
4,243.3 |
2.618 |
4,195.3 |
4.250 |
4,117.0 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,353.0 |
4,348.7 |
PP |
4,349.0 |
4,340.3 |
S1 |
4,345.0 |
4,332.0 |
|