| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,430.0 |
16,558.0 |
128.0 |
0.8% |
16,259.0 |
| High |
16,576.0 |
16,615.0 |
39.0 |
0.2% |
16,576.0 |
| Low |
16,399.0 |
16,505.0 |
106.0 |
0.6% |
16,085.0 |
| Close |
16,561.0 |
16,549.0 |
-12.0 |
-0.1% |
16,561.0 |
| Range |
177.0 |
110.0 |
-67.0 |
-37.9% |
491.0 |
| ATR |
182.2 |
177.0 |
-5.2 |
-2.8% |
0.0 |
| Volume |
41,854 |
41,854 |
0 |
0.0% |
292,853 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,886.3 |
16,827.7 |
16,609.5 |
|
| R3 |
16,776.3 |
16,717.7 |
16,579.3 |
|
| R2 |
16,666.3 |
16,666.3 |
16,569.2 |
|
| R1 |
16,607.7 |
16,607.7 |
16,559.1 |
16,582.0 |
| PP |
16,556.3 |
16,556.3 |
16,556.3 |
16,543.5 |
| S1 |
16,497.7 |
16,497.7 |
16,538.9 |
16,472.0 |
| S2 |
16,446.3 |
16,446.3 |
16,528.8 |
|
| S3 |
16,336.3 |
16,387.7 |
16,518.8 |
|
| S4 |
16,226.3 |
16,277.7 |
16,488.5 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,880.3 |
17,711.7 |
16,831.1 |
|
| R3 |
17,389.3 |
17,220.7 |
16,696.0 |
|
| R2 |
16,898.3 |
16,898.3 |
16,651.0 |
|
| R1 |
16,729.7 |
16,729.7 |
16,606.0 |
16,814.0 |
| PP |
16,407.3 |
16,407.3 |
16,407.3 |
16,449.5 |
| S1 |
16,238.7 |
16,238.7 |
16,516.0 |
16,323.0 |
| S2 |
15,916.3 |
15,916.3 |
16,471.0 |
|
| S3 |
15,425.3 |
15,747.7 |
16,426.0 |
|
| S4 |
14,934.3 |
15,256.7 |
16,291.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,615.0 |
16,085.0 |
530.0 |
3.2% |
191.8 |
1.2% |
88% |
True |
False |
57,206 |
| 10 |
16,615.0 |
16,085.0 |
530.0 |
3.2% |
163.7 |
1.0% |
88% |
True |
False |
52,392 |
| 20 |
16,615.0 |
15,559.0 |
1,056.0 |
6.4% |
180.0 |
1.1% |
94% |
True |
False |
55,393 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.4% |
169.9 |
1.0% |
94% |
True |
False |
46,597 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.4% |
157.1 |
0.9% |
94% |
True |
False |
31,107 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.4% |
138.2 |
0.8% |
94% |
True |
False |
23,334 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
9.9% |
123.3 |
0.7% |
96% |
True |
False |
18,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,082.5 |
|
2.618 |
16,903.0 |
|
1.618 |
16,793.0 |
|
1.000 |
16,725.0 |
|
0.618 |
16,683.0 |
|
HIGH |
16,615.0 |
|
0.618 |
16,573.0 |
|
0.500 |
16,560.0 |
|
0.382 |
16,547.0 |
|
LOW |
16,505.0 |
|
0.618 |
16,437.0 |
|
1.000 |
16,395.0 |
|
1.618 |
16,327.0 |
|
2.618 |
16,217.0 |
|
4.250 |
16,037.5 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,560.0 |
16,504.2 |
| PP |
16,556.3 |
16,459.3 |
| S1 |
16,552.7 |
16,414.5 |
|