| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,558.0 |
16,552.0 |
-6.0 |
0.0% |
16,259.0 |
| High |
16,615.0 |
16,561.0 |
-54.0 |
-0.3% |
16,576.0 |
| Low |
16,505.0 |
16,305.0 |
-200.0 |
-1.2% |
16,085.0 |
| Close |
16,549.0 |
16,345.0 |
-204.0 |
-1.2% |
16,561.0 |
| Range |
110.0 |
256.0 |
146.0 |
132.7% |
491.0 |
| ATR |
177.0 |
182.6 |
5.6 |
3.2% |
0.0 |
| Volume |
41,854 |
54,906 |
13,052 |
31.2% |
292,853 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,171.7 |
17,014.3 |
16,485.8 |
|
| R3 |
16,915.7 |
16,758.3 |
16,415.4 |
|
| R2 |
16,659.7 |
16,659.7 |
16,391.9 |
|
| R1 |
16,502.3 |
16,502.3 |
16,368.5 |
16,453.0 |
| PP |
16,403.7 |
16,403.7 |
16,403.7 |
16,379.0 |
| S1 |
16,246.3 |
16,246.3 |
16,321.5 |
16,197.0 |
| S2 |
16,147.7 |
16,147.7 |
16,298.1 |
|
| S3 |
15,891.7 |
15,990.3 |
16,274.6 |
|
| S4 |
15,635.7 |
15,734.3 |
16,204.2 |
|
|
| 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% |
222.4 |
1.4% |
49% |
False |
False |
53,592 |
| 10 |
16,615.0 |
16,085.0 |
530.0 |
3.2% |
176.5 |
1.1% |
49% |
False |
False |
53,720 |
| 20 |
16,615.0 |
15,559.0 |
1,056.0 |
6.5% |
185.6 |
1.1% |
74% |
False |
False |
55,958 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.5% |
172.2 |
1.1% |
74% |
False |
False |
47,959 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.5% |
159.5 |
1.0% |
74% |
False |
False |
32,022 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.5% |
140.4 |
0.9% |
74% |
False |
False |
24,020 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
10.0% |
125.6 |
0.8% |
84% |
False |
False |
19,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,649.0 |
|
2.618 |
17,231.2 |
|
1.618 |
16,975.2 |
|
1.000 |
16,817.0 |
|
0.618 |
16,719.2 |
|
HIGH |
16,561.0 |
|
0.618 |
16,463.2 |
|
0.500 |
16,433.0 |
|
0.382 |
16,402.8 |
|
LOW |
16,305.0 |
|
0.618 |
16,146.8 |
|
1.000 |
16,049.0 |
|
1.618 |
15,890.8 |
|
2.618 |
15,634.8 |
|
4.250 |
15,217.0 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,433.0 |
16,460.0 |
| PP |
16,403.7 |
16,421.7 |
| S1 |
16,374.3 |
16,383.3 |
|