| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,552.0 |
16,274.0 |
-278.0 |
-1.7% |
16,259.0 |
| High |
16,561.0 |
16,305.0 |
-256.0 |
-1.5% |
16,576.0 |
| Low |
16,305.0 |
16,029.0 |
-276.0 |
-1.7% |
16,085.0 |
| Close |
16,345.0 |
16,086.0 |
-259.0 |
-1.6% |
16,561.0 |
| Range |
256.0 |
276.0 |
20.0 |
7.8% |
491.0 |
| ATR |
182.6 |
192.2 |
9.5 |
5.2% |
0.0 |
| Volume |
54,906 |
74,223 |
19,317 |
35.2% |
292,853 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,968.0 |
16,803.0 |
16,237.8 |
|
| R3 |
16,692.0 |
16,527.0 |
16,161.9 |
|
| R2 |
16,416.0 |
16,416.0 |
16,136.6 |
|
| R1 |
16,251.0 |
16,251.0 |
16,111.3 |
16,195.5 |
| PP |
16,140.0 |
16,140.0 |
16,140.0 |
16,112.3 |
| S1 |
15,975.0 |
15,975.0 |
16,060.7 |
15,919.5 |
| S2 |
15,864.0 |
15,864.0 |
16,035.4 |
|
| S3 |
15,588.0 |
15,699.0 |
16,010.1 |
|
| S4 |
15,312.0 |
15,423.0 |
15,934.2 |
|
|
| 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 |
16,029.0 |
586.0 |
3.6% |
227.6 |
1.4% |
10% |
False |
True |
53,281 |
| 10 |
16,615.0 |
16,029.0 |
586.0 |
3.6% |
186.8 |
1.2% |
10% |
False |
True |
56,159 |
| 20 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
192.6 |
1.2% |
50% |
False |
False |
56,969 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
174.5 |
1.1% |
50% |
False |
False |
49,797 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
159.4 |
1.0% |
50% |
False |
False |
33,258 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
143.2 |
0.9% |
50% |
False |
False |
24,948 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
10.2% |
128.4 |
0.8% |
68% |
False |
False |
19,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,478.0 |
|
2.618 |
17,027.6 |
|
1.618 |
16,751.6 |
|
1.000 |
16,581.0 |
|
0.618 |
16,475.6 |
|
HIGH |
16,305.0 |
|
0.618 |
16,199.6 |
|
0.500 |
16,167.0 |
|
0.382 |
16,134.4 |
|
LOW |
16,029.0 |
|
0.618 |
15,858.4 |
|
1.000 |
15,753.0 |
|
1.618 |
15,582.4 |
|
2.618 |
15,306.4 |
|
4.250 |
14,856.0 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,167.0 |
16,322.0 |
| PP |
16,140.0 |
16,243.3 |
| S1 |
16,113.0 |
16,164.7 |
|