| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,274.0 |
16,082.0 |
-192.0 |
-1.2% |
16,259.0 |
| High |
16,305.0 |
16,123.0 |
-182.0 |
-1.1% |
16,576.0 |
| Low |
16,029.0 |
15,877.0 |
-152.0 |
-0.9% |
16,085.0 |
| Close |
16,086.0 |
15,959.0 |
-127.0 |
-0.8% |
16,561.0 |
| Range |
276.0 |
246.0 |
-30.0 |
-10.9% |
491.0 |
| ATR |
192.2 |
196.0 |
3.8 |
2.0% |
0.0 |
| Volume |
74,223 |
58,865 |
-15,358 |
-20.7% |
292,853 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,724.3 |
16,587.7 |
16,094.3 |
|
| R3 |
16,478.3 |
16,341.7 |
16,026.7 |
|
| R2 |
16,232.3 |
16,232.3 |
16,004.1 |
|
| R1 |
16,095.7 |
16,095.7 |
15,981.6 |
16,041.0 |
| PP |
15,986.3 |
15,986.3 |
15,986.3 |
15,959.0 |
| S1 |
15,849.7 |
15,849.7 |
15,936.5 |
15,795.0 |
| S2 |
15,740.3 |
15,740.3 |
15,913.9 |
|
| S3 |
15,494.3 |
15,603.7 |
15,891.4 |
|
| S4 |
15,248.3 |
15,357.7 |
15,823.7 |
|
|
| 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 |
15,877.0 |
738.0 |
4.6% |
213.0 |
1.3% |
11% |
False |
True |
54,340 |
| 10 |
16,615.0 |
15,877.0 |
738.0 |
4.6% |
192.6 |
1.2% |
11% |
False |
True |
56,700 |
| 20 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
183.4 |
1.1% |
38% |
False |
False |
55,558 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
177.5 |
1.1% |
38% |
False |
False |
51,249 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
162.8 |
1.0% |
38% |
False |
False |
34,239 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
145.0 |
0.9% |
38% |
False |
False |
25,684 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
10.3% |
129.6 |
0.8% |
60% |
False |
False |
20,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,168.5 |
|
2.618 |
16,767.0 |
|
1.618 |
16,521.0 |
|
1.000 |
16,369.0 |
|
0.618 |
16,275.0 |
|
HIGH |
16,123.0 |
|
0.618 |
16,029.0 |
|
0.500 |
16,000.0 |
|
0.382 |
15,971.0 |
|
LOW |
15,877.0 |
|
0.618 |
15,725.0 |
|
1.000 |
15,631.0 |
|
1.618 |
15,479.0 |
|
2.618 |
15,233.0 |
|
4.250 |
14,831.5 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,000.0 |
16,219.0 |
| PP |
15,986.3 |
16,132.3 |
| S1 |
15,972.7 |
16,045.7 |
|