| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,082.0 |
15,993.0 |
-89.0 |
-0.6% |
16,558.0 |
| High |
16,123.0 |
16,052.0 |
-71.0 |
-0.4% |
16,615.0 |
| Low |
15,877.0 |
15,850.0 |
-27.0 |
-0.2% |
15,850.0 |
| Close |
15,959.0 |
16,025.0 |
66.0 |
0.4% |
16,025.0 |
| Range |
246.0 |
202.0 |
-44.0 |
-17.9% |
765.0 |
| ATR |
196.0 |
196.4 |
0.4 |
0.2% |
0.0 |
| Volume |
58,865 |
62,124 |
3,259 |
5.5% |
291,972 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,581.7 |
16,505.3 |
16,136.1 |
|
| R3 |
16,379.7 |
16,303.3 |
16,080.6 |
|
| R2 |
16,177.7 |
16,177.7 |
16,062.0 |
|
| R1 |
16,101.3 |
16,101.3 |
16,043.5 |
16,139.5 |
| PP |
15,975.7 |
15,975.7 |
15,975.7 |
15,994.8 |
| S1 |
15,899.3 |
15,899.3 |
16,006.5 |
15,937.5 |
| S2 |
15,773.7 |
15,773.7 |
15,988.0 |
|
| S3 |
15,571.7 |
15,697.3 |
15,969.5 |
|
| S4 |
15,369.7 |
15,495.3 |
15,913.9 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,458.3 |
18,006.7 |
16,445.8 |
|
| R3 |
17,693.3 |
17,241.7 |
16,235.4 |
|
| R2 |
16,928.3 |
16,928.3 |
16,165.3 |
|
| R1 |
16,476.7 |
16,476.7 |
16,095.1 |
16,320.0 |
| PP |
16,163.3 |
16,163.3 |
16,163.3 |
16,085.0 |
| S1 |
15,711.7 |
15,711.7 |
15,954.9 |
15,555.0 |
| S2 |
15,398.3 |
15,398.3 |
15,884.8 |
|
| S3 |
14,633.3 |
14,946.7 |
15,814.6 |
|
| S4 |
13,868.3 |
14,181.7 |
15,604.3 |
|
|
| 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 |
15,850.0 |
765.0 |
4.8% |
218.0 |
1.4% |
23% |
False |
True |
58,394 |
| 10 |
16,615.0 |
15,850.0 |
765.0 |
4.8% |
204.0 |
1.3% |
23% |
False |
True |
58,482 |
| 20 |
16,615.0 |
15,648.0 |
967.0 |
6.0% |
181.2 |
1.1% |
39% |
False |
False |
55,115 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
179.8 |
1.1% |
44% |
False |
False |
52,762 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
165.3 |
1.0% |
44% |
False |
False |
35,274 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
146.2 |
0.9% |
44% |
False |
False |
26,460 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
10.2% |
131.6 |
0.8% |
64% |
False |
False |
21,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,910.5 |
|
2.618 |
16,580.8 |
|
1.618 |
16,378.8 |
|
1.000 |
16,254.0 |
|
0.618 |
16,176.8 |
|
HIGH |
16,052.0 |
|
0.618 |
15,974.8 |
|
0.500 |
15,951.0 |
|
0.382 |
15,927.2 |
|
LOW |
15,850.0 |
|
0.618 |
15,725.2 |
|
1.000 |
15,648.0 |
|
1.618 |
15,523.2 |
|
2.618 |
15,321.2 |
|
4.250 |
14,991.5 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,000.3 |
16,077.5 |
| PP |
15,975.7 |
16,060.0 |
| S1 |
15,951.0 |
16,042.5 |
|