| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,993.0 |
15,940.0 |
-53.0 |
-0.3% |
16,558.0 |
| High |
16,052.0 |
16,057.0 |
5.0 |
0.0% |
16,615.0 |
| Low |
15,850.0 |
15,888.0 |
38.0 |
0.2% |
15,850.0 |
| Close |
16,025.0 |
16,011.0 |
-14.0 |
-0.1% |
16,025.0 |
| Range |
202.0 |
169.0 |
-33.0 |
-16.3% |
765.0 |
| ATR |
196.4 |
194.5 |
-2.0 |
-1.0% |
0.0 |
| Volume |
62,124 |
45,656 |
-16,468 |
-26.5% |
291,972 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,492.3 |
16,420.7 |
16,104.0 |
|
| R3 |
16,323.3 |
16,251.7 |
16,057.5 |
|
| R2 |
16,154.3 |
16,154.3 |
16,042.0 |
|
| R1 |
16,082.7 |
16,082.7 |
16,026.5 |
16,118.5 |
| PP |
15,985.3 |
15,985.3 |
15,985.3 |
16,003.3 |
| S1 |
15,913.7 |
15,913.7 |
15,995.5 |
15,949.5 |
| S2 |
15,816.3 |
15,816.3 |
15,980.0 |
|
| S3 |
15,647.3 |
15,744.7 |
15,964.5 |
|
| S4 |
15,478.3 |
15,575.7 |
15,918.1 |
|
|
| 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 |
16,561.0 |
15,850.0 |
711.0 |
4.4% |
229.8 |
1.4% |
23% |
False |
False |
59,154 |
| 10 |
16,615.0 |
15,850.0 |
765.0 |
4.8% |
210.8 |
1.3% |
21% |
False |
False |
58,180 |
| 20 |
16,615.0 |
15,761.0 |
854.0 |
5.3% |
180.6 |
1.1% |
29% |
False |
False |
54,804 |
| 40 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
181.3 |
1.1% |
43% |
False |
False |
53,855 |
| 60 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
166.3 |
1.0% |
43% |
False |
False |
36,035 |
| 80 |
16,615.0 |
15,559.0 |
1,056.0 |
6.6% |
147.5 |
0.9% |
43% |
False |
False |
27,031 |
| 100 |
16,615.0 |
14,978.0 |
1,637.0 |
10.2% |
132.6 |
0.8% |
63% |
False |
False |
21,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,775.3 |
|
2.618 |
16,499.4 |
|
1.618 |
16,330.4 |
|
1.000 |
16,226.0 |
|
0.618 |
16,161.4 |
|
HIGH |
16,057.0 |
|
0.618 |
15,992.4 |
|
0.500 |
15,972.5 |
|
0.382 |
15,952.6 |
|
LOW |
15,888.0 |
|
0.618 |
15,783.6 |
|
1.000 |
15,719.0 |
|
1.618 |
15,614.6 |
|
2.618 |
15,445.6 |
|
4.250 |
15,169.8 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,998.2 |
16,002.8 |
| PP |
15,985.3 |
15,994.7 |
| S1 |
15,972.5 |
15,986.5 |
|