Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,566.00 |
4,608.75 |
42.75 |
0.9% |
4,564.25 |
High |
4,616.50 |
4,619.25 |
2.75 |
0.1% |
4,634.50 |
Low |
4,558.00 |
4,595.25 |
37.25 |
0.8% |
4,553.75 |
Close |
4,606.50 |
4,614.50 |
8.00 |
0.2% |
4,606.50 |
Range |
58.50 |
24.00 |
-34.50 |
-59.0% |
80.75 |
ATR |
43.56 |
42.17 |
-1.40 |
-3.2% |
0.00 |
Volume |
1,573,973 |
1,299,434 |
-274,539 |
-17.4% |
7,294,362 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,681.75 |
4,672.00 |
4,627.75 |
|
R3 |
4,657.75 |
4,648.00 |
4,621.00 |
|
R2 |
4,633.75 |
4,633.75 |
4,619.00 |
|
R1 |
4,624.00 |
4,624.00 |
4,616.75 |
4,629.00 |
PP |
4,609.75 |
4,609.75 |
4,609.75 |
4,612.00 |
S1 |
4,600.00 |
4,600.00 |
4,612.25 |
4,605.00 |
S2 |
4,585.75 |
4,585.75 |
4,610.00 |
|
S3 |
4,561.75 |
4,576.00 |
4,608.00 |
|
S4 |
4,537.75 |
4,552.00 |
4,601.25 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,840.50 |
4,804.25 |
4,651.00 |
|
R3 |
4,759.75 |
4,723.50 |
4,628.75 |
|
R2 |
4,679.00 |
4,679.00 |
4,621.25 |
|
R1 |
4,642.75 |
4,642.75 |
4,614.00 |
4,661.00 |
PP |
4,598.25 |
4,598.25 |
4,598.25 |
4,607.25 |
S1 |
4,562.00 |
4,562.00 |
4,599.00 |
4,580.00 |
S2 |
4,517.50 |
4,517.50 |
4,591.75 |
|
S3 |
4,436.75 |
4,481.25 |
4,584.25 |
|
S4 |
4,356.00 |
4,400.50 |
4,562.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,634.50 |
4,553.75 |
80.75 |
1.7% |
46.00 |
1.0% |
75% |
False |
False |
1,478,027 |
10 |
4,634.50 |
4,544.75 |
89.75 |
1.9% |
40.50 |
0.9% |
78% |
False |
False |
1,439,437 |
20 |
4,634.50 |
4,411.25 |
223.25 |
4.8% |
39.75 |
0.9% |
91% |
False |
False |
1,387,274 |
40 |
4,634.50 |
4,269.50 |
365.00 |
7.9% |
42.25 |
0.9% |
95% |
False |
False |
1,358,593 |
60 |
4,634.50 |
4,098.25 |
536.25 |
11.6% |
44.75 |
1.0% |
96% |
False |
False |
908,113 |
80 |
4,634.50 |
4,098.25 |
536.25 |
11.6% |
45.50 |
1.0% |
96% |
False |
False |
681,689 |
100 |
4,634.50 |
3,874.75 |
759.75 |
16.5% |
51.25 |
1.1% |
97% |
False |
False |
545,664 |
120 |
4,634.50 |
3,874.75 |
759.75 |
16.5% |
52.50 |
1.1% |
97% |
False |
False |
454,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,721.25 |
2.618 |
4,682.00 |
1.618 |
4,658.00 |
1.000 |
4,643.25 |
0.618 |
4,634.00 |
HIGH |
4,619.25 |
0.618 |
4,610.00 |
0.500 |
4,607.25 |
0.382 |
4,604.50 |
LOW |
4,595.25 |
0.618 |
4,580.50 |
1.000 |
4,571.25 |
1.618 |
4,556.50 |
2.618 |
4,532.50 |
4.250 |
4,493.25 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,612.00 |
4,607.75 |
PP |
4,609.75 |
4,601.00 |
S1 |
4,607.25 |
4,594.00 |
|