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 |
4,617.75 |
4,580.00 |
-37.75 |
-0.8% |
4,564.25 |
High |
4,621.75 |
4,593.50 |
-28.25 |
-0.6% |
4,634.50 |
Low |
4,591.00 |
4,527.75 |
-63.25 |
-1.4% |
4,553.75 |
Close |
4,601.25 |
4,537.25 |
-64.00 |
-1.4% |
4,606.50 |
Range |
30.75 |
65.75 |
35.00 |
113.8% |
80.75 |
ATR |
41.35 |
43.65 |
2.30 |
5.6% |
0.00 |
Volume |
1,212,261 |
1,917,865 |
705,604 |
58.2% |
7,294,362 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,750.00 |
4,709.50 |
4,573.50 |
|
R3 |
4,684.25 |
4,643.75 |
4,555.25 |
|
R2 |
4,618.50 |
4,618.50 |
4,549.25 |
|
R1 |
4,578.00 |
4,578.00 |
4,543.25 |
4,565.50 |
PP |
4,552.75 |
4,552.75 |
4,552.75 |
4,546.50 |
S1 |
4,512.25 |
4,512.25 |
4,531.25 |
4,499.50 |
S2 |
4,487.00 |
4,487.00 |
4,525.25 |
|
S3 |
4,421.25 |
4,446.50 |
4,519.25 |
|
S4 |
4,355.50 |
4,380.75 |
4,501.00 |
|
|
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 |
4,527.75 |
106.75 |
2.4% |
52.00 |
1.1% |
9% |
False |
True |
1,585,619 |
10 |
4,634.50 |
4,527.75 |
106.75 |
2.4% |
42.50 |
0.9% |
9% |
False |
True |
1,468,429 |
20 |
4,634.50 |
4,411.25 |
223.25 |
4.9% |
42.50 |
0.9% |
56% |
False |
False |
1,452,028 |
40 |
4,634.50 |
4,305.75 |
328.75 |
7.2% |
42.25 |
0.9% |
70% |
False |
False |
1,435,377 |
60 |
4,634.50 |
4,150.00 |
484.50 |
10.7% |
44.00 |
1.0% |
80% |
False |
False |
960,180 |
80 |
4,634.50 |
4,098.25 |
536.25 |
11.8% |
45.75 |
1.0% |
82% |
False |
False |
720,780 |
100 |
4,634.50 |
3,874.75 |
759.75 |
16.7% |
50.25 |
1.1% |
87% |
False |
False |
576,939 |
120 |
4,634.50 |
3,874.75 |
759.75 |
16.7% |
52.25 |
1.1% |
87% |
False |
False |
480,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,873.00 |
2.618 |
4,765.75 |
1.618 |
4,700.00 |
1.000 |
4,659.25 |
0.618 |
4,634.25 |
HIGH |
4,593.50 |
0.618 |
4,568.50 |
0.500 |
4,560.50 |
0.382 |
4,552.75 |
LOW |
4,527.75 |
0.618 |
4,487.00 |
1.000 |
4,462.00 |
1.618 |
4,421.25 |
2.618 |
4,355.50 |
4.250 |
4,248.25 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,560.50 |
4,574.75 |
PP |
4,552.75 |
4,562.25 |
S1 |
4,545.00 |
4,549.75 |
|