| 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 |
15,580.00 |
15,850.00 |
270.00 |
1.7% |
15,556.00 |
| High |
15,896.00 |
15,917.00 |
21.00 |
0.1% |
15,904.00 |
| Low |
15,546.25 |
15,791.25 |
245.00 |
1.6% |
15,483.75 |
| Close |
15,847.50 |
15,857.50 |
10.00 |
0.1% |
15,847.50 |
| Range |
349.75 |
125.75 |
-224.00 |
-64.0% |
420.25 |
| ATR |
244.21 |
235.74 |
-8.46 |
-3.5% |
0.00 |
| Volume |
689,386 |
523,896 |
-165,490 |
-24.0% |
3,336,406 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,232.50 |
16,170.75 |
15,926.75 |
|
| R3 |
16,106.75 |
16,045.00 |
15,892.00 |
|
| R2 |
15,981.00 |
15,981.00 |
15,880.50 |
|
| R1 |
15,919.25 |
15,919.25 |
15,869.00 |
15,950.00 |
| PP |
15,855.25 |
15,855.25 |
15,855.25 |
15,870.75 |
| S1 |
15,793.50 |
15,793.50 |
15,846.00 |
15,824.50 |
| S2 |
15,729.50 |
15,729.50 |
15,834.50 |
|
| S3 |
15,603.75 |
15,667.75 |
15,823.00 |
|
| S4 |
15,478.00 |
15,542.00 |
15,788.25 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,005.75 |
16,847.00 |
16,078.75 |
|
| R3 |
16,585.50 |
16,426.75 |
15,963.00 |
|
| R2 |
16,165.25 |
16,165.25 |
15,924.50 |
|
| R1 |
16,006.50 |
16,006.50 |
15,886.00 |
16,086.00 |
| PP |
15,745.00 |
15,745.00 |
15,745.00 |
15,784.75 |
| S1 |
15,586.25 |
15,586.25 |
15,809.00 |
15,665.50 |
| S2 |
15,324.75 |
15,324.75 |
15,770.50 |
|
| S3 |
14,904.50 |
15,166.00 |
15,732.00 |
|
| S4 |
14,484.25 |
14,745.75 |
15,616.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,917.00 |
15,511.25 |
405.75 |
2.6% |
256.00 |
1.6% |
85% |
True |
False |
659,685 |
| 10 |
16,062.75 |
15,483.75 |
579.00 |
3.7% |
243.75 |
1.5% |
65% |
False |
False |
669,074 |
| 20 |
16,062.75 |
15,063.25 |
999.50 |
6.3% |
221.00 |
1.4% |
79% |
False |
False |
606,674 |
| 40 |
16,062.75 |
14,425.00 |
1,637.75 |
10.3% |
232.75 |
1.5% |
87% |
False |
False |
532,995 |
| 60 |
16,062.75 |
13,146.50 |
2,916.25 |
18.4% |
223.75 |
1.4% |
93% |
False |
False |
356,018 |
| 80 |
16,062.75 |
12,944.50 |
3,118.25 |
19.7% |
216.50 |
1.4% |
93% |
False |
False |
267,142 |
| 100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.1% |
226.25 |
1.4% |
95% |
False |
False |
213,815 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.1% |
223.75 |
1.4% |
95% |
False |
False |
178,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,451.50 |
|
2.618 |
16,246.25 |
|
1.618 |
16,120.50 |
|
1.000 |
16,042.75 |
|
0.618 |
15,994.75 |
|
HIGH |
15,917.00 |
|
0.618 |
15,869.00 |
|
0.500 |
15,854.00 |
|
0.382 |
15,839.25 |
|
LOW |
15,791.25 |
|
0.618 |
15,713.50 |
|
1.000 |
15,665.50 |
|
1.618 |
15,587.75 |
|
2.618 |
15,462.00 |
|
4.250 |
15,256.75 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,856.50 |
15,809.75 |
| PP |
15,855.25 |
15,762.00 |
| S1 |
15,854.00 |
15,714.00 |
|