Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,850.00 |
15,869.25 |
19.25 |
0.1% |
15,556.00 |
High |
15,917.00 |
15,889.25 |
-27.75 |
-0.2% |
15,904.00 |
Low |
15,791.25 |
15,728.25 |
-63.00 |
-0.4% |
15,483.75 |
Close |
15,857.50 |
15,817.25 |
-40.25 |
-0.3% |
15,847.50 |
Range |
125.75 |
161.00 |
35.25 |
28.0% |
420.25 |
ATR |
235.74 |
230.41 |
-5.34 |
-2.3% |
0.00 |
Volume |
523,896 |
529,660 |
5,764 |
1.1% |
3,336,406 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,294.50 |
16,217.00 |
15,905.75 |
|
R3 |
16,133.50 |
16,056.00 |
15,861.50 |
|
R2 |
15,972.50 |
15,972.50 |
15,846.75 |
|
R1 |
15,895.00 |
15,895.00 |
15,832.00 |
15,853.25 |
PP |
15,811.50 |
15,811.50 |
15,811.50 |
15,790.75 |
S1 |
15,734.00 |
15,734.00 |
15,802.50 |
15,692.25 |
S2 |
15,650.50 |
15,650.50 |
15,787.75 |
|
S3 |
15,489.50 |
15,573.00 |
15,773.00 |
|
S4 |
15,328.50 |
15,412.00 |
15,728.75 |
|
|
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% |
250.75 |
1.6% |
75% |
False |
False |
654,641 |
10 |
16,062.75 |
15,483.75 |
579.00 |
3.7% |
230.25 |
1.5% |
58% |
False |
False |
658,712 |
20 |
16,062.75 |
15,063.25 |
999.50 |
6.3% |
224.75 |
1.4% |
75% |
False |
False |
619,904 |
40 |
16,062.75 |
14,425.00 |
1,637.75 |
10.4% |
232.75 |
1.5% |
85% |
False |
False |
546,113 |
60 |
16,062.75 |
13,201.50 |
2,861.25 |
18.1% |
223.75 |
1.4% |
91% |
False |
False |
364,831 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
19.7% |
215.50 |
1.4% |
92% |
False |
False |
273,755 |
100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.1% |
224.25 |
1.4% |
94% |
False |
False |
219,111 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.1% |
223.00 |
1.4% |
94% |
False |
False |
182,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,573.50 |
2.618 |
16,310.75 |
1.618 |
16,149.75 |
1.000 |
16,050.25 |
0.618 |
15,988.75 |
HIGH |
15,889.25 |
0.618 |
15,827.75 |
0.500 |
15,808.75 |
0.382 |
15,789.75 |
LOW |
15,728.25 |
0.618 |
15,628.75 |
1.000 |
15,567.25 |
1.618 |
15,467.75 |
2.618 |
15,306.75 |
4.250 |
15,044.00 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,814.50 |
15,788.75 |
PP |
15,811.50 |
15,760.25 |
S1 |
15,808.75 |
15,731.50 |
|