| 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 |
15,869.25 |
15,757.00 |
-112.25 |
-0.7% |
15,556.00 |
| High |
15,889.25 |
15,789.75 |
-99.50 |
-0.6% |
15,904.00 |
| Low |
15,728.25 |
15,414.00 |
-314.25 |
-2.0% |
15,483.75 |
| Close |
15,817.25 |
15,473.00 |
-344.25 |
-2.2% |
15,847.50 |
| Range |
161.00 |
375.75 |
214.75 |
133.4% |
420.25 |
| ATR |
230.41 |
242.75 |
12.35 |
5.4% |
0.00 |
| Volume |
529,660 |
773,499 |
243,839 |
46.0% |
3,336,406 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,686.25 |
16,455.25 |
15,679.75 |
|
| R3 |
16,310.50 |
16,079.50 |
15,576.25 |
|
| R2 |
15,934.75 |
15,934.75 |
15,542.00 |
|
| R1 |
15,703.75 |
15,703.75 |
15,507.50 |
15,631.50 |
| PP |
15,559.00 |
15,559.00 |
15,559.00 |
15,522.75 |
| S1 |
15,328.00 |
15,328.00 |
15,438.50 |
15,255.50 |
| S2 |
15,183.25 |
15,183.25 |
15,404.00 |
|
| S3 |
14,807.50 |
14,952.25 |
15,369.75 |
|
| S4 |
14,431.75 |
14,576.50 |
15,266.25 |
|
|
| 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 |
15,414.00 |
503.00 |
3.3% |
281.00 |
1.8% |
12% |
False |
True |
672,575 |
| 10 |
15,925.75 |
15,414.00 |
511.75 |
3.3% |
252.75 |
1.6% |
12% |
False |
True |
667,834 |
| 20 |
16,062.75 |
15,063.25 |
999.50 |
6.5% |
234.75 |
1.5% |
41% |
False |
False |
632,586 |
| 40 |
16,062.75 |
14,425.00 |
1,637.75 |
10.6% |
237.50 |
1.5% |
64% |
False |
False |
565,115 |
| 60 |
16,062.75 |
13,354.25 |
2,708.50 |
17.5% |
225.00 |
1.5% |
78% |
False |
False |
377,704 |
| 80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.2% |
219.50 |
1.4% |
81% |
False |
False |
283,424 |
| 100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.7% |
225.00 |
1.5% |
86% |
False |
False |
226,845 |
| 120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.7% |
223.25 |
1.4% |
86% |
False |
False |
189,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,386.75 |
|
2.618 |
16,773.50 |
|
1.618 |
16,397.75 |
|
1.000 |
16,165.50 |
|
0.618 |
16,022.00 |
|
HIGH |
15,789.75 |
|
0.618 |
15,646.25 |
|
0.500 |
15,602.00 |
|
0.382 |
15,557.50 |
|
LOW |
15,414.00 |
|
0.618 |
15,181.75 |
|
1.000 |
15,038.25 |
|
1.618 |
14,806.00 |
|
2.618 |
14,430.25 |
|
4.250 |
13,817.00 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,602.00 |
15,665.50 |
| PP |
15,559.00 |
15,601.25 |
| S1 |
15,516.00 |
15,537.25 |
|