Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,757.00 |
15,455.75 |
-301.25 |
-1.9% |
15,556.00 |
High |
15,789.75 |
15,551.75 |
-238.00 |
-1.5% |
15,904.00 |
Low |
15,414.00 |
15,339.50 |
-74.50 |
-0.5% |
15,483.75 |
Close |
15,473.00 |
15,438.75 |
-34.25 |
-0.2% |
15,847.50 |
Range |
375.75 |
212.25 |
-163.50 |
-43.5% |
420.25 |
ATR |
242.75 |
240.57 |
-2.18 |
-0.9% |
0.00 |
Volume |
773,499 |
658,841 |
-114,658 |
-14.8% |
3,336,406 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,080.00 |
15,971.75 |
15,555.50 |
|
R3 |
15,867.75 |
15,759.50 |
15,497.00 |
|
R2 |
15,655.50 |
15,655.50 |
15,477.75 |
|
R1 |
15,547.25 |
15,547.25 |
15,458.25 |
15,495.25 |
PP |
15,443.25 |
15,443.25 |
15,443.25 |
15,417.50 |
S1 |
15,335.00 |
15,335.00 |
15,419.25 |
15,283.00 |
S2 |
15,231.00 |
15,231.00 |
15,399.75 |
|
S3 |
15,018.75 |
15,122.75 |
15,380.50 |
|
S4 |
14,806.50 |
14,910.50 |
15,322.00 |
|
|
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 |
15,339.50 |
577.50 |
3.7% |
245.00 |
1.6% |
17% |
False |
True |
635,056 |
10 |
15,917.00 |
15,339.50 |
577.50 |
3.7% |
236.00 |
1.5% |
17% |
False |
True |
652,671 |
20 |
16,062.75 |
15,063.25 |
999.50 |
6.5% |
232.75 |
1.5% |
38% |
False |
False |
636,794 |
40 |
16,062.75 |
14,425.00 |
1,637.75 |
10.6% |
240.00 |
1.6% |
62% |
False |
False |
581,267 |
60 |
16,062.75 |
13,354.25 |
2,708.50 |
17.5% |
226.75 |
1.5% |
77% |
False |
False |
388,675 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.2% |
219.50 |
1.4% |
80% |
False |
False |
291,654 |
100 |
16,062.75 |
12,181.25 |
3,881.50 |
25.1% |
223.00 |
1.4% |
84% |
False |
False |
233,432 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.8% |
223.75 |
1.4% |
85% |
False |
False |
194,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,453.75 |
2.618 |
16,107.50 |
1.618 |
15,895.25 |
1.000 |
15,764.00 |
0.618 |
15,683.00 |
HIGH |
15,551.75 |
0.618 |
15,470.75 |
0.500 |
15,445.50 |
0.382 |
15,420.50 |
LOW |
15,339.50 |
0.618 |
15,208.25 |
1.000 |
15,127.25 |
1.618 |
14,996.00 |
2.618 |
14,783.75 |
4.250 |
14,437.50 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,445.50 |
15,614.50 |
PP |
15,443.25 |
15,555.75 |
S1 |
15,441.00 |
15,497.25 |
|