Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,455.75 |
15,441.00 |
-14.75 |
-0.1% |
15,850.00 |
High |
15,551.75 |
15,610.25 |
58.50 |
0.4% |
15,917.00 |
Low |
15,339.50 |
15,336.50 |
-3.00 |
0.0% |
15,336.50 |
Close |
15,438.75 |
15,354.00 |
-84.75 |
-0.5% |
15,354.00 |
Range |
212.25 |
273.75 |
61.50 |
29.0% |
580.50 |
ATR |
240.57 |
242.94 |
2.37 |
1.0% |
0.00 |
Volume |
658,841 |
773,229 |
114,388 |
17.4% |
3,259,125 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,254.75 |
16,078.25 |
15,504.50 |
|
R3 |
15,981.00 |
15,804.50 |
15,429.25 |
|
R2 |
15,707.25 |
15,707.25 |
15,404.25 |
|
R1 |
15,530.75 |
15,530.75 |
15,379.00 |
15,482.00 |
PP |
15,433.50 |
15,433.50 |
15,433.50 |
15,409.25 |
S1 |
15,257.00 |
15,257.00 |
15,329.00 |
15,208.50 |
S2 |
15,159.75 |
15,159.75 |
15,303.75 |
|
S3 |
14,886.00 |
14,983.25 |
15,278.75 |
|
S4 |
14,612.25 |
14,709.50 |
15,203.50 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,277.25 |
16,896.25 |
15,673.25 |
|
R3 |
16,696.75 |
16,315.75 |
15,513.75 |
|
R2 |
16,116.25 |
16,116.25 |
15,460.50 |
|
R1 |
15,735.25 |
15,735.25 |
15,407.25 |
15,635.50 |
PP |
15,535.75 |
15,535.75 |
15,535.75 |
15,486.00 |
S1 |
15,154.75 |
15,154.75 |
15,300.75 |
15,055.00 |
S2 |
14,955.25 |
14,955.25 |
15,247.50 |
|
S3 |
14,374.75 |
14,574.25 |
15,194.25 |
|
S4 |
13,794.25 |
13,993.75 |
15,034.75 |
|
|
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 |
15,336.50 |
580.50 |
3.8% |
229.75 |
1.5% |
3% |
False |
True |
651,825 |
10 |
15,917.00 |
15,336.50 |
580.50 |
3.8% |
243.75 |
1.6% |
3% |
False |
True |
659,553 |
20 |
16,062.75 |
15,063.25 |
999.50 |
6.5% |
237.00 |
1.5% |
29% |
False |
False |
647,700 |
40 |
16,062.75 |
14,425.00 |
1,637.75 |
10.7% |
237.50 |
1.5% |
57% |
False |
False |
599,943 |
60 |
16,062.75 |
13,354.25 |
2,708.50 |
17.6% |
229.75 |
1.5% |
74% |
False |
False |
401,557 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.3% |
221.00 |
1.4% |
77% |
False |
False |
301,315 |
100 |
16,062.75 |
12,228.00 |
3,834.75 |
25.0% |
222.50 |
1.4% |
82% |
False |
False |
241,161 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.9% |
223.75 |
1.5% |
83% |
False |
False |
200,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,773.75 |
2.618 |
16,327.00 |
1.618 |
16,053.25 |
1.000 |
15,884.00 |
0.618 |
15,779.50 |
HIGH |
15,610.25 |
0.618 |
15,505.75 |
0.500 |
15,473.50 |
0.382 |
15,441.00 |
LOW |
15,336.50 |
0.618 |
15,167.25 |
1.000 |
15,062.75 |
1.618 |
14,893.50 |
2.618 |
14,619.75 |
4.250 |
14,173.00 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,473.50 |
15,563.00 |
PP |
15,433.50 |
15,493.50 |
S1 |
15,393.75 |
15,423.75 |
|