Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
15,441.00 |
15,370.50 |
-70.50 |
-0.5% |
15,850.00 |
High |
15,610.25 |
15,495.50 |
-114.75 |
-0.7% |
15,917.00 |
Low |
15,336.50 |
15,334.25 |
-2.25 |
0.0% |
15,336.50 |
Close |
15,354.00 |
15,485.50 |
131.50 |
0.9% |
15,354.00 |
Range |
273.75 |
161.25 |
-112.50 |
-41.1% |
580.50 |
ATR |
242.94 |
237.11 |
-5.84 |
-2.4% |
0.00 |
Volume |
773,229 |
578,299 |
-194,930 |
-25.2% |
3,259,125 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,922.25 |
15,865.00 |
15,574.25 |
|
R3 |
15,761.00 |
15,703.75 |
15,529.75 |
|
R2 |
15,599.75 |
15,599.75 |
15,515.00 |
|
R1 |
15,542.50 |
15,542.50 |
15,500.25 |
15,571.00 |
PP |
15,438.50 |
15,438.50 |
15,438.50 |
15,452.75 |
S1 |
15,381.25 |
15,381.25 |
15,470.75 |
15,410.00 |
S2 |
15,277.25 |
15,277.25 |
15,456.00 |
|
S3 |
15,116.00 |
15,220.00 |
15,441.25 |
|
S4 |
14,954.75 |
15,058.75 |
15,396.75 |
|
|
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 |
15,889.25 |
15,334.25 |
555.00 |
3.6% |
236.75 |
1.5% |
27% |
False |
True |
662,705 |
10 |
15,917.00 |
15,334.25 |
582.75 |
3.8% |
246.25 |
1.6% |
26% |
False |
True |
661,195 |
20 |
16,062.75 |
15,109.50 |
953.25 |
6.2% |
237.25 |
1.5% |
39% |
False |
False |
646,117 |
40 |
16,062.75 |
14,635.50 |
1,427.25 |
9.2% |
234.50 |
1.5% |
60% |
False |
False |
613,092 |
60 |
16,062.75 |
13,460.50 |
2,602.25 |
16.8% |
228.50 |
1.5% |
78% |
False |
False |
411,169 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.1% |
219.25 |
1.4% |
81% |
False |
False |
308,534 |
100 |
16,062.75 |
12,438.00 |
3,624.75 |
23.4% |
221.25 |
1.4% |
84% |
False |
False |
246,937 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.7% |
222.75 |
1.4% |
86% |
False |
False |
205,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,180.75 |
2.618 |
15,917.75 |
1.618 |
15,756.50 |
1.000 |
15,656.75 |
0.618 |
15,595.25 |
HIGH |
15,495.50 |
0.618 |
15,434.00 |
0.500 |
15,415.00 |
0.382 |
15,395.75 |
LOW |
15,334.25 |
0.618 |
15,234.50 |
1.000 |
15,173.00 |
1.618 |
15,073.25 |
2.618 |
14,912.00 |
4.250 |
14,649.00 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
15,462.00 |
15,481.00 |
PP |
15,438.50 |
15,476.75 |
S1 |
15,415.00 |
15,472.25 |
|