| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
1,966.3 |
1,992.7 |
26.4 |
1.3% |
1,971.2 |
| High |
1,996.4 |
2,015.7 |
19.3 |
1.0% |
2,012.7 |
| Low |
1,959.5 |
1,985.4 |
25.9 |
1.3% |
1,958.1 |
| Close |
1,991.0 |
2,013.6 |
22.6 |
1.1% |
1,991.0 |
| Range |
36.9 |
30.3 |
-6.6 |
-17.9% |
54.6 |
| ATR |
33.0 |
32.8 |
-0.2 |
-0.6% |
0.0 |
| Volume |
158,482 |
171,527 |
13,045 |
8.2% |
808,348 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.8 |
2,085.0 |
2,030.3 |
|
| R3 |
2,065.5 |
2,054.7 |
2,021.9 |
|
| R2 |
2,035.2 |
2,035.2 |
2,019.2 |
|
| R1 |
2,024.4 |
2,024.4 |
2,016.4 |
2,029.8 |
| PP |
2,004.9 |
2,004.9 |
2,004.9 |
2,007.6 |
| S1 |
1,994.1 |
1,994.1 |
2,010.8 |
1,999.5 |
| S2 |
1,974.6 |
1,974.6 |
2,008.0 |
|
| S3 |
1,944.3 |
1,963.8 |
2,005.3 |
|
| S4 |
1,914.0 |
1,933.5 |
1,996.9 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.1 |
2,125.6 |
2,021.0 |
|
| R3 |
2,096.5 |
2,071.0 |
2,006.0 |
|
| R2 |
2,041.9 |
2,041.9 |
2,001.0 |
|
| R1 |
2,016.4 |
2,016.4 |
1,996.0 |
2,029.2 |
| PP |
1,987.3 |
1,987.3 |
1,987.3 |
1,993.6 |
| S1 |
1,961.8 |
1,961.8 |
1,986.0 |
1,974.6 |
| S2 |
1,932.7 |
1,932.7 |
1,981.0 |
|
| S3 |
1,878.1 |
1,907.2 |
1,976.0 |
|
| S4 |
1,823.5 |
1,852.6 |
1,961.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,015.7 |
1,958.1 |
57.6 |
2.9% |
33.6 |
1.7% |
96% |
True |
False |
170,064 |
| 10 |
2,015.7 |
1,957.7 |
58.0 |
2.9% |
31.2 |
1.6% |
96% |
True |
False |
164,644 |
| 20 |
2,015.7 |
1,835.0 |
180.7 |
9.0% |
33.2 |
1.6% |
99% |
True |
False |
174,804 |
| 40 |
2,015.7 |
1,788.7 |
227.0 |
11.3% |
34.4 |
1.7% |
99% |
True |
False |
174,489 |
| 60 |
2,015.7 |
1,723.4 |
292.3 |
14.5% |
33.7 |
1.7% |
99% |
True |
False |
116,459 |
| 80 |
2,015.7 |
1,723.4 |
292.3 |
14.5% |
32.7 |
1.6% |
99% |
True |
False |
87,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.5 |
|
2.618 |
2,095.0 |
|
1.618 |
2,064.7 |
|
1.000 |
2,046.0 |
|
0.618 |
2,034.4 |
|
HIGH |
2,015.7 |
|
0.618 |
2,004.1 |
|
0.500 |
2,000.6 |
|
0.382 |
1,997.0 |
|
LOW |
1,985.4 |
|
0.618 |
1,966.7 |
|
1.000 |
1,955.1 |
|
1.618 |
1,936.4 |
|
2.618 |
1,906.1 |
|
4.250 |
1,856.6 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.3 |
2,004.7 |
| PP |
2,004.9 |
1,995.8 |
| S1 |
2,000.6 |
1,986.9 |
|