| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,992.7 |
2,015.0 |
22.3 |
1.1% |
1,971.2 |
| High |
2,015.7 |
2,017.8 |
2.1 |
0.1% |
2,012.7 |
| Low |
1,985.4 |
1,983.5 |
-1.9 |
-0.1% |
1,958.1 |
| Close |
2,013.6 |
2,004.0 |
-9.6 |
-0.5% |
1,991.0 |
| Range |
30.3 |
34.3 |
4.0 |
13.2% |
54.6 |
| ATR |
32.8 |
32.9 |
0.1 |
0.3% |
0.0 |
| Volume |
171,527 |
172,396 |
869 |
0.5% |
808,348 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.7 |
2,088.6 |
2,022.9 |
|
| R3 |
2,070.4 |
2,054.3 |
2,013.4 |
|
| R2 |
2,036.1 |
2,036.1 |
2,010.3 |
|
| R1 |
2,020.0 |
2,020.0 |
2,007.1 |
2,010.9 |
| PP |
2,001.8 |
2,001.8 |
2,001.8 |
1,997.2 |
| S1 |
1,985.7 |
1,985.7 |
2,000.9 |
1,976.6 |
| S2 |
1,967.5 |
1,967.5 |
1,997.7 |
|
| S3 |
1,933.2 |
1,951.4 |
1,994.6 |
|
| S4 |
1,898.9 |
1,917.1 |
1,985.1 |
|
|
| 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 |
2,017.8 |
1,958.1 |
59.7 |
3.0% |
36.7 |
1.8% |
77% |
True |
False |
176,342 |
| 10 |
2,017.8 |
1,958.1 |
59.7 |
3.0% |
31.1 |
1.6% |
77% |
True |
False |
164,941 |
| 20 |
2,017.8 |
1,835.0 |
182.8 |
9.1% |
33.8 |
1.7% |
92% |
True |
False |
177,578 |
| 40 |
2,017.8 |
1,816.3 |
201.5 |
10.1% |
33.6 |
1.7% |
93% |
True |
False |
178,753 |
| 60 |
2,017.8 |
1,743.7 |
274.1 |
13.7% |
33.7 |
1.7% |
95% |
True |
False |
119,329 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
14.7% |
32.9 |
1.6% |
95% |
True |
False |
89,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.6 |
|
2.618 |
2,107.6 |
|
1.618 |
2,073.3 |
|
1.000 |
2,052.1 |
|
0.618 |
2,039.0 |
|
HIGH |
2,017.8 |
|
0.618 |
2,004.7 |
|
0.500 |
2,000.7 |
|
0.382 |
1,996.6 |
|
LOW |
1,983.5 |
|
0.618 |
1,962.3 |
|
1.000 |
1,949.2 |
|
1.618 |
1,928.0 |
|
2.618 |
1,893.7 |
|
4.250 |
1,837.7 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.9 |
1,998.9 |
| PP |
2,001.8 |
1,993.8 |
| S1 |
2,000.7 |
1,988.7 |
|