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 |
1,975.8 |
1,969.7 |
-6.1 |
-0.3% |
1,992.7 |
High |
1,982.9 |
1,987.7 |
4.8 |
0.2% |
2,017.8 |
Low |
1,955.2 |
1,958.7 |
3.5 |
0.2% |
1,955.2 |
Close |
1,970.8 |
1,965.5 |
-5.3 |
-0.3% |
1,965.5 |
Range |
27.7 |
29.0 |
1.3 |
4.7% |
62.6 |
ATR |
32.9 |
32.6 |
-0.3 |
-0.8% |
0.0 |
Volume |
164,561 |
196,355 |
31,794 |
19.3% |
890,100 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.6 |
2,040.6 |
1,981.5 |
|
R3 |
2,028.6 |
2,011.6 |
1,973.5 |
|
R2 |
1,999.6 |
1,999.6 |
1,970.8 |
|
R1 |
1,982.6 |
1,982.6 |
1,968.2 |
1,976.6 |
PP |
1,970.6 |
1,970.6 |
1,970.6 |
1,967.7 |
S1 |
1,953.6 |
1,953.6 |
1,962.8 |
1,947.6 |
S2 |
1,941.6 |
1,941.6 |
1,960.2 |
|
S3 |
1,912.6 |
1,924.6 |
1,957.5 |
|
S4 |
1,883.6 |
1,895.6 |
1,949.6 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,167.3 |
2,129.0 |
1,999.9 |
|
R3 |
2,104.7 |
2,066.4 |
1,982.7 |
|
R2 |
2,042.1 |
2,042.1 |
1,977.0 |
|
R1 |
2,003.8 |
2,003.8 |
1,971.2 |
1,991.7 |
PP |
1,979.5 |
1,979.5 |
1,979.5 |
1,973.4 |
S1 |
1,941.2 |
1,941.2 |
1,959.8 |
1,929.1 |
S2 |
1,916.9 |
1,916.9 |
1,954.0 |
|
S3 |
1,854.3 |
1,878.6 |
1,948.3 |
|
S4 |
1,791.7 |
1,816.0 |
1,931.1 |
|
|
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 |
1,955.2 |
62.6 |
3.2% |
30.9 |
1.6% |
16% |
False |
False |
178,020 |
10 |
2,017.8 |
1,955.2 |
62.6 |
3.2% |
31.6 |
1.6% |
16% |
False |
False |
169,844 |
20 |
2,017.8 |
1,861.6 |
156.2 |
7.9% |
31.9 |
1.6% |
67% |
False |
False |
172,409 |
40 |
2,017.8 |
1,825.1 |
192.7 |
9.8% |
32.1 |
1.6% |
73% |
False |
False |
191,865 |
60 |
2,017.8 |
1,750.0 |
267.8 |
13.6% |
33.7 |
1.7% |
80% |
False |
False |
128,426 |
80 |
2,017.8 |
1,723.4 |
294.4 |
15.0% |
33.1 |
1.7% |
82% |
False |
False |
96,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,111.0 |
2.618 |
2,063.6 |
1.618 |
2,034.6 |
1.000 |
2,016.7 |
0.618 |
2,005.6 |
HIGH |
1,987.7 |
0.618 |
1,976.6 |
0.500 |
1,973.2 |
0.382 |
1,969.8 |
LOW |
1,958.7 |
0.618 |
1,940.8 |
1.000 |
1,929.7 |
1.618 |
1,911.8 |
2.618 |
1,882.8 |
4.250 |
1,835.5 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,973.2 |
1,977.3 |
PP |
1,970.6 |
1,973.3 |
S1 |
1,968.1 |
1,969.4 |
|