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 |
1,969.7 |
1,965.3 |
-4.4 |
-0.2% |
1,992.7 |
High |
1,987.7 |
1,977.0 |
-10.7 |
-0.5% |
2,017.8 |
Low |
1,958.7 |
1,950.6 |
-8.1 |
-0.4% |
1,955.2 |
Close |
1,965.5 |
1,967.5 |
2.0 |
0.1% |
1,965.5 |
Range |
29.0 |
26.4 |
-2.6 |
-9.0% |
62.6 |
ATR |
32.6 |
32.2 |
-0.4 |
-1.4% |
0.0 |
Volume |
196,355 |
142,588 |
-53,767 |
-27.4% |
890,100 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.2 |
2,032.3 |
1,982.0 |
|
R3 |
2,017.8 |
2,005.9 |
1,974.8 |
|
R2 |
1,991.4 |
1,991.4 |
1,972.3 |
|
R1 |
1,979.5 |
1,979.5 |
1,969.9 |
1,985.5 |
PP |
1,965.0 |
1,965.0 |
1,965.0 |
1,968.0 |
S1 |
1,953.1 |
1,953.1 |
1,965.1 |
1,959.1 |
S2 |
1,938.6 |
1,938.6 |
1,962.7 |
|
S3 |
1,912.2 |
1,926.7 |
1,960.2 |
|
S4 |
1,885.8 |
1,900.3 |
1,953.0 |
|
|
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 |
1,950.6 |
67.2 |
3.4% |
30.1 |
1.5% |
25% |
False |
True |
172,232 |
10 |
2,017.8 |
1,950.6 |
67.2 |
3.4% |
31.9 |
1.6% |
25% |
False |
True |
171,148 |
20 |
2,017.8 |
1,906.0 |
111.8 |
5.7% |
30.7 |
1.6% |
55% |
False |
False |
170,912 |
40 |
2,017.8 |
1,825.1 |
192.7 |
9.8% |
31.9 |
1.6% |
74% |
False |
False |
194,776 |
60 |
2,017.8 |
1,750.0 |
267.8 |
13.6% |
33.5 |
1.7% |
81% |
False |
False |
130,800 |
80 |
2,017.8 |
1,723.4 |
294.4 |
15.0% |
32.9 |
1.7% |
83% |
False |
False |
98,140 |
100 |
2,017.8 |
1,718.4 |
299.4 |
15.2% |
33.9 |
1.7% |
83% |
False |
False |
78,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,089.2 |
2.618 |
2,046.1 |
1.618 |
2,019.7 |
1.000 |
2,003.4 |
0.618 |
1,993.3 |
HIGH |
1,977.0 |
0.618 |
1,966.9 |
0.500 |
1,963.8 |
0.382 |
1,960.7 |
LOW |
1,950.6 |
0.618 |
1,934.3 |
1.000 |
1,924.2 |
1.618 |
1,907.9 |
2.618 |
1,881.5 |
4.250 |
1,838.4 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,966.3 |
1,969.2 |
PP |
1,965.0 |
1,968.6 |
S1 |
1,963.8 |
1,968.1 |
|