| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1,965.3 |
1,968.3 |
3.0 |
0.2% |
1,992.7 |
| High |
1,977.0 |
1,969.0 |
-8.0 |
-0.4% |
2,017.8 |
| Low |
1,950.6 |
1,928.2 |
-22.4 |
-1.1% |
1,955.2 |
| Close |
1,967.5 |
1,955.1 |
-12.4 |
-0.6% |
1,965.5 |
| Range |
26.4 |
40.8 |
14.4 |
54.5% |
62.6 |
| ATR |
32.2 |
32.8 |
0.6 |
1.9% |
0.0 |
| Volume |
142,588 |
182,043 |
39,455 |
27.7% |
890,100 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.2 |
2,054.9 |
1,977.5 |
|
| R3 |
2,032.4 |
2,014.1 |
1,966.3 |
|
| R2 |
1,991.6 |
1,991.6 |
1,962.6 |
|
| R1 |
1,973.3 |
1,973.3 |
1,958.8 |
1,962.1 |
| PP |
1,950.8 |
1,950.8 |
1,950.8 |
1,945.1 |
| S1 |
1,932.5 |
1,932.5 |
1,951.4 |
1,921.3 |
| S2 |
1,910.0 |
1,910.0 |
1,947.6 |
|
| S3 |
1,869.2 |
1,891.7 |
1,943.9 |
|
| S4 |
1,828.4 |
1,850.9 |
1,932.7 |
|
|
| 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 |
1,999.3 |
1,928.2 |
71.1 |
3.6% |
31.4 |
1.6% |
38% |
False |
True |
174,161 |
| 10 |
2,017.8 |
1,928.2 |
89.6 |
4.6% |
34.1 |
1.7% |
30% |
False |
True |
175,251 |
| 20 |
2,017.8 |
1,926.1 |
91.7 |
4.7% |
31.5 |
1.6% |
32% |
False |
False |
171,257 |
| 40 |
2,017.8 |
1,825.1 |
192.7 |
9.9% |
32.4 |
1.7% |
67% |
False |
False |
194,487 |
| 60 |
2,017.8 |
1,750.0 |
267.8 |
13.7% |
33.6 |
1.7% |
77% |
False |
False |
133,832 |
| 80 |
2,017.8 |
1,723.4 |
294.4 |
15.1% |
33.1 |
1.7% |
79% |
False |
False |
100,415 |
| 100 |
2,017.8 |
1,718.4 |
299.4 |
15.3% |
33.6 |
1.7% |
79% |
False |
False |
80,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.4 |
|
2.618 |
2,075.8 |
|
1.618 |
2,035.0 |
|
1.000 |
2,009.8 |
|
0.618 |
1,994.2 |
|
HIGH |
1,969.0 |
|
0.618 |
1,953.4 |
|
0.500 |
1,948.6 |
|
0.382 |
1,943.8 |
|
LOW |
1,928.2 |
|
0.618 |
1,903.0 |
|
1.000 |
1,887.4 |
|
1.618 |
1,862.2 |
|
2.618 |
1,821.4 |
|
4.250 |
1,754.8 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,952.9 |
1,958.0 |
| PP |
1,950.8 |
1,957.0 |
| S1 |
1,948.6 |
1,956.1 |
|