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 |
7,664.5 |
7,687.5 |
23.0 |
0.3% |
7,657.0 |
High |
7,710.0 |
7,699.5 |
-10.5 |
-0.1% |
7,705.5 |
Low |
7,641.5 |
7,633.5 |
-8.0 |
-0.1% |
7,611.0 |
Close |
7,689.0 |
7,651.0 |
-38.0 |
-0.5% |
7,684.5 |
Range |
68.5 |
66.0 |
-2.5 |
-3.6% |
94.5 |
ATR |
72.2 |
71.7 |
-0.4 |
-0.6% |
0.0 |
Volume |
87,186 |
85,242 |
-1,944 |
-2.2% |
408,036 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,859.5 |
7,821.0 |
7,687.5 |
|
R3 |
7,793.5 |
7,755.0 |
7,669.0 |
|
R2 |
7,727.5 |
7,727.5 |
7,663.0 |
|
R1 |
7,689.0 |
7,689.0 |
7,657.0 |
7,675.0 |
PP |
7,661.5 |
7,661.5 |
7,661.5 |
7,654.5 |
S1 |
7,623.0 |
7,623.0 |
7,645.0 |
7,609.0 |
S2 |
7,595.5 |
7,595.5 |
7,639.0 |
|
S3 |
7,529.5 |
7,557.0 |
7,633.0 |
|
S4 |
7,463.5 |
7,491.0 |
7,614.5 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,950.5 |
7,912.0 |
7,736.5 |
|
R3 |
7,856.0 |
7,817.5 |
7,710.5 |
|
R2 |
7,761.5 |
7,761.5 |
7,702.0 |
|
R1 |
7,723.0 |
7,723.0 |
7,693.0 |
7,742.0 |
PP |
7,667.0 |
7,667.0 |
7,667.0 |
7,676.5 |
S1 |
7,628.5 |
7,628.5 |
7,676.0 |
7,648.0 |
S2 |
7,572.5 |
7,572.5 |
7,667.0 |
|
S3 |
7,478.0 |
7,534.0 |
7,658.5 |
|
S4 |
7,383.5 |
7,439.5 |
7,632.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,710.0 |
7,617.0 |
93.0 |
1.2% |
67.0 |
0.9% |
37% |
False |
False |
87,273 |
10 |
7,710.0 |
7,448.5 |
261.5 |
3.4% |
74.0 |
1.0% |
77% |
False |
False |
90,286 |
20 |
7,710.0 |
7,223.0 |
487.0 |
6.4% |
78.5 |
1.0% |
88% |
False |
False |
91,247 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.4% |
69.5 |
0.9% |
88% |
False |
False |
98,107 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.7% |
64.0 |
0.8% |
72% |
False |
False |
65,824 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.4% |
54.0 |
0.7% |
59% |
False |
False |
49,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,980.0 |
2.618 |
7,872.5 |
1.618 |
7,806.5 |
1.000 |
7,765.5 |
0.618 |
7,740.5 |
HIGH |
7,699.5 |
0.618 |
7,674.5 |
0.500 |
7,666.5 |
0.382 |
7,658.5 |
LOW |
7,633.5 |
0.618 |
7,592.5 |
1.000 |
7,567.5 |
1.618 |
7,526.5 |
2.618 |
7,460.5 |
4.250 |
7,353.0 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
7,666.5 |
7,672.0 |
PP |
7,661.5 |
7,665.0 |
S1 |
7,656.0 |
7,658.0 |
|