Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
7,687.5 |
7,641.5 |
-46.0 |
-0.6% |
7,657.0 |
High |
7,699.5 |
7,644.0 |
-55.5 |
-0.7% |
7,705.5 |
Low |
7,633.5 |
7,502.5 |
-131.0 |
-1.7% |
7,611.0 |
Close |
7,651.0 |
7,532.5 |
-118.5 |
-1.5% |
7,684.5 |
Range |
66.0 |
141.5 |
75.5 |
114.4% |
94.5 |
ATR |
71.7 |
77.2 |
5.5 |
7.6% |
0.0 |
Volume |
85,242 |
139,100 |
53,858 |
63.2% |
408,036 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,984.0 |
7,900.0 |
7,610.5 |
|
R3 |
7,842.5 |
7,758.5 |
7,571.5 |
|
R2 |
7,701.0 |
7,701.0 |
7,558.5 |
|
R1 |
7,617.0 |
7,617.0 |
7,545.5 |
7,588.0 |
PP |
7,559.5 |
7,559.5 |
7,559.5 |
7,545.5 |
S1 |
7,475.5 |
7,475.5 |
7,519.5 |
7,447.0 |
S2 |
7,418.0 |
7,418.0 |
7,506.5 |
|
S3 |
7,276.5 |
7,334.0 |
7,493.5 |
|
S4 |
7,135.0 |
7,192.5 |
7,454.5 |
|
|
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 |
7,502.5 |
207.5 |
2.8% |
80.0 |
1.1% |
14% |
False |
True |
98,289 |
10 |
7,710.0 |
7,502.5 |
207.5 |
2.8% |
70.5 |
0.9% |
14% |
False |
True |
90,799 |
20 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
81.0 |
1.1% |
64% |
False |
False |
93,446 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
72.0 |
1.0% |
64% |
False |
False |
101,164 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.8% |
66.0 |
0.9% |
52% |
False |
False |
68,142 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
56.0 |
0.7% |
43% |
False |
False |
51,109 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
50.0 |
0.7% |
43% |
False |
False |
40,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,245.5 |
2.618 |
8,014.5 |
1.618 |
7,873.0 |
1.000 |
7,785.5 |
0.618 |
7,731.5 |
HIGH |
7,644.0 |
0.618 |
7,590.0 |
0.500 |
7,573.0 |
0.382 |
7,556.5 |
LOW |
7,502.5 |
0.618 |
7,415.0 |
1.000 |
7,361.0 |
1.618 |
7,273.5 |
2.618 |
7,132.0 |
4.250 |
6,901.0 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
7,573.0 |
7,606.0 |
PP |
7,559.5 |
7,581.5 |
S1 |
7,546.0 |
7,557.0 |
|