Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
7,641.5 |
7,537.0 |
-104.5 |
-1.4% |
7,657.0 |
High |
7,644.0 |
7,554.5 |
-89.5 |
-1.2% |
7,705.5 |
Low |
7,502.5 |
7,424.5 |
-78.0 |
-1.0% |
7,611.0 |
Close |
7,532.5 |
7,508.5 |
-24.0 |
-0.3% |
7,684.5 |
Range |
141.5 |
130.0 |
-11.5 |
-8.1% |
94.5 |
ATR |
77.2 |
81.0 |
3.8 |
4.9% |
0.0 |
Volume |
139,100 |
118,454 |
-20,646 |
-14.8% |
408,036 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,886.0 |
7,827.0 |
7,580.0 |
|
R3 |
7,756.0 |
7,697.0 |
7,544.0 |
|
R2 |
7,626.0 |
7,626.0 |
7,532.5 |
|
R1 |
7,567.0 |
7,567.0 |
7,520.5 |
7,531.5 |
PP |
7,496.0 |
7,496.0 |
7,496.0 |
7,478.0 |
S1 |
7,437.0 |
7,437.0 |
7,496.5 |
7,401.5 |
S2 |
7,366.0 |
7,366.0 |
7,484.5 |
|
S3 |
7,236.0 |
7,307.0 |
7,473.0 |
|
S4 |
7,106.0 |
7,177.0 |
7,437.0 |
|
|
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 |
7,424.5 |
285.5 |
3.8% |
95.5 |
1.3% |
29% |
False |
True |
102,870 |
10 |
7,710.0 |
7,424.5 |
285.5 |
3.8% |
74.5 |
1.0% |
29% |
False |
True |
92,065 |
20 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
79.0 |
1.0% |
59% |
False |
False |
92,834 |
40 |
7,710.0 |
7,223.0 |
487.0 |
6.5% |
74.0 |
1.0% |
59% |
False |
False |
103,491 |
60 |
7,814.0 |
7,223.0 |
591.0 |
7.9% |
67.5 |
0.9% |
48% |
False |
False |
70,116 |
80 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
57.5 |
0.8% |
40% |
False |
False |
52,590 |
100 |
7,944.0 |
7,223.0 |
721.0 |
9.6% |
50.0 |
0.7% |
40% |
False |
False |
42,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,107.0 |
2.618 |
7,895.0 |
1.618 |
7,765.0 |
1.000 |
7,684.5 |
0.618 |
7,635.0 |
HIGH |
7,554.5 |
0.618 |
7,505.0 |
0.500 |
7,489.5 |
0.382 |
7,474.0 |
LOW |
7,424.5 |
0.618 |
7,344.0 |
1.000 |
7,294.5 |
1.618 |
7,214.0 |
2.618 |
7,084.0 |
4.250 |
6,872.0 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
7,502.0 |
7,562.0 |
PP |
7,496.0 |
7,544.0 |
S1 |
7,489.5 |
7,526.5 |
|