Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
1,985.3 |
1,997.9 |
12.6 |
0.6% |
2,002.4 |
High |
2,002.0 |
2,010.9 |
8.9 |
0.4% |
2,022.1 |
Low |
1,983.9 |
1,986.7 |
2.8 |
0.1% |
1,981.2 |
Close |
1,999.9 |
2,009.2 |
9.3 |
0.5% |
1,999.9 |
Range |
18.1 |
24.2 |
6.1 |
33.7% |
40.9 |
ATR |
20.9 |
21.1 |
0.2 |
1.1% |
0.0 |
Volume |
159,597 |
139,955 |
-19,642 |
-12.3% |
614,245 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,074.9 |
2,066.2 |
2,022.5 |
|
R3 |
2,050.7 |
2,042.0 |
2,015.9 |
|
R2 |
2,026.5 |
2,026.5 |
2,013.6 |
|
R1 |
2,017.8 |
2,017.8 |
2,011.4 |
2,022.2 |
PP |
2,002.3 |
2,002.3 |
2,002.3 |
2,004.4 |
S1 |
1,993.6 |
1,993.6 |
2,007.0 |
1,998.0 |
S2 |
1,978.1 |
1,978.1 |
2,004.8 |
|
S3 |
1,953.9 |
1,969.4 |
2,002.5 |
|
S4 |
1,929.7 |
1,945.2 |
1,995.9 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,123.8 |
2,102.7 |
2,022.4 |
|
R3 |
2,082.9 |
2,061.8 |
2,011.1 |
|
R2 |
2,042.0 |
2,042.0 |
2,007.4 |
|
R1 |
2,020.9 |
2,020.9 |
2,003.6 |
2,011.0 |
PP |
2,001.1 |
2,001.1 |
2,001.1 |
1,996.1 |
S1 |
1,980.0 |
1,980.0 |
1,996.2 |
1,970.1 |
S2 |
1,960.2 |
1,960.2 |
1,992.4 |
|
S3 |
1,919.3 |
1,939.1 |
1,988.7 |
|
S4 |
1,878.4 |
1,898.2 |
1,977.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,022.1 |
1,981.2 |
40.9 |
2.0% |
23.2 |
1.2% |
68% |
False |
False |
135,242 |
10 |
2,028.6 |
1,981.2 |
47.4 |
2.4% |
21.0 |
1.0% |
59% |
False |
False |
90,290 |
20 |
2,028.6 |
1,947.2 |
81.4 |
4.1% |
19.9 |
1.0% |
76% |
False |
False |
62,918 |
40 |
2,038.9 |
1,939.2 |
99.7 |
5.0% |
21.5 |
1.1% |
70% |
False |
False |
34,101 |
60 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
23.0 |
1.1% |
37% |
False |
False |
23,694 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.5% |
24.1 |
1.2% |
37% |
False |
False |
18,229 |
100 |
2,129.7 |
1,885.2 |
244.5 |
12.2% |
26.0 |
1.3% |
51% |
False |
False |
14,898 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.2% |
24.9 |
1.2% |
51% |
False |
False |
12,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,113.8 |
2.618 |
2,074.3 |
1.618 |
2,050.1 |
1.000 |
2,035.1 |
0.618 |
2,025.9 |
HIGH |
2,010.9 |
0.618 |
2,001.7 |
0.500 |
1,998.8 |
0.382 |
1,995.9 |
LOW |
1,986.7 |
0.618 |
1,971.7 |
1.000 |
1,962.5 |
1.618 |
1,947.5 |
2.618 |
1,923.3 |
4.250 |
1,883.9 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
2,005.7 |
2,006.7 |
PP |
2,002.3 |
2,004.2 |
S1 |
1,998.8 |
2,001.7 |
|