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 |
1,997.9 |
2,004.2 |
6.3 |
0.3% |
2,002.4 |
High |
2,010.9 |
2,004.4 |
-6.5 |
-0.3% |
2,022.1 |
Low |
1,986.7 |
1,978.3 |
-8.4 |
-0.4% |
1,981.2 |
Close |
2,009.2 |
1,978.8 |
-30.4 |
-1.5% |
1,999.9 |
Range |
24.2 |
26.1 |
1.9 |
7.9% |
40.9 |
ATR |
21.1 |
21.8 |
0.7 |
3.3% |
0.0 |
Volume |
139,955 |
167,756 |
27,801 |
19.9% |
614,245 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.5 |
2,048.2 |
1,993.2 |
|
R3 |
2,039.4 |
2,022.1 |
1,986.0 |
|
R2 |
2,013.3 |
2,013.3 |
1,983.6 |
|
R1 |
1,996.0 |
1,996.0 |
1,981.2 |
1,991.6 |
PP |
1,987.2 |
1,987.2 |
1,987.2 |
1,985.0 |
S1 |
1,969.9 |
1,969.9 |
1,976.4 |
1,965.5 |
S2 |
1,961.1 |
1,961.1 |
1,974.0 |
|
S3 |
1,935.0 |
1,943.8 |
1,971.6 |
|
S4 |
1,908.9 |
1,917.7 |
1,964.4 |
|
|
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 |
1,978.3 |
43.8 |
2.2% |
25.3 |
1.3% |
1% |
False |
True |
152,305 |
10 |
2,028.6 |
1,978.3 |
50.3 |
2.5% |
20.6 |
1.0% |
1% |
False |
True |
102,153 |
20 |
2,028.6 |
1,947.2 |
81.4 |
4.1% |
20.1 |
1.0% |
39% |
False |
False |
70,760 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
21.2 |
1.1% |
44% |
False |
False |
38,228 |
60 |
2,116.1 |
1,939.2 |
176.9 |
8.9% |
22.9 |
1.2% |
22% |
False |
False |
26,425 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
24.2 |
1.2% |
21% |
False |
False |
20,281 |
100 |
2,129.7 |
1,888.8 |
240.9 |
12.2% |
26.2 |
1.3% |
37% |
False |
False |
16,566 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
24.9 |
1.3% |
39% |
False |
False |
13,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,115.3 |
2.618 |
2,072.7 |
1.618 |
2,046.6 |
1.000 |
2,030.5 |
0.618 |
2,020.5 |
HIGH |
2,004.4 |
0.618 |
1,994.4 |
0.500 |
1,991.4 |
0.382 |
1,988.3 |
LOW |
1,978.3 |
0.618 |
1,962.2 |
1.000 |
1,952.2 |
1.618 |
1,936.1 |
2.618 |
1,910.0 |
4.250 |
1,867.4 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,991.4 |
1,994.6 |
PP |
1,987.2 |
1,989.3 |
S1 |
1,983.0 |
1,984.1 |
|