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 |
2,004.2 |
1,988.9 |
-15.3 |
-0.8% |
2,002.4 |
High |
2,004.4 |
1,992.2 |
-12.2 |
-0.6% |
2,022.1 |
Low |
1,978.3 |
1,969.1 |
-9.2 |
-0.5% |
1,981.2 |
Close |
1,978.8 |
1,975.0 |
-3.8 |
-0.2% |
1,999.9 |
Range |
26.1 |
23.1 |
-3.0 |
-11.5% |
40.9 |
ATR |
21.8 |
21.9 |
0.1 |
0.4% |
0.0 |
Volume |
167,756 |
169,658 |
1,902 |
1.1% |
614,245 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.1 |
2,034.6 |
1,987.7 |
|
R3 |
2,025.0 |
2,011.5 |
1,981.4 |
|
R2 |
2,001.9 |
2,001.9 |
1,979.2 |
|
R1 |
1,988.4 |
1,988.4 |
1,977.1 |
1,983.6 |
PP |
1,978.8 |
1,978.8 |
1,978.8 |
1,976.4 |
S1 |
1,965.3 |
1,965.3 |
1,972.9 |
1,960.5 |
S2 |
1,955.7 |
1,955.7 |
1,970.8 |
|
S3 |
1,932.6 |
1,942.2 |
1,968.6 |
|
S4 |
1,909.5 |
1,919.1 |
1,962.3 |
|
|
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 |
1,969.1 |
53.0 |
2.7% |
26.5 |
1.3% |
11% |
False |
True |
165,362 |
10 |
2,028.6 |
1,969.1 |
59.5 |
3.0% |
21.9 |
1.1% |
10% |
False |
True |
116,131 |
20 |
2,028.6 |
1,947.2 |
81.4 |
4.1% |
20.2 |
1.0% |
34% |
False |
False |
78,547 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
21.2 |
1.1% |
40% |
False |
False |
42,388 |
60 |
2,112.4 |
1,939.2 |
173.2 |
8.8% |
22.4 |
1.1% |
21% |
False |
False |
29,153 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
24.2 |
1.2% |
19% |
False |
False |
22,357 |
100 |
2,129.7 |
1,903.6 |
226.1 |
11.4% |
26.2 |
1.3% |
32% |
False |
False |
18,255 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.1 |
1.3% |
37% |
False |
False |
15,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,090.4 |
2.618 |
2,052.7 |
1.618 |
2,029.6 |
1.000 |
2,015.3 |
0.618 |
2,006.5 |
HIGH |
1,992.2 |
0.618 |
1,983.4 |
0.500 |
1,980.7 |
0.382 |
1,977.9 |
LOW |
1,969.1 |
0.618 |
1,954.8 |
1.000 |
1,946.0 |
1.618 |
1,931.7 |
2.618 |
1,908.6 |
4.250 |
1,870.9 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,980.7 |
1,990.0 |
PP |
1,978.8 |
1,985.0 |
S1 |
1,976.9 |
1,980.0 |
|