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 |
1,988.9 |
1,970.8 |
-18.1 |
-0.9% |
2,002.4 |
High |
1,992.2 |
1,974.5 |
-17.7 |
-0.9% |
2,022.1 |
Low |
1,969.1 |
1,964.5 |
-4.6 |
-0.2% |
1,981.2 |
Close |
1,975.0 |
1,968.8 |
-6.2 |
-0.3% |
1,999.9 |
Range |
23.1 |
10.0 |
-13.1 |
-56.7% |
40.9 |
ATR |
21.9 |
21.1 |
-0.8 |
-3.7% |
0.0 |
Volume |
169,658 |
141,345 |
-28,313 |
-16.7% |
614,245 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.3 |
1,994.0 |
1,974.3 |
|
R3 |
1,989.3 |
1,984.0 |
1,971.6 |
|
R2 |
1,979.3 |
1,979.3 |
1,970.6 |
|
R1 |
1,974.0 |
1,974.0 |
1,969.7 |
1,971.7 |
PP |
1,969.3 |
1,969.3 |
1,969.3 |
1,968.1 |
S1 |
1,964.0 |
1,964.0 |
1,967.9 |
1,961.7 |
S2 |
1,959.3 |
1,959.3 |
1,967.0 |
|
S3 |
1,949.3 |
1,954.0 |
1,966.1 |
|
S4 |
1,939.3 |
1,944.0 |
1,963.3 |
|
|
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 |
2,010.9 |
1,964.5 |
46.4 |
2.4% |
20.3 |
1.0% |
9% |
False |
True |
155,662 |
10 |
2,022.1 |
1,964.5 |
57.6 |
2.9% |
20.6 |
1.0% |
7% |
False |
True |
126,757 |
20 |
2,028.6 |
1,954.3 |
74.3 |
3.8% |
19.5 |
1.0% |
20% |
False |
False |
84,649 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
21.1 |
1.1% |
33% |
False |
False |
45,857 |
60 |
2,112.4 |
1,939.2 |
173.2 |
8.8% |
22.3 |
1.1% |
17% |
False |
False |
31,451 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
24.1 |
1.2% |
16% |
False |
False |
24,089 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.8 |
1.3% |
16% |
False |
False |
19,654 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
24.9 |
1.3% |
35% |
False |
False |
16,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.0 |
2.618 |
2,000.7 |
1.618 |
1,990.7 |
1.000 |
1,984.5 |
0.618 |
1,980.7 |
HIGH |
1,974.5 |
0.618 |
1,970.7 |
0.500 |
1,969.5 |
0.382 |
1,968.3 |
LOW |
1,964.5 |
0.618 |
1,958.3 |
1.000 |
1,954.5 |
1.618 |
1,948.3 |
2.618 |
1,938.3 |
4.250 |
1,922.0 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,969.5 |
1,984.5 |
PP |
1,969.3 |
1,979.2 |
S1 |
1,969.0 |
1,974.0 |
|