Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,970.8 |
1,969.6 |
-1.2 |
-0.1% |
1,997.9 |
High |
1,974.5 |
1,984.2 |
9.7 |
0.5% |
2,010.9 |
Low |
1,964.5 |
1,954.5 |
-10.0 |
-0.5% |
1,954.5 |
Close |
1,968.8 |
1,976.1 |
7.3 |
0.4% |
1,976.1 |
Range |
10.0 |
29.7 |
19.7 |
197.0% |
56.4 |
ATR |
21.1 |
21.7 |
0.6 |
2.9% |
0.0 |
Volume |
141,345 |
156,416 |
15,071 |
10.7% |
775,130 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,060.7 |
2,048.1 |
1,992.4 |
|
R3 |
2,031.0 |
2,018.4 |
1,984.3 |
|
R2 |
2,001.3 |
2,001.3 |
1,981.5 |
|
R1 |
1,988.7 |
1,988.7 |
1,978.8 |
1,995.0 |
PP |
1,971.6 |
1,971.6 |
1,971.6 |
1,974.8 |
S1 |
1,959.0 |
1,959.0 |
1,973.4 |
1,965.3 |
S2 |
1,941.9 |
1,941.9 |
1,970.7 |
|
S3 |
1,912.2 |
1,929.3 |
1,967.9 |
|
S4 |
1,882.5 |
1,899.6 |
1,959.8 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,149.7 |
2,119.3 |
2,007.1 |
|
R3 |
2,093.3 |
2,062.9 |
1,991.6 |
|
R2 |
2,036.9 |
2,036.9 |
1,986.4 |
|
R1 |
2,006.5 |
2,006.5 |
1,981.3 |
1,993.5 |
PP |
1,980.5 |
1,980.5 |
1,980.5 |
1,974.0 |
S1 |
1,950.1 |
1,950.1 |
1,970.9 |
1,937.1 |
S2 |
1,924.1 |
1,924.1 |
1,965.8 |
|
S3 |
1,867.7 |
1,893.7 |
1,960.6 |
|
S4 |
1,811.3 |
1,837.3 |
1,945.1 |
|
|
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 |
1,954.5 |
56.4 |
2.9% |
22.6 |
1.1% |
38% |
False |
True |
155,026 |
10 |
2,022.1 |
1,954.5 |
67.6 |
3.4% |
21.9 |
1.1% |
32% |
False |
True |
138,937 |
20 |
2,028.6 |
1,954.5 |
74.1 |
3.7% |
19.7 |
1.0% |
29% |
False |
True |
91,536 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
21.1 |
1.1% |
41% |
False |
False |
49,685 |
60 |
2,112.4 |
1,939.2 |
173.2 |
8.8% |
22.5 |
1.1% |
21% |
False |
False |
34,006 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
24.2 |
1.2% |
19% |
False |
False |
26,019 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.6% |
25.8 |
1.3% |
19% |
False |
False |
21,185 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.4% |
25.0 |
1.3% |
38% |
False |
False |
17,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.4 |
2.618 |
2,062.0 |
1.618 |
2,032.3 |
1.000 |
2,013.9 |
0.618 |
2,002.6 |
HIGH |
1,984.2 |
0.618 |
1,972.9 |
0.500 |
1,969.4 |
0.382 |
1,965.8 |
LOW |
1,954.5 |
0.618 |
1,936.1 |
1.000 |
1,924.8 |
1.618 |
1,906.4 |
2.618 |
1,876.7 |
4.250 |
1,828.3 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,973.9 |
1,975.2 |
PP |
1,971.6 |
1,974.3 |
S1 |
1,969.4 |
1,973.4 |
|