Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
1,969.6 |
1,977.6 |
8.0 |
0.4% |
1,997.9 |
High |
1,984.2 |
1,981.7 |
-2.5 |
-0.1% |
2,010.9 |
Low |
1,954.5 |
1,966.1 |
11.6 |
0.6% |
1,954.5 |
Close |
1,976.1 |
1,970.0 |
-6.1 |
-0.3% |
1,976.1 |
Range |
29.7 |
15.6 |
-14.1 |
-47.5% |
56.4 |
ATR |
21.7 |
21.3 |
-0.4 |
-2.0% |
0.0 |
Volume |
156,416 |
104,407 |
-52,009 |
-33.3% |
775,130 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.4 |
2,010.3 |
1,978.6 |
|
R3 |
2,003.8 |
1,994.7 |
1,974.3 |
|
R2 |
1,988.2 |
1,988.2 |
1,972.9 |
|
R1 |
1,979.1 |
1,979.1 |
1,971.4 |
1,975.9 |
PP |
1,972.6 |
1,972.6 |
1,972.6 |
1,971.0 |
S1 |
1,963.5 |
1,963.5 |
1,968.6 |
1,960.3 |
S2 |
1,957.0 |
1,957.0 |
1,967.1 |
|
S3 |
1,941.4 |
1,947.9 |
1,965.7 |
|
S4 |
1,925.8 |
1,932.3 |
1,961.4 |
|
|
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 |
2,004.4 |
1,954.5 |
49.9 |
2.5% |
20.9 |
1.1% |
31% |
False |
False |
147,916 |
10 |
2,022.1 |
1,954.5 |
67.6 |
3.4% |
22.1 |
1.1% |
23% |
False |
False |
141,579 |
20 |
2,028.6 |
1,954.5 |
74.1 |
3.8% |
19.7 |
1.0% |
21% |
False |
False |
94,098 |
40 |
2,028.6 |
1,939.2 |
89.4 |
4.5% |
20.8 |
1.1% |
34% |
False |
False |
52,197 |
60 |
2,103.6 |
1,939.2 |
164.4 |
8.3% |
22.3 |
1.1% |
19% |
False |
False |
35,677 |
80 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
24.1 |
1.2% |
16% |
False |
False |
27,288 |
100 |
2,129.7 |
1,939.2 |
190.5 |
9.7% |
25.8 |
1.3% |
16% |
False |
False |
22,214 |
120 |
2,129.7 |
1,883.8 |
245.9 |
12.5% |
25.0 |
1.3% |
35% |
False |
False |
18,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,048.0 |
2.618 |
2,022.5 |
1.618 |
2,006.9 |
1.000 |
1,997.3 |
0.618 |
1,991.3 |
HIGH |
1,981.7 |
0.618 |
1,975.7 |
0.500 |
1,973.9 |
0.382 |
1,972.1 |
LOW |
1,966.1 |
0.618 |
1,956.5 |
1.000 |
1,950.5 |
1.618 |
1,940.9 |
2.618 |
1,925.3 |
4.250 |
1,899.8 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
1,973.9 |
1,969.8 |
PP |
1,972.6 |
1,969.6 |
S1 |
1,971.3 |
1,969.4 |
|