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 |
4,533.0 |
4,500.0 |
-33.0 |
-0.7% |
4,423.0 |
High |
4,533.0 |
4,500.0 |
-33.0 |
-0.7% |
4,524.0 |
Low |
4,520.0 |
4,453.0 |
-67.0 |
-1.5% |
4,362.0 |
Close |
4,526.0 |
4,458.0 |
-68.0 |
-1.5% |
4,524.0 |
Range |
13.0 |
47.0 |
34.0 |
261.5% |
162.0 |
ATR |
43.3 |
45.4 |
2.1 |
4.9% |
0.0 |
Volume |
39 |
51 |
12 |
30.8% |
1,111 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.3 |
4,581.7 |
4,483.9 |
|
R3 |
4,564.3 |
4,534.7 |
4,470.9 |
|
R2 |
4,517.3 |
4,517.3 |
4,466.6 |
|
R1 |
4,487.7 |
4,487.7 |
4,462.3 |
4,479.0 |
PP |
4,470.3 |
4,470.3 |
4,470.3 |
4,466.0 |
S1 |
4,440.7 |
4,440.7 |
4,453.7 |
4,432.0 |
S2 |
4,423.3 |
4,423.3 |
4,449.4 |
|
S3 |
4,376.3 |
4,393.7 |
4,445.1 |
|
S4 |
4,329.3 |
4,346.7 |
4,432.2 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.0 |
4,902.0 |
4,613.1 |
|
R3 |
4,794.0 |
4,740.0 |
4,568.6 |
|
R2 |
4,632.0 |
4,632.0 |
4,553.7 |
|
R1 |
4,578.0 |
4,578.0 |
4,538.9 |
4,605.0 |
PP |
4,470.0 |
4,470.0 |
4,470.0 |
4,483.5 |
S1 |
4,416.0 |
4,416.0 |
4,509.2 |
4,443.0 |
S2 |
4,308.0 |
4,308.0 |
4,494.3 |
|
S3 |
4,146.0 |
4,254.0 |
4,479.5 |
|
S4 |
3,984.0 |
4,092.0 |
4,434.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,533.0 |
4,362.0 |
171.0 |
3.8% |
46.4 |
1.0% |
56% |
False |
False |
46 |
10 |
4,533.0 |
4,362.0 |
171.0 |
3.8% |
36.0 |
0.8% |
56% |
False |
False |
127 |
20 |
4,533.0 |
4,250.0 |
283.0 |
6.3% |
40.0 |
0.9% |
73% |
False |
False |
349 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.3% |
29.3 |
0.7% |
73% |
False |
False |
923 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.3% |
23.8 |
0.5% |
73% |
False |
False |
619 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.3% |
18.4 |
0.4% |
73% |
False |
False |
574 |
100 |
4,533.0 |
3,996.0 |
537.0 |
12.0% |
14.7 |
0.3% |
86% |
False |
False |
776 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.0% |
12.3 |
0.3% |
86% |
False |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.8 |
2.618 |
4,623.0 |
1.618 |
4,576.0 |
1.000 |
4,547.0 |
0.618 |
4,529.0 |
HIGH |
4,500.0 |
0.618 |
4,482.0 |
0.500 |
4,476.5 |
0.382 |
4,471.0 |
LOW |
4,453.0 |
0.618 |
4,424.0 |
1.000 |
4,406.0 |
1.618 |
4,377.0 |
2.618 |
4,330.0 |
4.250 |
4,253.3 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,476.5 |
4,493.0 |
PP |
4,470.3 |
4,481.3 |
S1 |
4,464.2 |
4,469.7 |
|