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 |
4,500.0 |
4,408.0 |
-92.0 |
-2.0% |
4,423.0 |
High |
4,500.0 |
4,421.0 |
-79.0 |
-1.8% |
4,524.0 |
Low |
4,453.0 |
4,377.0 |
-76.0 |
-1.7% |
4,362.0 |
Close |
4,458.0 |
4,378.0 |
-80.0 |
-1.8% |
4,524.0 |
Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
162.0 |
ATR |
45.4 |
48.0 |
2.5 |
5.6% |
0.0 |
Volume |
51 |
633 |
582 |
1,141.2% |
1,111 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,524.0 |
4,495.0 |
4,402.2 |
|
R3 |
4,480.0 |
4,451.0 |
4,390.1 |
|
R2 |
4,436.0 |
4,436.0 |
4,386.1 |
|
R1 |
4,407.0 |
4,407.0 |
4,382.0 |
4,399.5 |
PP |
4,392.0 |
4,392.0 |
4,392.0 |
4,388.3 |
S1 |
4,363.0 |
4,363.0 |
4,374.0 |
4,355.5 |
S2 |
4,348.0 |
4,348.0 |
4,369.9 |
|
S3 |
4,304.0 |
4,319.0 |
4,365.9 |
|
S4 |
4,260.0 |
4,275.0 |
4,353.8 |
|
|
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 |
4,377.0 |
156.0 |
3.6% |
45.6 |
1.0% |
1% |
False |
True |
155 |
10 |
4,533.0 |
4,362.0 |
171.0 |
3.9% |
36.7 |
0.8% |
9% |
False |
False |
189 |
20 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
40.5 |
0.9% |
45% |
False |
False |
379 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
30.4 |
0.7% |
45% |
False |
False |
939 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
24.3 |
0.6% |
45% |
False |
False |
630 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
19.0 |
0.4% |
45% |
False |
False |
580 |
100 |
4,533.0 |
3,996.0 |
537.0 |
12.3% |
15.2 |
0.3% |
71% |
False |
False |
780 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.3% |
12.6 |
0.3% |
71% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,608.0 |
2.618 |
4,536.2 |
1.618 |
4,492.2 |
1.000 |
4,465.0 |
0.618 |
4,448.2 |
HIGH |
4,421.0 |
0.618 |
4,404.2 |
0.500 |
4,399.0 |
0.382 |
4,393.8 |
LOW |
4,377.0 |
0.618 |
4,349.8 |
1.000 |
4,333.0 |
1.618 |
4,305.8 |
2.618 |
4,261.8 |
4.250 |
4,190.0 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,399.0 |
4,455.0 |
PP |
4,392.0 |
4,429.3 |
S1 |
4,385.0 |
4,403.7 |
|