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 |
4,408.0 |
4,381.0 |
-27.0 |
-0.6% |
4,423.0 |
High |
4,421.0 |
4,384.0 |
-37.0 |
-0.8% |
4,524.0 |
Low |
4,377.0 |
4,325.0 |
-52.0 |
-1.2% |
4,362.0 |
Close |
4,378.0 |
4,343.0 |
-35.0 |
-0.8% |
4,524.0 |
Range |
44.0 |
59.0 |
15.0 |
34.1% |
162.0 |
ATR |
48.0 |
48.7 |
0.8 |
1.6% |
0.0 |
Volume |
633 |
483 |
-150 |
-23.7% |
1,111 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.7 |
4,494.3 |
4,375.5 |
|
R3 |
4,468.7 |
4,435.3 |
4,359.2 |
|
R2 |
4,409.7 |
4,409.7 |
4,353.8 |
|
R1 |
4,376.3 |
4,376.3 |
4,348.4 |
4,363.5 |
PP |
4,350.7 |
4,350.7 |
4,350.7 |
4,344.3 |
S1 |
4,317.3 |
4,317.3 |
4,337.6 |
4,304.5 |
S2 |
4,291.7 |
4,291.7 |
4,332.2 |
|
S3 |
4,232.7 |
4,258.3 |
4,326.8 |
|
S4 |
4,173.7 |
4,199.3 |
4,310.6 |
|
|
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 |
4,325.0 |
208.0 |
4.8% |
41.4 |
1.0% |
9% |
False |
True |
249 |
10 |
4,533.0 |
4,325.0 |
208.0 |
4.8% |
39.8 |
0.9% |
9% |
False |
True |
234 |
20 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
37.7 |
0.9% |
33% |
False |
False |
298 |
40 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
31.4 |
0.7% |
33% |
False |
False |
951 |
60 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
25.3 |
0.6% |
33% |
False |
False |
638 |
80 |
4,533.0 |
4,250.0 |
283.0 |
6.5% |
19.7 |
0.5% |
33% |
False |
False |
586 |
100 |
4,533.0 |
3,996.0 |
537.0 |
12.4% |
15.8 |
0.4% |
65% |
False |
False |
695 |
120 |
4,533.0 |
3,996.0 |
537.0 |
12.4% |
13.1 |
0.3% |
65% |
False |
False |
756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,634.8 |
2.618 |
4,538.5 |
1.618 |
4,479.5 |
1.000 |
4,443.0 |
0.618 |
4,420.5 |
HIGH |
4,384.0 |
0.618 |
4,361.5 |
0.500 |
4,354.5 |
0.382 |
4,347.5 |
LOW |
4,325.0 |
0.618 |
4,288.5 |
1.000 |
4,266.0 |
1.618 |
4,229.5 |
2.618 |
4,170.5 |
4.250 |
4,074.3 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,354.5 |
4,412.5 |
PP |
4,350.7 |
4,389.3 |
S1 |
4,346.8 |
4,366.2 |
|