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 |
4,660.00 |
4,669.50 |
9.50 |
0.2% |
4,616.00 |
High |
4,670.50 |
4,673.50 |
3.00 |
0.1% |
4,685.50 |
Low |
4,647.25 |
4,643.00 |
-4.25 |
-0.1% |
4,605.00 |
Close |
4,666.00 |
4,653.00 |
-13.00 |
-0.3% |
4,658.00 |
Range |
23.25 |
30.50 |
7.25 |
31.2% |
80.50 |
ATR |
41.61 |
40.81 |
-0.79 |
-1.9% |
0.00 |
Volume |
1,461 |
3,626 |
2,165 |
148.2% |
16,390 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,748.00 |
4,731.00 |
4,669.75 |
|
R3 |
4,717.50 |
4,700.50 |
4,661.50 |
|
R2 |
4,687.00 |
4,687.00 |
4,658.50 |
|
R1 |
4,670.00 |
4,670.00 |
4,655.75 |
4,663.25 |
PP |
4,656.50 |
4,656.50 |
4,656.50 |
4,653.00 |
S1 |
4,639.50 |
4,639.50 |
4,650.25 |
4,632.75 |
S2 |
4,626.00 |
4,626.00 |
4,647.50 |
|
S3 |
4,595.50 |
4,609.00 |
4,644.50 |
|
S4 |
4,565.00 |
4,578.50 |
4,636.25 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,891.00 |
4,855.00 |
4,702.25 |
|
R3 |
4,810.50 |
4,774.50 |
4,680.25 |
|
R2 |
4,730.00 |
4,730.00 |
4,672.75 |
|
R1 |
4,694.00 |
4,694.00 |
4,665.50 |
4,712.00 |
PP |
4,649.50 |
4,649.50 |
4,649.50 |
4,658.50 |
S1 |
4,613.50 |
4,613.50 |
4,650.50 |
4,631.50 |
S2 |
4,569.00 |
4,569.00 |
4,643.25 |
|
S3 |
4,488.50 |
4,533.00 |
4,635.75 |
|
S4 |
4,408.00 |
4,452.50 |
4,613.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,685.50 |
4,605.00 |
80.50 |
1.7% |
45.50 |
1.0% |
60% |
False |
False |
2,889 |
10 |
4,685.50 |
4,605.00 |
80.50 |
1.7% |
38.00 |
0.8% |
60% |
False |
False |
2,723 |
20 |
4,685.50 |
4,459.25 |
226.25 |
4.9% |
40.00 |
0.9% |
86% |
False |
False |
2,222 |
40 |
4,685.50 |
4,352.00 |
333.50 |
7.2% |
40.50 |
0.9% |
90% |
False |
False |
1,874 |
60 |
4,685.50 |
4,158.00 |
527.50 |
11.3% |
42.75 |
0.9% |
94% |
False |
False |
1,439 |
80 |
4,685.50 |
4,131.00 |
554.50 |
11.9% |
43.00 |
0.9% |
94% |
False |
False |
1,113 |
100 |
4,685.50 |
3,916.00 |
769.50 |
16.5% |
45.25 |
1.0% |
96% |
False |
False |
915 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.5% |
44.00 |
0.9% |
96% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,803.00 |
2.618 |
4,753.25 |
1.618 |
4,722.75 |
1.000 |
4,704.00 |
0.618 |
4,692.25 |
HIGH |
4,673.50 |
0.618 |
4,661.75 |
0.500 |
4,658.25 |
0.382 |
4,654.75 |
LOW |
4,643.00 |
0.618 |
4,624.25 |
1.000 |
4,612.50 |
1.618 |
4,593.75 |
2.618 |
4,563.25 |
4.250 |
4,513.50 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,658.25 |
4,649.25 |
PP |
4,656.50 |
4,645.50 |
S1 |
4,654.75 |
4,641.50 |
|