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 |
4,669.50 |
4,639.75 |
-29.75 |
-0.6% |
4,616.00 |
High |
4,673.50 |
4,644.75 |
-28.75 |
-0.6% |
4,685.50 |
Low |
4,643.00 |
4,579.25 |
-63.75 |
-1.4% |
4,605.00 |
Close |
4,653.00 |
4,588.25 |
-64.75 |
-1.4% |
4,658.00 |
Range |
30.50 |
65.50 |
35.00 |
114.8% |
80.50 |
ATR |
40.81 |
43.17 |
2.35 |
5.8% |
0.00 |
Volume |
3,626 |
3,225 |
-401 |
-11.1% |
16,390 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,800.50 |
4,760.00 |
4,624.25 |
|
R3 |
4,735.00 |
4,694.50 |
4,606.25 |
|
R2 |
4,669.50 |
4,669.50 |
4,600.25 |
|
R1 |
4,629.00 |
4,629.00 |
4,594.25 |
4,616.50 |
PP |
4,604.00 |
4,604.00 |
4,604.00 |
4,598.00 |
S1 |
4,563.50 |
4,563.50 |
4,582.25 |
4,551.00 |
S2 |
4,538.50 |
4,538.50 |
4,576.25 |
|
S3 |
4,473.00 |
4,498.00 |
4,570.25 |
|
S4 |
4,407.50 |
4,432.50 |
4,552.25 |
|
|
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 |
4,579.25 |
106.25 |
2.3% |
51.50 |
1.1% |
8% |
False |
True |
2,797 |
10 |
4,685.50 |
4,579.25 |
106.25 |
2.3% |
41.75 |
0.9% |
8% |
False |
True |
2,907 |
20 |
4,685.50 |
4,459.25 |
226.25 |
4.9% |
42.00 |
0.9% |
57% |
False |
False |
2,309 |
40 |
4,685.50 |
4,352.00 |
333.50 |
7.3% |
41.25 |
0.9% |
71% |
False |
False |
1,941 |
60 |
4,685.50 |
4,185.75 |
499.75 |
10.9% |
42.50 |
0.9% |
81% |
False |
False |
1,479 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.1% |
43.50 |
0.9% |
82% |
False |
False |
1,152 |
100 |
4,685.50 |
3,916.00 |
769.50 |
16.8% |
45.25 |
1.0% |
87% |
False |
False |
947 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.8% |
44.00 |
1.0% |
87% |
False |
False |
804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,923.00 |
2.618 |
4,816.25 |
1.618 |
4,750.75 |
1.000 |
4,710.25 |
0.618 |
4,685.25 |
HIGH |
4,644.75 |
0.618 |
4,619.75 |
0.500 |
4,612.00 |
0.382 |
4,604.25 |
LOW |
4,579.25 |
0.618 |
4,538.75 |
1.000 |
4,513.75 |
1.618 |
4,473.25 |
2.618 |
4,407.75 |
4.250 |
4,301.00 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,612.00 |
4,626.50 |
PP |
4,604.00 |
4,613.75 |
S1 |
4,596.25 |
4,601.00 |
|