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 |
4,639.75 |
4,587.25 |
-52.50 |
-1.1% |
4,616.00 |
High |
4,644.75 |
4,598.00 |
-46.75 |
-1.0% |
4,685.50 |
Low |
4,579.25 |
4,556.50 |
-22.75 |
-0.5% |
4,605.00 |
Close |
4,588.25 |
4,572.50 |
-15.75 |
-0.3% |
4,658.00 |
Range |
65.50 |
41.50 |
-24.00 |
-36.6% |
80.50 |
ATR |
43.17 |
43.05 |
-0.12 |
-0.3% |
0.00 |
Volume |
3,225 |
5,376 |
2,151 |
66.7% |
16,390 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.25 |
4,677.75 |
4,595.25 |
|
R3 |
4,658.75 |
4,636.25 |
4,584.00 |
|
R2 |
4,617.25 |
4,617.25 |
4,580.00 |
|
R1 |
4,594.75 |
4,594.75 |
4,576.25 |
4,585.25 |
PP |
4,575.75 |
4,575.75 |
4,575.75 |
4,571.00 |
S1 |
4,553.25 |
4,553.25 |
4,568.75 |
4,543.75 |
S2 |
4,534.25 |
4,534.25 |
4,565.00 |
|
S3 |
4,492.75 |
4,511.75 |
4,561.00 |
|
S4 |
4,451.25 |
4,470.25 |
4,549.75 |
|
|
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 |
4,673.50 |
4,556.50 |
117.00 |
2.6% |
43.75 |
1.0% |
14% |
False |
True |
3,147 |
10 |
4,685.50 |
4,556.50 |
129.00 |
2.8% |
42.25 |
0.9% |
12% |
False |
True |
3,259 |
20 |
4,685.50 |
4,459.25 |
226.25 |
4.9% |
40.75 |
0.9% |
50% |
False |
False |
2,447 |
40 |
4,685.50 |
4,352.00 |
333.50 |
7.3% |
41.75 |
0.9% |
66% |
False |
False |
2,044 |
60 |
4,685.50 |
4,185.75 |
499.75 |
10.9% |
42.75 |
0.9% |
77% |
False |
False |
1,568 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.1% |
43.50 |
1.0% |
80% |
False |
False |
1,219 |
100 |
4,685.50 |
3,930.00 |
755.50 |
16.5% |
45.00 |
1.0% |
85% |
False |
False |
1,000 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.8% |
44.00 |
1.0% |
85% |
False |
False |
849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,774.50 |
2.618 |
4,706.75 |
1.618 |
4,665.25 |
1.000 |
4,639.50 |
0.618 |
4,623.75 |
HIGH |
4,598.00 |
0.618 |
4,582.25 |
0.500 |
4,577.25 |
0.382 |
4,572.25 |
LOW |
4,556.50 |
0.618 |
4,530.75 |
1.000 |
4,515.00 |
1.618 |
4,489.25 |
2.618 |
4,447.75 |
4.250 |
4,380.00 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,577.25 |
4,615.00 |
PP |
4,575.75 |
4,600.75 |
S1 |
4,574.00 |
4,586.75 |
|