Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,587.25 |
4,579.25 |
-8.00 |
-0.2% |
4,660.00 |
High |
4,598.00 |
4,611.00 |
13.00 |
0.3% |
4,673.50 |
Low |
4,556.50 |
4,544.25 |
-12.25 |
-0.3% |
4,544.25 |
Close |
4,572.50 |
4,548.00 |
-24.50 |
-0.5% |
4,548.00 |
Range |
41.50 |
66.75 |
25.25 |
60.8% |
129.25 |
ATR |
43.05 |
44.74 |
1.69 |
3.9% |
0.00 |
Volume |
5,376 |
8,079 |
2,703 |
50.3% |
21,767 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,768.00 |
4,724.75 |
4,584.75 |
|
R3 |
4,701.25 |
4,658.00 |
4,566.25 |
|
R2 |
4,634.50 |
4,634.50 |
4,560.25 |
|
R1 |
4,591.25 |
4,591.25 |
4,554.00 |
4,579.50 |
PP |
4,567.75 |
4,567.75 |
4,567.75 |
4,562.00 |
S1 |
4,524.50 |
4,524.50 |
4,542.00 |
4,512.75 |
S2 |
4,501.00 |
4,501.00 |
4,535.75 |
|
S3 |
4,434.25 |
4,457.75 |
4,529.75 |
|
S4 |
4,367.50 |
4,391.00 |
4,511.25 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.25 |
4,891.50 |
4,619.00 |
|
R3 |
4,847.00 |
4,762.25 |
4,583.50 |
|
R2 |
4,717.75 |
4,717.75 |
4,571.75 |
|
R1 |
4,633.00 |
4,633.00 |
4,559.75 |
4,610.75 |
PP |
4,588.50 |
4,588.50 |
4,588.50 |
4,577.50 |
S1 |
4,503.75 |
4,503.75 |
4,536.25 |
4,481.50 |
S2 |
4,459.25 |
4,459.25 |
4,524.25 |
|
S3 |
4,330.00 |
4,374.50 |
4,512.50 |
|
S4 |
4,200.75 |
4,245.25 |
4,477.00 |
|
|
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 |
4,544.25 |
129.25 |
2.8% |
45.50 |
1.0% |
3% |
False |
True |
4,353 |
10 |
4,685.50 |
4,544.25 |
141.25 |
3.1% |
46.25 |
1.0% |
3% |
False |
True |
3,815 |
20 |
4,685.50 |
4,459.25 |
226.25 |
5.0% |
42.00 |
0.9% |
39% |
False |
False |
2,765 |
40 |
4,685.50 |
4,352.00 |
333.50 |
7.3% |
42.50 |
0.9% |
59% |
False |
False |
2,216 |
60 |
4,685.50 |
4,185.75 |
499.75 |
11.0% |
43.75 |
1.0% |
72% |
False |
False |
1,700 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.2% |
44.25 |
1.0% |
75% |
False |
False |
1,320 |
100 |
4,685.50 |
3,930.00 |
755.50 |
16.6% |
44.75 |
1.0% |
82% |
False |
False |
1,081 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.9% |
44.25 |
1.0% |
82% |
False |
False |
916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,894.75 |
2.618 |
4,785.75 |
1.618 |
4,719.00 |
1.000 |
4,677.75 |
0.618 |
4,652.25 |
HIGH |
4,611.00 |
0.618 |
4,585.50 |
0.500 |
4,577.50 |
0.382 |
4,569.75 |
LOW |
4,544.25 |
0.618 |
4,503.00 |
1.000 |
4,477.50 |
1.618 |
4,436.25 |
2.618 |
4,369.50 |
4.250 |
4,260.50 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,577.50 |
4,594.50 |
PP |
4,567.75 |
4,579.00 |
S1 |
4,558.00 |
4,563.50 |
|