| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
15,767.50 |
16,042.75 |
275.25 |
1.7% |
15,762.25 |
| High |
16,095.00 |
16,117.00 |
22.00 |
0.1% |
16,103.00 |
| Low |
15,746.25 |
15,994.50 |
248.25 |
1.6% |
15,681.75 |
| Close |
16,048.25 |
16,058.00 |
9.75 |
0.1% |
16,048.25 |
| Range |
348.75 |
122.50 |
-226.25 |
-64.9% |
421.25 |
| ATR |
241.00 |
232.54 |
-8.46 |
-3.5% |
0.00 |
| Volume |
2,755 |
1,359 |
-1,396 |
-50.7% |
10,626 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,424.00 |
16,363.50 |
16,125.50 |
|
| R3 |
16,301.50 |
16,241.00 |
16,091.75 |
|
| R2 |
16,179.00 |
16,179.00 |
16,080.50 |
|
| R1 |
16,118.50 |
16,118.50 |
16,069.25 |
16,148.75 |
| PP |
16,056.50 |
16,056.50 |
16,056.50 |
16,071.50 |
| S1 |
15,996.00 |
15,996.00 |
16,046.75 |
16,026.25 |
| S2 |
15,934.00 |
15,934.00 |
16,035.50 |
|
| S3 |
15,811.50 |
15,873.50 |
16,024.25 |
|
| S4 |
15,689.00 |
15,751.00 |
15,990.50 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,208.00 |
17,049.50 |
16,280.00 |
|
| R3 |
16,786.75 |
16,628.25 |
16,164.00 |
|
| R2 |
16,365.50 |
16,365.50 |
16,125.50 |
|
| R1 |
16,207.00 |
16,207.00 |
16,086.75 |
16,286.25 |
| PP |
15,944.25 |
15,944.25 |
15,944.25 |
15,984.00 |
| S1 |
15,785.75 |
15,785.75 |
16,009.75 |
15,865.00 |
| S2 |
15,523.00 |
15,523.00 |
15,971.00 |
|
| S3 |
15,101.75 |
15,364.50 |
15,932.50 |
|
| S4 |
14,680.50 |
14,943.25 |
15,816.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,117.00 |
15,711.75 |
405.25 |
2.5% |
254.25 |
1.6% |
85% |
True |
False |
2,195 |
| 10 |
16,264.25 |
15,681.75 |
582.50 |
3.6% |
242.25 |
1.5% |
65% |
False |
False |
1,847 |
| 20 |
16,264.25 |
15,256.50 |
1,007.75 |
6.3% |
219.25 |
1.4% |
80% |
False |
False |
1,575 |
| 40 |
16,264.25 |
14,612.75 |
1,651.50 |
10.3% |
228.50 |
1.4% |
88% |
False |
False |
1,249 |
| 60 |
16,264.25 |
13,303.00 |
2,961.25 |
18.4% |
212.25 |
1.3% |
93% |
False |
False |
854 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
19.8% |
189.00 |
1.2% |
94% |
False |
False |
641 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
25.6% |
175.25 |
1.1% |
95% |
False |
False |
513 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
25.6% |
158.50 |
1.0% |
95% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,637.50 |
|
2.618 |
16,437.75 |
|
1.618 |
16,315.25 |
|
1.000 |
16,239.50 |
|
0.618 |
16,192.75 |
|
HIGH |
16,117.00 |
|
0.618 |
16,070.25 |
|
0.500 |
16,055.75 |
|
0.382 |
16,041.25 |
|
LOW |
15,994.50 |
|
0.618 |
15,918.75 |
|
1.000 |
15,872.00 |
|
1.618 |
15,796.25 |
|
2.618 |
15,673.75 |
|
4.250 |
15,474.00 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,057.25 |
16,010.00 |
| PP |
16,056.50 |
15,962.25 |
| S1 |
16,055.75 |
15,914.50 |
|