| 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 |
16,042.75 |
16,068.75 |
26.00 |
0.2% |
15,762.25 |
| High |
16,117.00 |
16,088.75 |
-28.25 |
-0.2% |
16,103.00 |
| Low |
15,994.50 |
15,929.00 |
-65.50 |
-0.4% |
15,681.75 |
| Close |
16,058.00 |
16,018.25 |
-39.75 |
-0.2% |
16,048.25 |
| Range |
122.50 |
159.75 |
37.25 |
30.4% |
421.25 |
| ATR |
232.54 |
227.34 |
-5.20 |
-2.2% |
0.00 |
| Volume |
1,359 |
668 |
-691 |
-50.8% |
10,626 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,491.25 |
16,414.50 |
16,106.00 |
|
| R3 |
16,331.50 |
16,254.75 |
16,062.25 |
|
| R2 |
16,171.75 |
16,171.75 |
16,047.50 |
|
| R1 |
16,095.00 |
16,095.00 |
16,033.00 |
16,053.50 |
| PP |
16,012.00 |
16,012.00 |
16,012.00 |
15,991.25 |
| S1 |
15,935.25 |
15,935.25 |
16,003.50 |
15,893.75 |
| S2 |
15,852.25 |
15,852.25 |
15,989.00 |
|
| S3 |
15,692.50 |
15,775.50 |
15,974.25 |
|
| S4 |
15,532.75 |
15,615.75 |
15,930.50 |
|
|
| 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% |
249.25 |
1.6% |
76% |
False |
False |
1,986 |
| 10 |
16,264.25 |
15,681.75 |
582.50 |
3.6% |
228.75 |
1.4% |
58% |
False |
False |
1,756 |
| 20 |
16,264.25 |
15,256.50 |
1,007.75 |
6.3% |
223.00 |
1.4% |
76% |
False |
False |
1,563 |
| 40 |
16,264.25 |
14,612.75 |
1,651.50 |
10.3% |
229.00 |
1.4% |
85% |
False |
False |
1,255 |
| 60 |
16,264.25 |
13,370.00 |
2,894.25 |
18.1% |
213.00 |
1.3% |
92% |
False |
False |
865 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
19.9% |
188.50 |
1.2% |
92% |
False |
False |
649 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
25.7% |
174.50 |
1.1% |
94% |
False |
False |
520 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
25.7% |
157.75 |
1.0% |
94% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,767.75 |
|
2.618 |
16,507.00 |
|
1.618 |
16,347.25 |
|
1.000 |
16,248.50 |
|
0.618 |
16,187.50 |
|
HIGH |
16,088.75 |
|
0.618 |
16,027.75 |
|
0.500 |
16,009.00 |
|
0.382 |
15,990.00 |
|
LOW |
15,929.00 |
|
0.618 |
15,830.25 |
|
1.000 |
15,769.25 |
|
1.618 |
15,670.50 |
|
2.618 |
15,510.75 |
|
4.250 |
15,250.00 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,015.00 |
15,989.50 |
| PP |
16,012.00 |
15,960.50 |
| S1 |
16,009.00 |
15,931.50 |
|