| 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 |
16,068.75 |
15,970.00 |
-98.75 |
-0.6% |
15,762.25 |
| High |
16,088.75 |
15,989.50 |
-99.25 |
-0.6% |
16,103.00 |
| Low |
15,929.00 |
15,612.00 |
-317.00 |
-2.0% |
15,681.75 |
| Close |
16,018.25 |
15,671.25 |
-347.00 |
-2.2% |
16,048.25 |
| Range |
159.75 |
377.50 |
217.75 |
136.3% |
421.25 |
| ATR |
227.34 |
240.12 |
12.78 |
5.6% |
0.00 |
| Volume |
668 |
2,286 |
1,618 |
242.2% |
10,626 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,890.00 |
16,658.25 |
15,879.00 |
|
| R3 |
16,512.50 |
16,280.75 |
15,775.00 |
|
| R2 |
16,135.00 |
16,135.00 |
15,740.50 |
|
| R1 |
15,903.25 |
15,903.25 |
15,705.75 |
15,830.50 |
| PP |
15,757.50 |
15,757.50 |
15,757.50 |
15,721.25 |
| S1 |
15,525.75 |
15,525.75 |
15,636.75 |
15,453.00 |
| S2 |
15,380.00 |
15,380.00 |
15,602.00 |
|
| S3 |
15,002.50 |
15,148.25 |
15,567.50 |
|
| S4 |
14,625.00 |
14,770.75 |
15,463.50 |
|
|
| 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 |
15,612.00 |
505.00 |
3.2% |
280.00 |
1.8% |
12% |
False |
True |
2,228 |
| 10 |
16,123.25 |
15,612.00 |
511.25 |
3.3% |
251.25 |
1.6% |
12% |
False |
True |
1,858 |
| 20 |
16,264.25 |
15,256.50 |
1,007.75 |
6.4% |
233.25 |
1.5% |
41% |
False |
False |
1,625 |
| 40 |
16,264.25 |
14,612.75 |
1,651.50 |
10.5% |
234.00 |
1.5% |
64% |
False |
False |
1,310 |
| 60 |
16,264.25 |
13,508.00 |
2,756.25 |
17.6% |
215.50 |
1.4% |
78% |
False |
False |
903 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.3% |
193.00 |
1.2% |
81% |
False |
False |
678 |
| 100 |
16,264.25 |
12,150.00 |
4,114.25 |
26.3% |
178.50 |
1.1% |
86% |
False |
False |
543 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.3% |
159.00 |
1.0% |
86% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,594.00 |
|
2.618 |
16,977.75 |
|
1.618 |
16,600.25 |
|
1.000 |
16,367.00 |
|
0.618 |
16,222.75 |
|
HIGH |
15,989.50 |
|
0.618 |
15,845.25 |
|
0.500 |
15,800.75 |
|
0.382 |
15,756.25 |
|
LOW |
15,612.00 |
|
0.618 |
15,378.75 |
|
1.000 |
15,234.50 |
|
1.618 |
15,001.25 |
|
2.618 |
14,623.75 |
|
4.250 |
14,007.50 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,800.75 |
15,864.50 |
| PP |
15,757.50 |
15,800.00 |
| S1 |
15,714.50 |
15,735.75 |
|