| 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 |
15,665.00 |
15,659.75 |
-5.25 |
0.0% |
16,042.75 |
| High |
15,741.00 |
15,808.25 |
67.25 |
0.4% |
16,117.00 |
| Low |
15,539.00 |
15,534.75 |
-4.25 |
0.0% |
15,534.75 |
| Close |
15,637.00 |
15,551.25 |
-85.75 |
-0.5% |
15,551.25 |
| Range |
202.00 |
273.50 |
71.50 |
35.4% |
582.25 |
| ATR |
237.39 |
239.97 |
2.58 |
1.1% |
0.00 |
| Volume |
2,813 |
2,488 |
-325 |
-11.6% |
9,614 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,452.00 |
16,275.00 |
15,701.75 |
|
| R3 |
16,178.50 |
16,001.50 |
15,626.50 |
|
| R2 |
15,905.00 |
15,905.00 |
15,601.50 |
|
| R1 |
15,728.00 |
15,728.00 |
15,576.25 |
15,679.75 |
| PP |
15,631.50 |
15,631.50 |
15,631.50 |
15,607.25 |
| S1 |
15,454.50 |
15,454.50 |
15,526.25 |
15,406.25 |
| S2 |
15,358.00 |
15,358.00 |
15,501.00 |
|
| S3 |
15,084.50 |
15,181.00 |
15,476.00 |
|
| S4 |
14,811.00 |
14,907.50 |
15,400.75 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,481.00 |
17,098.50 |
15,871.50 |
|
| R3 |
16,898.75 |
16,516.25 |
15,711.25 |
|
| R2 |
16,316.50 |
16,316.50 |
15,658.00 |
|
| R1 |
15,934.00 |
15,934.00 |
15,604.50 |
15,834.00 |
| PP |
15,734.25 |
15,734.25 |
15,734.25 |
15,684.50 |
| S1 |
15,351.75 |
15,351.75 |
15,498.00 |
15,252.00 |
| S2 |
15,152.00 |
15,152.00 |
15,444.50 |
|
| S3 |
14,569.75 |
14,769.50 |
15,391.25 |
|
| S4 |
13,987.50 |
14,187.25 |
15,231.00 |
|
|
| 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 |
15,534.75 |
582.25 |
3.7% |
227.00 |
1.5% |
3% |
False |
True |
1,922 |
| 10 |
16,117.00 |
15,534.75 |
582.25 |
3.7% |
241.50 |
1.6% |
3% |
False |
True |
2,024 |
| 20 |
16,264.25 |
15,256.50 |
1,007.75 |
6.5% |
235.25 |
1.5% |
29% |
False |
False |
1,769 |
| 40 |
16,264.25 |
14,612.75 |
1,651.50 |
10.6% |
234.00 |
1.5% |
57% |
False |
False |
1,437 |
| 60 |
16,264.25 |
13,508.00 |
2,756.25 |
17.7% |
221.50 |
1.4% |
74% |
False |
False |
991 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.5% |
197.00 |
1.3% |
78% |
False |
False |
744 |
| 100 |
16,264.25 |
12,350.00 |
3,914.25 |
25.2% |
180.25 |
1.2% |
82% |
False |
False |
595 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.5% |
161.00 |
1.0% |
83% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,970.50 |
|
2.618 |
16,524.25 |
|
1.618 |
16,250.75 |
|
1.000 |
16,081.75 |
|
0.618 |
15,977.25 |
|
HIGH |
15,808.25 |
|
0.618 |
15,703.75 |
|
0.500 |
15,671.50 |
|
0.382 |
15,639.25 |
|
LOW |
15,534.75 |
|
0.618 |
15,365.75 |
|
1.000 |
15,261.25 |
|
1.618 |
15,092.25 |
|
2.618 |
14,818.75 |
|
4.250 |
14,372.50 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,671.50 |
15,762.00 |
| PP |
15,631.50 |
15,691.75 |
| S1 |
15,591.25 |
15,621.50 |
|