| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,659.75 |
15,561.75 |
-98.00 |
-0.6% |
16,042.75 |
| High |
15,808.25 |
15,690.00 |
-118.25 |
-0.7% |
16,117.00 |
| Low |
15,534.75 |
15,532.50 |
-2.25 |
0.0% |
15,534.75 |
| Close |
15,551.25 |
15,682.25 |
131.00 |
0.8% |
15,551.25 |
| Range |
273.50 |
157.50 |
-116.00 |
-42.4% |
582.25 |
| ATR |
239.97 |
234.08 |
-5.89 |
-2.5% |
0.00 |
| Volume |
2,488 |
1,763 |
-725 |
-29.1% |
9,614 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,107.50 |
16,052.25 |
15,769.00 |
|
| R3 |
15,950.00 |
15,894.75 |
15,725.50 |
|
| R2 |
15,792.50 |
15,792.50 |
15,711.00 |
|
| R1 |
15,737.25 |
15,737.25 |
15,696.75 |
15,765.00 |
| PP |
15,635.00 |
15,635.00 |
15,635.00 |
15,648.75 |
| S1 |
15,579.75 |
15,579.75 |
15,667.75 |
15,607.50 |
| S2 |
15,477.50 |
15,477.50 |
15,653.50 |
|
| S3 |
15,320.00 |
15,422.25 |
15,639.00 |
|
| S4 |
15,162.50 |
15,264.75 |
15,595.50 |
|
|
| 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 |
16,088.75 |
15,532.50 |
556.25 |
3.5% |
234.00 |
1.5% |
27% |
False |
True |
2,003 |
| 10 |
16,117.00 |
15,532.50 |
584.50 |
3.7% |
244.00 |
1.6% |
26% |
False |
True |
2,099 |
| 20 |
16,264.25 |
15,301.50 |
962.75 |
6.1% |
235.75 |
1.5% |
40% |
False |
False |
1,784 |
| 40 |
16,264.25 |
14,817.00 |
1,447.25 |
9.2% |
231.50 |
1.5% |
60% |
False |
False |
1,477 |
| 60 |
16,264.25 |
13,609.00 |
2,655.25 |
16.9% |
220.25 |
1.4% |
78% |
False |
False |
1,018 |
| 80 |
16,264.25 |
13,083.00 |
3,181.25 |
20.3% |
196.25 |
1.3% |
82% |
False |
False |
766 |
| 100 |
16,264.25 |
12,777.00 |
3,487.25 |
22.2% |
179.00 |
1.1% |
83% |
False |
False |
613 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.2% |
160.75 |
1.0% |
86% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,359.50 |
|
2.618 |
16,102.25 |
|
1.618 |
15,944.75 |
|
1.000 |
15,847.50 |
|
0.618 |
15,787.25 |
|
HIGH |
15,690.00 |
|
0.618 |
15,629.75 |
|
0.500 |
15,611.25 |
|
0.382 |
15,592.75 |
|
LOW |
15,532.50 |
|
0.618 |
15,435.25 |
|
1.000 |
15,375.00 |
|
1.618 |
15,277.75 |
|
2.618 |
15,120.25 |
|
4.250 |
14,863.00 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,658.50 |
15,678.25 |
| PP |
15,635.00 |
15,674.25 |
| S1 |
15,611.25 |
15,670.50 |
|