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 |
35,900 |
36,029 |
129 |
0.4% |
35,680 |
High |
36,045 |
36,128 |
83 |
0.2% |
36,164 |
Low |
35,850 |
35,912 |
62 |
0.2% |
35,679 |
Close |
36,029 |
36,092 |
63 |
0.2% |
35,929 |
Range |
195 |
216 |
21 |
10.8% |
485 |
ATR |
295 |
289 |
-6 |
-1.9% |
0 |
Volume |
52 |
58 |
6 |
11.5% |
798 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,692 |
36,608 |
36,211 |
|
R3 |
36,476 |
36,392 |
36,152 |
|
R2 |
36,260 |
36,260 |
36,132 |
|
R1 |
36,176 |
36,176 |
36,112 |
36,218 |
PP |
36,044 |
36,044 |
36,044 |
36,065 |
S1 |
35,960 |
35,960 |
36,072 |
36,002 |
S2 |
35,828 |
35,828 |
36,053 |
|
S3 |
35,612 |
35,744 |
36,033 |
|
S4 |
35,396 |
35,528 |
35,973 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,379 |
37,139 |
36,196 |
|
R3 |
36,894 |
36,654 |
36,063 |
|
R2 |
36,409 |
36,409 |
36,018 |
|
R1 |
36,169 |
36,169 |
35,974 |
36,289 |
PP |
35,924 |
35,924 |
35,924 |
35,984 |
S1 |
35,684 |
35,684 |
35,885 |
35,804 |
S2 |
35,439 |
35,439 |
35,840 |
|
S3 |
34,954 |
35,199 |
35,796 |
|
S4 |
34,469 |
34,714 |
35,662 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,164 |
35,686 |
478 |
1.3% |
304 |
0.8% |
85% |
False |
False |
139 |
10 |
36,164 |
35,429 |
735 |
2.0% |
274 |
0.8% |
90% |
False |
False |
152 |
20 |
36,164 |
34,116 |
2,048 |
5.7% |
301 |
0.8% |
96% |
False |
False |
112 |
40 |
36,164 |
34,047 |
2,117 |
5.9% |
272 |
0.8% |
97% |
False |
False |
83 |
60 |
36,164 |
33,194 |
2,970 |
8.2% |
268 |
0.7% |
98% |
False |
False |
56 |
80 |
36,164 |
33,194 |
2,970 |
8.2% |
254 |
0.7% |
98% |
False |
False |
42 |
100 |
36,164 |
32,030 |
4,134 |
11.5% |
243 |
0.7% |
98% |
False |
False |
34 |
120 |
36,164 |
32,030 |
4,134 |
11.5% |
211 |
0.6% |
98% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,046 |
2.618 |
36,694 |
1.618 |
36,478 |
1.000 |
36,344 |
0.618 |
36,262 |
HIGH |
36,128 |
0.618 |
36,046 |
0.500 |
36,020 |
0.382 |
35,995 |
LOW |
35,912 |
0.618 |
35,779 |
1.000 |
35,696 |
1.618 |
35,563 |
2.618 |
35,347 |
4.250 |
34,994 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
36,068 |
36,035 |
PP |
36,044 |
35,978 |
S1 |
36,020 |
35,921 |
|