| Trading Metrics calculated at close of trading on 31-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
16,700.0 |
16,713.0 |
13.0 |
0.1% |
16,420.0 |
| High |
16,716.0 |
16,713.0 |
-3.0 |
0.0% |
16,716.0 |
| Low |
16,672.0 |
16,705.0 |
33.0 |
0.2% |
16,367.0 |
| Close |
16,716.0 |
16,705.0 |
-11.0 |
-0.1% |
16,716.0 |
| Range |
44.0 |
8.0 |
-36.0 |
-81.8% |
349.0 |
| ATR |
115.8 |
108.3 |
-7.5 |
-6.5% |
0.0 |
| Volume |
20 |
20 |
0 |
0.0% |
72 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,731.7 |
16,726.3 |
16,709.4 |
|
| R3 |
16,723.7 |
16,718.3 |
16,707.2 |
|
| R2 |
16,715.7 |
16,715.7 |
16,706.5 |
|
| R1 |
16,710.3 |
16,710.3 |
16,705.7 |
16,709.0 |
| PP |
16,707.7 |
16,707.7 |
16,707.7 |
16,707.0 |
| S1 |
16,702.3 |
16,702.3 |
16,704.3 |
16,701.0 |
| S2 |
16,699.7 |
16,699.7 |
16,703.5 |
|
| S3 |
16,691.7 |
16,694.3 |
16,702.8 |
|
| S4 |
16,683.7 |
16,686.3 |
16,700.6 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,646.7 |
17,530.3 |
16,908.0 |
|
| R3 |
17,297.7 |
17,181.3 |
16,812.0 |
|
| R2 |
16,948.7 |
16,948.7 |
16,780.0 |
|
| R1 |
16,832.3 |
16,832.3 |
16,748.0 |
16,890.5 |
| PP |
16,599.7 |
16,599.7 |
16,599.7 |
16,628.8 |
| S1 |
16,483.3 |
16,483.3 |
16,684.0 |
16,541.5 |
| S2 |
16,250.7 |
16,250.7 |
16,652.0 |
|
| S3 |
15,901.7 |
16,134.3 |
16,620.0 |
|
| S4 |
15,552.7 |
15,785.3 |
16,524.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,716.0 |
16,367.0 |
349.0 |
2.1% |
83.2 |
0.5% |
97% |
False |
False |
18 |
| 10 |
16,716.0 |
16,316.0 |
400.0 |
2.4% |
64.0 |
0.4% |
97% |
False |
False |
13 |
| 20 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
76.1 |
0.5% |
99% |
False |
False |
16 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
70.6 |
0.4% |
99% |
False |
False |
15 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
58.6 |
0.4% |
99% |
False |
False |
11 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.7% |
49.1 |
0.3% |
99% |
False |
False |
8 |
| 100 |
16,716.0 |
15,077.0 |
1,639.0 |
9.8% |
41.3 |
0.2% |
99% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
9.8% |
34.4 |
0.2% |
99% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,747.0 |
|
2.618 |
16,733.9 |
|
1.618 |
16,725.9 |
|
1.000 |
16,721.0 |
|
0.618 |
16,717.9 |
|
HIGH |
16,713.0 |
|
0.618 |
16,709.9 |
|
0.500 |
16,709.0 |
|
0.382 |
16,708.1 |
|
LOW |
16,705.0 |
|
0.618 |
16,700.1 |
|
1.000 |
16,697.0 |
|
1.618 |
16,692.1 |
|
2.618 |
16,684.1 |
|
4.250 |
16,671.0 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,709.0 |
16,656.8 |
| PP |
16,707.7 |
16,608.7 |
| S1 |
16,706.3 |
16,560.5 |
|