| 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 |
16,713.0 |
16,618.0 |
-95.0 |
-0.6% |
16,420.0 |
| High |
16,713.0 |
16,621.0 |
-92.0 |
-0.6% |
16,716.0 |
| Low |
16,705.0 |
16,500.0 |
-205.0 |
-1.2% |
16,367.0 |
| Close |
16,705.0 |
16,500.0 |
-205.0 |
-1.2% |
16,716.0 |
| Range |
8.0 |
121.0 |
113.0 |
1,412.5% |
349.0 |
| ATR |
108.3 |
115.2 |
6.9 |
6.4% |
0.0 |
| Volume |
20 |
24 |
4 |
20.0% |
72 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,903.3 |
16,822.7 |
16,566.6 |
|
| R3 |
16,782.3 |
16,701.7 |
16,533.3 |
|
| R2 |
16,661.3 |
16,661.3 |
16,522.2 |
|
| R1 |
16,580.7 |
16,580.7 |
16,511.1 |
16,560.5 |
| PP |
16,540.3 |
16,540.3 |
16,540.3 |
16,530.3 |
| S1 |
16,459.7 |
16,459.7 |
16,488.9 |
16,439.5 |
| S2 |
16,419.3 |
16,419.3 |
16,477.8 |
|
| S3 |
16,298.3 |
16,338.7 |
16,466.7 |
|
| S4 |
16,177.3 |
16,217.7 |
16,433.5 |
|
|
| 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% |
103.6 |
0.6% |
38% |
False |
False |
20 |
| 10 |
16,716.0 |
16,361.0 |
355.0 |
2.2% |
68.7 |
0.4% |
39% |
False |
False |
14 |
| 20 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
81.9 |
0.5% |
77% |
False |
False |
17 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
73.7 |
0.4% |
77% |
False |
False |
16 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
59.5 |
0.4% |
77% |
False |
False |
11 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
50.6 |
0.3% |
77% |
False |
False |
9 |
| 100 |
16,716.0 |
15,077.0 |
1,639.0 |
9.9% |
42.5 |
0.3% |
87% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
9.9% |
35.4 |
0.2% |
87% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,135.3 |
|
2.618 |
16,937.8 |
|
1.618 |
16,816.8 |
|
1.000 |
16,742.0 |
|
0.618 |
16,695.8 |
|
HIGH |
16,621.0 |
|
0.618 |
16,574.8 |
|
0.500 |
16,560.5 |
|
0.382 |
16,546.2 |
|
LOW |
16,500.0 |
|
0.618 |
16,425.2 |
|
1.000 |
16,379.0 |
|
1.618 |
16,304.2 |
|
2.618 |
16,183.2 |
|
4.250 |
15,985.8 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,560.5 |
16,608.0 |
| PP |
16,540.3 |
16,572.0 |
| S1 |
16,520.2 |
16,536.0 |
|