| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,618.0 |
16,262.0 |
-356.0 |
-2.1% |
16,420.0 |
| High |
16,621.0 |
16,263.0 |
-358.0 |
-2.2% |
16,716.0 |
| Low |
16,500.0 |
16,192.0 |
-308.0 |
-1.9% |
16,367.0 |
| Close |
16,500.0 |
16,238.0 |
-262.0 |
-1.6% |
16,716.0 |
| Range |
121.0 |
71.0 |
-50.0 |
-41.3% |
349.0 |
| ATR |
115.2 |
129.0 |
13.8 |
12.0% |
0.0 |
| Volume |
24 |
31 |
7 |
29.2% |
72 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,444.0 |
16,412.0 |
16,277.1 |
|
| R3 |
16,373.0 |
16,341.0 |
16,257.5 |
|
| R2 |
16,302.0 |
16,302.0 |
16,251.0 |
|
| R1 |
16,270.0 |
16,270.0 |
16,244.5 |
16,250.5 |
| PP |
16,231.0 |
16,231.0 |
16,231.0 |
16,221.3 |
| S1 |
16,199.0 |
16,199.0 |
16,231.5 |
16,179.5 |
| S2 |
16,160.0 |
16,160.0 |
16,225.0 |
|
| S3 |
16,089.0 |
16,128.0 |
16,218.5 |
|
| S4 |
16,018.0 |
16,057.0 |
16,199.0 |
|
|
| 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 |
16,192.0 |
524.0 |
3.2% |
97.2 |
0.6% |
9% |
False |
True |
22 |
| 10 |
16,716.0 |
16,192.0 |
524.0 |
3.2% |
69.5 |
0.4% |
9% |
False |
True |
16 |
| 20 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
83.6 |
0.5% |
50% |
False |
False |
17 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
75.4 |
0.5% |
50% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
60.7 |
0.4% |
50% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.8% |
51.5 |
0.3% |
50% |
False |
False |
9 |
| 100 |
16,716.0 |
15,077.0 |
1,639.0 |
10.1% |
43.2 |
0.3% |
71% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.1% |
36.0 |
0.2% |
71% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,564.8 |
|
2.618 |
16,448.9 |
|
1.618 |
16,377.9 |
|
1.000 |
16,334.0 |
|
0.618 |
16,306.9 |
|
HIGH |
16,263.0 |
|
0.618 |
16,235.9 |
|
0.500 |
16,227.5 |
|
0.382 |
16,219.1 |
|
LOW |
16,192.0 |
|
0.618 |
16,148.1 |
|
1.000 |
16,121.0 |
|
1.618 |
16,077.1 |
|
2.618 |
16,006.1 |
|
4.250 |
15,890.3 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,234.5 |
16,452.5 |
| PP |
16,231.0 |
16,381.0 |
| S1 |
16,227.5 |
16,309.5 |
|