| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,262.0 |
16,161.0 |
-101.0 |
-0.6% |
16,420.0 |
| High |
16,263.0 |
16,161.0 |
-102.0 |
-0.6% |
16,716.0 |
| Low |
16,192.0 |
16,110.0 |
-82.0 |
-0.5% |
16,367.0 |
| Close |
16,238.0 |
16,110.0 |
-128.0 |
-0.8% |
16,716.0 |
| Range |
71.0 |
51.0 |
-20.0 |
-28.2% |
349.0 |
| ATR |
129.0 |
128.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
31 |
6 |
-25 |
-80.6% |
72 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,280.0 |
16,246.0 |
16,138.1 |
|
| R3 |
16,229.0 |
16,195.0 |
16,124.0 |
|
| R2 |
16,178.0 |
16,178.0 |
16,119.4 |
|
| R1 |
16,144.0 |
16,144.0 |
16,114.7 |
16,135.5 |
| PP |
16,127.0 |
16,127.0 |
16,127.0 |
16,122.8 |
| S1 |
16,093.0 |
16,093.0 |
16,105.3 |
16,084.5 |
| S2 |
16,076.0 |
16,076.0 |
16,100.7 |
|
| S3 |
16,025.0 |
16,042.0 |
16,096.0 |
|
| S4 |
15,974.0 |
15,991.0 |
16,082.0 |
|
|
| 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 |
16,110.0 |
606.0 |
3.8% |
59.0 |
0.4% |
0% |
False |
True |
20 |
| 10 |
16,716.0 |
16,110.0 |
606.0 |
3.8% |
74.6 |
0.5% |
0% |
False |
True |
16 |
| 20 |
16,716.0 |
15,771.0 |
945.0 |
5.9% |
72.4 |
0.4% |
36% |
False |
False |
15 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
76.7 |
0.5% |
36% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
59.9 |
0.4% |
36% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
52.1 |
0.3% |
36% |
False |
False |
9 |
| 100 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
43.7 |
0.3% |
63% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.2% |
36.4 |
0.2% |
63% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,377.8 |
|
2.618 |
16,294.5 |
|
1.618 |
16,243.5 |
|
1.000 |
16,212.0 |
|
0.618 |
16,192.5 |
|
HIGH |
16,161.0 |
|
0.618 |
16,141.5 |
|
0.500 |
16,135.5 |
|
0.382 |
16,129.5 |
|
LOW |
16,110.0 |
|
0.618 |
16,078.5 |
|
1.000 |
16,059.0 |
|
1.618 |
16,027.5 |
|
2.618 |
15,976.5 |
|
4.250 |
15,893.3 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,135.5 |
16,365.5 |
| PP |
16,127.0 |
16,280.3 |
| S1 |
16,118.5 |
16,195.2 |
|