| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
16,161.0 |
16,150.0 |
-11.0 |
-0.1% |
16,713.0 |
| High |
16,161.0 |
16,177.0 |
16.0 |
0.1% |
16,713.0 |
| Low |
16,110.0 |
16,150.0 |
40.0 |
0.2% |
16,110.0 |
| Close |
16,110.0 |
16,177.0 |
67.0 |
0.4% |
16,177.0 |
| Range |
51.0 |
27.0 |
-24.0 |
-47.1% |
603.0 |
| ATR |
128.9 |
124.5 |
-4.4 |
-3.4% |
0.0 |
| Volume |
6 |
7 |
1 |
16.7% |
88 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,249.0 |
16,240.0 |
16,191.9 |
|
| R3 |
16,222.0 |
16,213.0 |
16,184.4 |
|
| R2 |
16,195.0 |
16,195.0 |
16,182.0 |
|
| R1 |
16,186.0 |
16,186.0 |
16,179.5 |
16,190.5 |
| PP |
16,168.0 |
16,168.0 |
16,168.0 |
16,170.3 |
| S1 |
16,159.0 |
16,159.0 |
16,174.5 |
16,163.5 |
| S2 |
16,141.0 |
16,141.0 |
16,172.1 |
|
| S3 |
16,114.0 |
16,132.0 |
16,169.6 |
|
| S4 |
16,087.0 |
16,105.0 |
16,162.2 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,142.3 |
17,762.7 |
16,508.7 |
|
| R3 |
17,539.3 |
17,159.7 |
16,342.8 |
|
| R2 |
16,936.3 |
16,936.3 |
16,287.6 |
|
| R1 |
16,556.7 |
16,556.7 |
16,232.3 |
16,445.0 |
| PP |
16,333.3 |
16,333.3 |
16,333.3 |
16,277.5 |
| S1 |
15,953.7 |
15,953.7 |
16,121.7 |
15,842.0 |
| S2 |
15,730.3 |
15,730.3 |
16,066.5 |
|
| S3 |
15,127.3 |
15,350.7 |
16,011.2 |
|
| S4 |
14,524.3 |
14,747.7 |
15,845.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,713.0 |
16,110.0 |
603.0 |
3.7% |
55.6 |
0.3% |
11% |
False |
False |
17 |
| 10 |
16,716.0 |
16,110.0 |
606.0 |
3.7% |
71.9 |
0.4% |
11% |
False |
False |
16 |
| 20 |
16,716.0 |
15,836.0 |
880.0 |
5.4% |
64.8 |
0.4% |
39% |
False |
False |
13 |
| 40 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
77.4 |
0.5% |
43% |
False |
False |
17 |
| 60 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
60.3 |
0.4% |
43% |
False |
False |
12 |
| 80 |
16,716.0 |
15,767.0 |
949.0 |
5.9% |
52.5 |
0.3% |
43% |
False |
False |
9 |
| 100 |
16,716.0 |
15,077.0 |
1,639.0 |
10.1% |
44.0 |
0.3% |
67% |
False |
False |
7 |
| 120 |
16,716.0 |
15,077.0 |
1,639.0 |
10.1% |
36.6 |
0.2% |
67% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,291.8 |
|
2.618 |
16,247.7 |
|
1.618 |
16,220.7 |
|
1.000 |
16,204.0 |
|
0.618 |
16,193.7 |
|
HIGH |
16,177.0 |
|
0.618 |
16,166.7 |
|
0.500 |
16,163.5 |
|
0.382 |
16,160.3 |
|
LOW |
16,150.0 |
|
0.618 |
16,133.3 |
|
1.000 |
16,123.0 |
|
1.618 |
16,106.3 |
|
2.618 |
16,079.3 |
|
4.250 |
16,035.3 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,172.5 |
16,186.5 |
| PP |
16,168.0 |
16,183.3 |
| S1 |
16,163.5 |
16,180.2 |
|