| 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 |
2,007.0 |
2,018.8 |
11.8 |
0.6% |
2,020.0 |
| High |
2,022.0 |
2,031.2 |
9.2 |
0.5% |
2,042.2 |
| Low |
2,005.7 |
2,007.6 |
1.9 |
0.1% |
2,001.9 |
| Close |
2,020.6 |
2,029.7 |
9.1 |
0.5% |
2,020.6 |
| Range |
16.3 |
23.6 |
7.3 |
44.8% |
40.3 |
| ATR |
19.6 |
19.9 |
0.3 |
1.5% |
0.0 |
| Volume |
1,134 |
1,895 |
761 |
67.1% |
12,642 |
|
| Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.6 |
2,085.3 |
2,042.7 |
|
| R3 |
2,070.0 |
2,061.7 |
2,036.2 |
|
| R2 |
2,046.4 |
2,046.4 |
2,034.0 |
|
| R1 |
2,038.1 |
2,038.1 |
2,031.9 |
2,042.3 |
| PP |
2,022.8 |
2,022.8 |
2,022.8 |
2,024.9 |
| S1 |
2,014.5 |
2,014.5 |
2,027.5 |
2,018.7 |
| S2 |
1,999.2 |
1,999.2 |
2,025.4 |
|
| S3 |
1,975.6 |
1,990.9 |
2,023.2 |
|
| S4 |
1,952.0 |
1,967.3 |
2,016.7 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.5 |
2,121.8 |
2,042.8 |
|
| R3 |
2,102.2 |
2,081.5 |
2,031.7 |
|
| R2 |
2,061.9 |
2,061.9 |
2,028.0 |
|
| R1 |
2,041.2 |
2,041.2 |
2,024.3 |
2,051.6 |
| PP |
2,021.6 |
2,021.6 |
2,021.6 |
2,026.7 |
| S1 |
2,000.9 |
2,000.9 |
2,016.9 |
2,011.3 |
| S2 |
1,981.3 |
1,981.3 |
2,013.2 |
|
| S3 |
1,941.0 |
1,960.6 |
2,009.5 |
|
| S4 |
1,900.7 |
1,920.3 |
1,998.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,042.2 |
2,001.9 |
40.3 |
2.0% |
21.7 |
1.1% |
69% |
False |
False |
2,236 |
| 10 |
2,047.9 |
2,001.9 |
46.0 |
2.3% |
19.4 |
1.0% |
60% |
False |
False |
1,941 |
| 20 |
2,047.9 |
1,967.6 |
80.3 |
4.0% |
18.5 |
0.9% |
77% |
False |
False |
1,803 |
| 40 |
2,057.5 |
1,959.1 |
98.4 |
4.8% |
20.1 |
1.0% |
72% |
False |
False |
1,264 |
| 60 |
2,140.3 |
1,959.1 |
181.2 |
8.9% |
21.6 |
1.1% |
39% |
False |
False |
1,039 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
8.9% |
20.8 |
1.0% |
39% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.5 |
|
2.618 |
2,093.0 |
|
1.618 |
2,069.4 |
|
1.000 |
2,054.8 |
|
0.618 |
2,045.8 |
|
HIGH |
2,031.2 |
|
0.618 |
2,022.2 |
|
0.500 |
2,019.4 |
|
0.382 |
2,016.6 |
|
LOW |
2,007.6 |
|
0.618 |
1,993.0 |
|
1.000 |
1,984.0 |
|
1.618 |
1,969.4 |
|
2.618 |
1,945.8 |
|
4.250 |
1,907.3 |
|
|
| Fisher Pivots for day following 31-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.3 |
2,027.2 |
| PP |
2,022.8 |
2,024.6 |
| S1 |
2,019.4 |
2,022.1 |
|