| 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 |
2,018.8 |
2,023.1 |
4.3 |
0.2% |
2,020.0 |
| High |
2,031.2 |
2,023.2 |
-8.0 |
-0.4% |
2,042.2 |
| Low |
2,007.6 |
1,999.0 |
-8.6 |
-0.4% |
2,001.9 |
| Close |
2,029.7 |
1,999.4 |
-30.3 |
-1.5% |
2,020.6 |
| Range |
23.6 |
24.2 |
0.6 |
2.5% |
40.3 |
| ATR |
19.9 |
20.7 |
0.8 |
3.9% |
0.0 |
| Volume |
1,895 |
2,078 |
183 |
9.7% |
12,642 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.8 |
2,063.8 |
2,012.7 |
|
| R3 |
2,055.6 |
2,039.6 |
2,006.1 |
|
| R2 |
2,031.4 |
2,031.4 |
2,003.8 |
|
| R1 |
2,015.4 |
2,015.4 |
2,001.6 |
2,011.3 |
| PP |
2,007.2 |
2,007.2 |
2,007.2 |
2,005.2 |
| S1 |
1,991.2 |
1,991.2 |
1,997.2 |
1,987.1 |
| S2 |
1,983.0 |
1,983.0 |
1,995.0 |
|
| S3 |
1,958.8 |
1,967.0 |
1,992.7 |
|
| S4 |
1,934.6 |
1,942.8 |
1,986.1 |
|
|
| 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 |
1,999.0 |
43.2 |
2.2% |
24.0 |
1.2% |
1% |
False |
True |
2,107 |
| 10 |
2,047.9 |
1,999.0 |
48.9 |
2.4% |
19.1 |
1.0% |
1% |
False |
True |
1,995 |
| 20 |
2,047.9 |
1,967.6 |
80.3 |
4.0% |
18.8 |
0.9% |
40% |
False |
False |
1,840 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.4% |
19.9 |
1.0% |
45% |
False |
False |
1,295 |
| 60 |
2,133.1 |
1,959.1 |
174.0 |
8.7% |
21.5 |
1.1% |
23% |
False |
False |
1,059 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.1% |
21.0 |
1.0% |
22% |
False |
False |
887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.1 |
|
2.618 |
2,086.6 |
|
1.618 |
2,062.4 |
|
1.000 |
2,047.4 |
|
0.618 |
2,038.2 |
|
HIGH |
2,023.2 |
|
0.618 |
2,014.0 |
|
0.500 |
2,011.1 |
|
0.382 |
2,008.2 |
|
LOW |
1,999.0 |
|
0.618 |
1,984.0 |
|
1.000 |
1,974.8 |
|
1.618 |
1,959.8 |
|
2.618 |
1,935.6 |
|
4.250 |
1,896.2 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.1 |
2,015.1 |
| PP |
2,007.2 |
2,009.9 |
| S1 |
2,003.3 |
2,004.6 |
|