| 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 |
2,023.1 |
2,009.3 |
-13.8 |
-0.7% |
2,020.0 |
| High |
2,023.2 |
2,012.4 |
-10.8 |
-0.5% |
2,042.2 |
| Low |
1,999.0 |
1,989.6 |
-9.4 |
-0.5% |
2,001.9 |
| Close |
1,999.4 |
1,995.5 |
-3.9 |
-0.2% |
2,020.6 |
| Range |
24.2 |
22.8 |
-1.4 |
-5.8% |
40.3 |
| ATR |
20.7 |
20.8 |
0.2 |
0.7% |
0.0 |
| Volume |
2,078 |
2,394 |
316 |
15.2% |
12,642 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.6 |
2,054.3 |
2,008.0 |
|
| R3 |
2,044.8 |
2,031.5 |
2,001.8 |
|
| R2 |
2,022.0 |
2,022.0 |
1,999.7 |
|
| R1 |
2,008.7 |
2,008.7 |
1,997.6 |
2,004.0 |
| PP |
1,999.2 |
1,999.2 |
1,999.2 |
1,996.8 |
| S1 |
1,985.9 |
1,985.9 |
1,993.4 |
1,981.2 |
| S2 |
1,976.4 |
1,976.4 |
1,991.3 |
|
| S3 |
1,953.6 |
1,963.1 |
1,989.2 |
|
| S4 |
1,930.8 |
1,940.3 |
1,983.0 |
|
|
| 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 |
1,989.6 |
52.6 |
2.6% |
25.4 |
1.3% |
11% |
False |
True |
1,888 |
| 10 |
2,047.9 |
1,989.6 |
58.3 |
2.9% |
20.4 |
1.0% |
10% |
False |
True |
2,073 |
| 20 |
2,047.9 |
1,967.6 |
80.3 |
4.0% |
19.0 |
0.9% |
35% |
False |
False |
1,938 |
| 40 |
2,047.9 |
1,959.1 |
88.8 |
4.5% |
19.8 |
1.0% |
41% |
False |
False |
1,338 |
| 60 |
2,129.1 |
1,959.1 |
170.0 |
8.5% |
21.0 |
1.1% |
21% |
False |
False |
1,080 |
| 80 |
2,140.3 |
1,959.1 |
181.2 |
9.1% |
21.1 |
1.1% |
20% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,109.3 |
|
2.618 |
2,072.1 |
|
1.618 |
2,049.3 |
|
1.000 |
2,035.2 |
|
0.618 |
2,026.5 |
|
HIGH |
2,012.4 |
|
0.618 |
2,003.7 |
|
0.500 |
2,001.0 |
|
0.382 |
1,998.3 |
|
LOW |
1,989.6 |
|
0.618 |
1,975.5 |
|
1.000 |
1,966.8 |
|
1.618 |
1,952.7 |
|
2.618 |
1,929.9 |
|
4.250 |
1,892.7 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.0 |
2,010.4 |
| PP |
1,999.2 |
2,005.4 |
| S1 |
1,997.3 |
2,000.5 |
|